erv 0.3.2 → 0.3.3

checksums.yaml

@@ -1,7 +1,7 @@
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+  metadata.gz: 2c01ff8ee7e228352bd7e91cf37398ac1c9a4599
+  data.tar.gz: 1df36e92cac62835249f6b3be46e6b15ee23609c
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+  data.tar.gz: b6db99c3a1a4babc7fdbb56028b16e9b865eadb95159269a5e63e8c6618a99a5950932c75e02fae7046c22523a40a33393bad5d02e8fb378567e597c0c3c11cc

data/LICENSE

@@ -1,6 +1,6 @@
 The MIT License (MIT)
 
-Copyright (c) 2014 Mauro Tortonesi
+Copyright (c) 2014-2017 Mauro Tortonesi
 
 Permission is hereby granted, free of charge, to any person obtaining a copy of
 this software and associated documentation files (the "Software"), to deal in

data/lib/erv/constant_distribution.rb

@@ -3,7 +3,7 @@ require 'erv/distribution'
 module ERV
 
   class ConstantDistribution < Distribution
-    def initialize(opts)
+    def initialize(opts={})
       super(opts)
 
       raise ArgumentError unless opts[:value]

data/lib/erv/discrete_uniform_distribution.rb

@@ -7,7 +7,7 @@ module ERV
   class DiscreteUniformDistribution < Distribution
     attr_reader :mean, :variance
 
-    def initialize(opts)
+    def initialize(opts={})
       super(opts)
 
       raise ArgumentError unless opts[:max_value]

data/lib/erv/distribution.rb

@@ -1,7 +1,7 @@
 module ERV
 
   class Distribution
-    def initialize(opts)
+    def initialize(opts={})
       # use provided RNG or create a new one
       if opts[:rng]
         @rng = opts[:rng]

data/lib/erv/exponential_distribution.rb

@@ -7,7 +7,7 @@ module ERV
   class ExponentialDistribution < Distribution
     attr_reader :mean, :variance
 
-    def initialize(opts)
+    def initialize(opts={})
       super(opts)
 
       @rate = opts[:rate].try(:to_f)

data/lib/erv/gamma_distribution.rb

@@ -13,7 +13,7 @@ module ERV
   class GammaDistribution < Distribution
     attr_accessor :mean, :variance
 
-    def initialize(opts)
+    def initialize(opts={})
       super(opts)
 
       raise ArgumentError unless opts[:scale] and opts[:shape]

data/lib/erv/gaussian_distribution.rb

@@ -4,7 +4,7 @@ require 'erv/distribution'
 module ERV
 
   class GaussianDistribution < Distribution
-    def initialize(opts)
+    def initialize(opts={})
       super(opts)
 
       raise ArgumentError unless opts[:mean] and opts[:sd]

data/lib/erv/{general_pareto_distribution.rb → generalized_pareto_distribution.rb}

@@ -8,7 +8,7 @@ module ERV
   class GpdDistribution < Distribution
     attr_accessor :mean, :variance
 
-    def initialize(opts)
+    def initialize(opts={})
       super(opts)
 
       raise ArgumentError unless opts[:scale] and opts[:shape]
@@ -23,7 +23,7 @@ module ERV
       end
 
       @variance = if @shape < 0.5
-        (@scale ** 2.0) / (((1.0 - @shape) ** 2) * (1.0 - 2 * @shape))
+        (@scale ** 2.0) / (1.0 - @shape) ** 2 / (1.0 - 2 * @shape)
       else
         Infinity
       end

data/lib/erv/geometric_distribution.rb

@@ -11,7 +11,7 @@ module ERV
   class GeometricDistribution < Distribution
     attr_accessor :mean, :variance
 
-    def initialize(opts)
+    def initialize(opts={})
       super(opts)
 
       raise ArgumentError unless opts[:probability_of_success]

data/lib/erv/mixture_distribution.rb

@@ -3,7 +3,7 @@ require 'erv/discrete_uniform_distribution'
 require 'erv/exponential_distribution'
 require 'erv/gamma_distribution'
 require 'erv/gaussian_distribution'
-require 'erv/general_pareto_distribution'
+require 'erv/generalized_pareto_distribution'
 require 'erv/geometric_distribution'
 require 'erv/uniform_distribution'
 
@@ -11,7 +11,7 @@ module ERV
 
   class MixtureDistribution
     def initialize(confs, opts={})
-      raise ArgumentError, "Please, provide at least 2 distributions!" unless confs.length >= 2
+      raise ArgumentError, "Please, provide at least 2 distributions!" if confs.count < 2
 
       @mixture = []
       weight_sum = 0.0
@@ -22,12 +22,6 @@ module ERV
         # ... and keep track of it
         weight_sum += weight
 
-        # get amplitude
-        amplitude = dist_conf.fetch(:amplitude) { 1.0 }
-        # unless amplitude.is_a? Float
-        #   raise ArgumentError, "Please, provide at least 2 distributions!" unless confs.length >= 2
-        # end
-
         # get distribution name
         dist_name = dist_conf.delete(:distribution).to_s
 
@@ -35,10 +29,10 @@ module ERV
         klass_name = dist_name.split('_').push('distribution').map(&:capitalize).join
 
         # create distribution object
-        distribution = ERV.const_get(klass_name).new(dist_conf)
+        distribution = ERV.const_get(klass_name).new(dist_conf[:args])
 
         # add distribution to mixture
-        @mixture << { amplitude: amplitude, weight: weight, distribution: distribution }
+        @mixture << { weight: weight, distribution: distribution }
       end
 
       # normalize weights
@@ -61,7 +55,7 @@ module ERV
       end
 
       # return sample
-      @mixture[i][:amplitude] * @mixture[i][:distribution].sample
+      @mixture[i][:distribution].sample
     end
 
     def mean
@@ -76,23 +70,18 @@ module ERV
 
       def calculate_mean
         @mixture.inject(0.0) do |s,x|
-          s += (# the following formula was taken from
-                # https://en.wikipedia.org/wiki/Mixture_Distribution#Moments
-                x[:weight] *
-                # remember: E[aX] = a E[X]
-                x[:amplitude] * x[:distribution].mean)
+          # the following formula was taken from
+          # https://en.wikipedia.org/wiki/Mixture_Distribution#Moments
+          s += (x[:weight] * x[:distribution].mean)
         end
       end
 
       def calculate_variance
         @mixture.inject(0.0) do |s,x|
-          s += (# the following formula was taken from
-                # https://en.wikipedia.org/wiki/Mixture_Distribution#Moments
-                x[:weight] *
-                # remember: E[aX] = a E[X]
-                ((x[:amplitude] * x[:distribution].mean - self.mean) ** 2 +
-                # remember: Var(aX) = a**2 Var(X)
-                 x[:amplitude] ** 2 * x[:distribution].variance))
+          # the following formula was taken from
+          # https://en.wikipedia.org/wiki/Mixture_Distribution#Moments
+          s += (x[:weight] * ((x[:distribution].mean - self.mean) ** 2 +
+                               x[:distribution].variance))
         end
       end
   end

data/lib/erv/random_variable.rb

@@ -3,7 +3,7 @@ require 'erv/discrete_uniform_distribution'
 require 'erv/exponential_distribution'
 require 'erv/gamma_distribution'
 require 'erv/gaussian_distribution'
-require 'erv/general_pareto_distribution'
+require 'erv/generalized_pareto_distribution'
 require 'erv/geometric_distribution'
 require 'erv/mixture_distribution'
 require 'erv/uniform_distribution'
@@ -13,15 +13,20 @@ require 'erv/support/try'
 module ERV
 
   class RandomVariable
-    def initialize(opts)
+
+    extend Forwardable
+
+    def_delegators :@dist, :mean, :variance
+
+    def initialize(args={})
       # get distribution name
-      dist_name = opts[:distribution].try(:to_s)
+      dist_name = args[:distribution].try(:to_s)
 
       # get class name that corresponds to the requested distribution
       klass_name = dist_name.split('_').push('distribution').map(&:capitalize).join
 
       # create distribution object
-      @dist = ERV.const_get(klass_name).new(opts)
+      @dist = ERV.const_get(klass_name).new(args)
     end
 
     def next
@@ -31,10 +36,11 @@ module ERV
 
 
   class SequentialRandomVariable
-    def initialize(args)
-      first = args[:first_value]
-      @most_recent = first.nil? ? 0.0 : first
-      @var = RandomVariable.new(args.reject{|k,v| k == :first_value })
+    def initialize(args={})
+      first = args.delete(:first_value)
+      raise ArgumentError, "First value must be provided!" if first.nil?
+      @most_recent = first.to_f
+      @var = RandomVariable.new(args)
     end
 
     def next

data/lib/erv/uniform_distribution.rb

@@ -5,7 +5,7 @@ require 'erv/support/try'
 module ERV
 
   class UniformDistribution < Distribution
-    def initialize(opts)
+    def initialize(opts={})
       super(opts)
 
       raise ArgumentError unless opts[:max_value]

data/lib/erv/version.rb

@@ -1,3 +1,3 @@
 module ERV
-  VERSION = '0.3.2'
+  VERSION = '0.3.3'
 end

data/test/erv/discrete_uniform_distribution_test.rb

@@ -4,7 +4,7 @@ require 'erv/discrete_uniform_distribution'
 
 describe ERV::DiscreteUniformDistribution do
 
-  NUM_SAMPLES = 10000
+  let :num_samples { 10000 }
 
   it 'should require at least a maximum parameter' do
     lambda do
@@ -29,16 +29,16 @@ describe ERV::DiscreteUniformDistribution do
 
     context 'moments' do
       let :samples do
-        0.upto(NUM_SAMPLES).collect { zero_to_sixty.sample }
+        0.upto(num_samples).collect { zero_to_sixty.sample }
       end
 
       it 'should have the expected mean' do
-        sample_mean = samples.inject(0.0) {|s,x| s += x } / NUM_SAMPLES.to_f
+        sample_mean = samples.inject(0.0) {|s,x| s += x } / num_samples.to_f
         sample_mean.must_be_within_epsilon zero_to_sixty.mean, 0.05
       end
 
       it 'should have the expected variance' do
-        sample_variance = samples.inject(0.0) {|s,x| s += (x - zero_to_sixty.mean) ** 2 } / NUM_SAMPLES.to_f
+        sample_variance = samples.inject(0.0) {|s,x| s += (x - zero_to_sixty.mean) ** 2 } / num_samples.to_f
         sample_variance.must_be_within_epsilon zero_to_sixty.variance, 0.05
       end
 
@@ -62,16 +62,16 @@ describe ERV::DiscreteUniformDistribution do
     context 'moments' do
 
       let :samples do
-        0.upto(NUM_SAMPLES).collect { ten_to_ninety.sample }
+        0.upto(num_samples).collect { ten_to_ninety.sample }
       end
 
       it 'should have the expected mean' do
-        sample_mean = samples.inject(0.0) {|s,x| s += x } / NUM_SAMPLES.to_f
+        sample_mean = samples.inject(0.0) {|s,x| s += x } / num_samples.to_f
         sample_mean.must_be_within_epsilon ten_to_ninety.mean, 0.05
       end
 
       it 'should have the expected variance' do
-        sample_variance = samples.inject(0.0) {|s,x| s += (x - ten_to_ninety.mean) ** 2 } / NUM_SAMPLES.to_f
+        sample_variance = samples.inject(0.0) {|s,x| s += (x - ten_to_ninety.mean) ** 2 } / num_samples.to_f
         sample_variance.must_be_within_epsilon ten_to_ninety.variance, 0.05
       end
 

data/test/erv/exponential_distribution_test.rb

@@ -0,0 +1,44 @@
+require 'test_helper'
+
+require 'erv/exponential_distribution'
+
+describe ERV::ExponentialDistribution do
+
+  let :num_samples { 10000 }
+
+  it 'should require the rate parameter' do
+    lambda do
+      ERV::ExponentialDistribution.new()
+    end.must_raise ArgumentError
+  end
+
+  let :ed do
+    ERV::ExponentialDistribution.new(rate: 20.0)
+  end
+
+  context 'sampling' do
+
+    it 'should allow sampling' do
+      ed.sample
+    end
+
+  end
+
+  context 'moments' do
+    let :samples do
+      0.upto(num_samples).collect { ed.sample }
+    end
+
+    it 'should have the expected mean' do
+      sample_mean = samples.inject(0.0) {|s,x| s += x } / num_samples.to_f
+      sample_mean.must_be_within_epsilon ed.mean, 0.05
+    end
+
+    it 'should have the expected variance' do
+      sample_variance = samples.inject(0.0) {|s,x| s += (x - ed.mean) ** 2 } / num_samples.to_f
+      sample_variance.must_be_within_epsilon ed.variance, 0.05
+    end
+
+  end
+
+end

data/test/erv/gamma_distribution_test.rb

@@ -4,7 +4,7 @@ require 'erv/gamma_distribution'
 
 describe ERV::GammaDistribution do
 
-  NUM_SAMPLES = 20000
+  let :num_samples { 10000 }
 
   it 'should require the scale and shape parameters' do
     lambda do
@@ -28,16 +28,16 @@ describe ERV::GammaDistribution do
 
     context 'moments' do
       let :samples do
-        0.upto(NUM_SAMPLES).collect { gsgtone.sample }
+        0.upto(num_samples).collect { gsgtone.sample }
       end
 
       it 'should have the expected mean' do
-        sample_mean = samples.inject(0.0) {|s,x| s += x } / NUM_SAMPLES.to_f
+        sample_mean = samples.inject(0.0) {|s,x| s += x } / num_samples.to_f
         sample_mean.must_be_within_epsilon gsgtone.mean, 0.05
       end
 
       it 'should have the expected variance' do
-        sample_variance = samples.inject(0.0) {|s,x| s += (x - gsgtone.mean) ** 2 } / NUM_SAMPLES.to_f
+        sample_variance = samples.inject(0.0) {|s,x| s += (x - gsgtone.mean) ** 2 } / num_samples.to_f
         sample_variance.must_be_within_epsilon gsgtone.variance, 0.05
       end
 

data/test/erv/gaussian_distribution_test.rb

@@ -0,0 +1,44 @@
+require 'test_helper'
+
+require 'erv/gaussian_distribution'
+
+describe ERV::GaussianDistribution do
+
+  let :num_samples { 10000 }
+
+  it 'should require the scale and shape parameters' do
+    lambda do
+      ERV::GaussianDistribution.new()
+    end.must_raise ArgumentError
+  end
+
+  let :gd do
+    ERV::GaussianDistribution.new(mean: 20.0, sd: 0.5)
+  end
+
+  context 'sampling' do
+
+    it 'should allow sampling' do
+      gd.sample
+    end
+
+  end
+
+  context 'moments' do
+    let :samples do
+      0.upto(num_samples).collect { gd.sample }
+    end
+
+    it 'should have the expected mean' do
+      sample_mean = samples.inject(0.0) {|s,x| s += x } / num_samples.to_f
+      sample_mean.must_be_within_epsilon gd.mean, 0.05
+    end
+
+    it 'should have the expected variance' do
+      sample_variance = samples.inject(0.0) {|s,x| s += (x - gd.mean) ** 2 } / num_samples.to_f
+      sample_variance.must_be_within_epsilon gd.variance, 0.05
+    end
+
+  end
+
+end

data/test/erv/{general_pareto_distribution_test.rb → generalized_pareto_distribution_test.rb}

@@ -1,10 +1,10 @@
 require 'test_helper'
 
-require 'erv/general_pareto_distribution'
+require 'erv/generalized_pareto_distribution'
 
 describe ERV::GpdDistribution do
 
-  NUM_SAMPLES = 50000
+  let :num_samples { 200000 }
 
   it 'should require scale and shape parameters' do
     lambda do
@@ -29,16 +29,16 @@ describe ERV::GpdDistribution do
 
     context 'moments' do
       let :samples do
-        0.upto(NUM_SAMPLES).collect { gpd_2params.sample }
+        0.upto(num_samples).collect { gpd_2params.sample }
       end
 
       it 'should have the expected mean' do
-        sample_mean = samples.inject(0.0) {|s,x| s += x } / NUM_SAMPLES.to_f
+        sample_mean = samples.inject(0.0) {|s,x| s += x } / num_samples.to_f
         sample_mean.must_be_within_epsilon gpd_2params.mean, 0.1
       end
 
       it 'should have the expected variance' do
-        sample_variance = samples.inject(0.0) {|s,x| s += (x - gpd_2params.mean) ** 2 } / NUM_SAMPLES.to_f
+        sample_variance = samples.inject(0.0) {|s,x| s += (x - gpd_2params.mean) ** 2 } / num_samples.to_f
         sample_variance.must_be_within_epsilon gpd_2params.variance, 0.1
       end
 
@@ -64,16 +64,16 @@ describe ERV::GpdDistribution do
 
     context 'moments' do
       let :samples do
-        0.upto(NUM_SAMPLES).collect { gpd_3params.sample }
+        0.upto(num_samples).collect { gpd_3params.sample }
       end
 
       it 'should have the expected mean' do
-        sample_mean = samples.inject(0.0) {|s,x| s += x } / NUM_SAMPLES.to_f
+        sample_mean = samples.inject(0.0) {|s,x| s += x } / num_samples.to_f
         sample_mean.must_be_within_epsilon gpd_3params.mean, 0.1
       end
 
       it 'should have the expected variance' do
-        sample_variance = samples.inject(0.0) {|s,x| s += (x - gpd_3params.mean) ** 2 } / NUM_SAMPLES.to_f
+        sample_variance = samples.inject(0.0) {|s,x| s += (x - gpd_3params.mean) ** 2 } / num_samples.to_f
         sample_variance.must_be_within_epsilon gpd_3params.variance, 0.1
       end
 

data/test/erv/geometric_distribution_test.rb

@@ -4,7 +4,7 @@ require 'erv/geometric_distribution'
 
 describe ERV::GeometricDistribution do
 
-  NUM_SAMPLES = 10000
+  let :num_samples { 10000 }
 
   it 'should require at least a probability of success parameter' do
     lambda do
@@ -26,16 +26,16 @@ describe ERV::GeometricDistribution do
 
   context 'moments' do
     let :samples do
-      0.upto(NUM_SAMPLES).collect { gd.sample }
+      0.upto(num_samples).collect { gd.sample }
     end
 
     it 'should have the expected mean' do
-      sample_mean = samples.inject(0.0) {|s,x| s += x } / NUM_SAMPLES.to_f
+      sample_mean = samples.inject(0.0) {|s,x| s += x } / num_samples.to_f
       sample_mean.must_be_within_epsilon gd.mean, 0.05
     end
 
     it 'should have the expected variance' do
-      sample_variance = samples.inject(0.0) {|s,x| s += (x - gd.mean) ** 2 } / NUM_SAMPLES.to_f
+      sample_variance = samples.inject(0.0) {|s,x| s += (x - gd.mean) ** 2 } / num_samples.to_f
       sample_variance.must_be_within_epsilon gd.variance, 0.05
     end
 

data/test/erv/mixture_distribution_test.rb

@@ -3,20 +3,23 @@ require 'test_helper'
 require 'erv/mixture_distribution'
 
 describe ERV::MixtureDistribution do
+
+  let :num_samples { 10000 }
+
   it 'should require at least two distributions' do
     lambda do
-      ERV::MixtureDistribution.new([ { distribution: :exponential, rate: 1.0, weight: 0.5 } ])
+      ERV::MixtureDistribution.new([ { distribution: :exponential, args: { rate: 1.0 }, weight: 0.5 } ])
     end.must_raise ArgumentError
   end
 
-  let :md do
-    ERV::MixtureDistribution.new([ { distribution: :exponential, rate: 1.0, weight: 0.3 },
-                                   { distribution: :exponential, rate: 2.0, weight: 0.2 },
-                                   { distribution: :exponential, rate: 3.0, weight: 0.5 } ])
-  end
-
   context 'sampling' do
 
+    let :md do
+      ERV::MixtureDistribution.new([ { distribution: :exponential, args: { rate: 1.0 }, weight: 0.3 },
+                                     { distribution: :exponential, args: { rate: 2.0 }, weight: 0.2 },
+                                     { distribution: :exponential, args: { rate: 3.0 }, weight: 0.5 } ])
+    end
+
     it 'should allow sampling from the mixture' do
       md.sample
     end
@@ -25,43 +28,24 @@ describe ERV::MixtureDistribution do
 
   context 'moments' do
 
-    context 'with default amplitude' do
-      let :md_expected_mean do
-        0.3 * 1/1.0 + 0.2 * 1/2.0 + 0.5 * 1/3.0
-      end
-
-      let :md_expected_variance do
-        0.3 * ((1/1.0 - md_expected_mean) ** 2 + (1/1.0) ** 2) +
-        0.2 * ((1/2.0 - md_expected_mean) ** 2 + (1/2.0) ** 2) +
-        0.5 * ((1/3.0 - md_expected_mean) ** 2 + (1/3.0) ** 2)
-      end
+    context 'with normalized weights' do
 
-      it 'should correctly calculate the mean of the mixture' do
-        md.mean.must_equal md_expected_mean
-      end
-
-      it 'should correctly calculate the variance of the mixture' do
-        md.variance.must_equal md_expected_variance
-      end
-    end
-
-    context 'with different amplitudes' do
       let :amd do
-        ERV::MixtureDistribution.new([ { distribution: :gaussian, amplitude: 3.0, mean: 1.0, sd: 0.1, weight: 0.3 },
-                                       { distribution: :gaussian, amplitude: 5.0, mean: 2.0, sd: 0.2, weight: 0.2 },
-                                       { distribution: :gaussian, amplitude: 7.0, mean: 3.0, sd: 0.3, weight: 0.5 } ])
+        ERV::MixtureDistribution.new([ { distribution: :gaussian, args: { mean: 1.0, sd: 0.1 }, weight: 0.3 },
+                                       { distribution: :gaussian, args: { mean: 2.0, sd: 0.2 }, weight: 0.2 },
+                                       { distribution: :gaussian, args: { mean: 3.0, sd: 0.3 }, weight: 0.5 } ])
       end
 
       let :amd_expected_mean do
-        0.3 * 3.0 * 1.0 +
-        0.2 * 5.0 * 2.0 +
-        0.5 * 7.0 * 3.0
+        0.3 * 1.0 +
+        0.2 * 2.0 +
+        0.5 * 3.0
       end
 
       let :amd_expected_variance do
-        0.3 * ((3.0 * 1.0 - amd_expected_mean) ** 2 + (3.0 * 0.1) ** 2) +
-        0.2 * ((5.0 * 2.0 - amd_expected_mean) ** 2 + (5.0 * 0.2) ** 2) +
-        0.5 * ((7.0 * 3.0 - amd_expected_mean) ** 2 + (7.0 * 0.3) ** 2)
+        0.3 * ((1.0 - amd_expected_mean) ** 2 + 0.1 ** 2) +
+        0.2 * ((2.0 - amd_expected_mean) ** 2 + 0.2 ** 2) +
+        0.5 * ((3.0 - amd_expected_mean) ** 2 + 0.3 ** 2)
       end
 
       it 'should correctly calculate the mean of the mixture' do
@@ -71,13 +55,29 @@ describe ERV::MixtureDistribution do
       it 'should correctly calculate the variance of the mixture' do
         amd.variance.must_equal amd_expected_variance
       end
+
+      let :samples do
+        0.upto(num_samples).collect { amd.sample }
+      end
+
+      it 'mean of a sample set should match the expected mean' do
+        sample_mean = samples.inject(0.0) {|s,x| s += x } / num_samples.to_f
+        sample_mean.must_be_within_epsilon amd.mean, 0.05
+      end
+
+      it 'variance of a sample set should match the expected variance' do
+        sample_variance = samples.inject(0.0) {|s,x| s += (x - amd.mean) ** 2 } / num_samples.to_f
+        sample_variance.must_be_within_epsilon amd.variance, 0.05
+      end
+
     end
 
     context 'with unnormalized weights' do
+
       let :uwmd do
-        ERV::MixtureDistribution.new([ { distribution: :exponential, rate: 1.0, weight: 300 },
-                                       { distribution: :exponential, rate: 2.0, weight: 200 },
-                                       { distribution: :exponential, rate: 3.0, weight: 500 } ])
+        ERV::MixtureDistribution.new([ { distribution: :exponential, args: { rate: 1.0 }, weight: 300 },
+                                       { distribution: :exponential, args: { rate: 2.0 }, weight: 200 },
+                                       { distribution: :exponential, args: { rate: 3.0 }, weight: 500 } ])
       end
 
       let :uwmd_expected_mean do
@@ -98,6 +98,41 @@ describe ERV::MixtureDistribution do
         uwmd.variance.must_equal uwmd_expected_variance
       end
 
+      let :samples do
+        0.upto(num_samples).collect { uwmd.sample }
+      end
+
+      it 'mean of a sample set should match the expected mean' do
+        sample_mean = samples.inject(0.0) {|s,x| s += x } / num_samples.to_f
+        sample_mean.must_be_within_epsilon uwmd.mean, 0.05
+      end
+
+      it 'variance of a sample set should match the expected variance' do
+        sample_variance = samples.inject(0.0) {|s,x| s += (x - uwmd.mean) ** 2 } / num_samples.to_f
+        sample_variance.must_be_within_epsilon uwmd.variance, 0.05
+      end
+
+    end
+
+  end
+
+  context 'mixture of mixtures' do
+    let :momd do
+      ERV::MixtureDistribution.new([ { distribution: :mixture,
+                                       args: [ { distribution: :exponential, args: { rate: 4.0 }, weight: 300 },
+                                               { distribution: :exponential, args: { rate: 5.0 }, weight: 200 },
+                                               { distribution: :exponential, args: { rate: 6.0 }, weight: 500 } ],
+                                       weight: 200 },
+                                     { distribution: :mixture,
+                                       args: [ { distribution: :exponential, args: { rate: 7.0 }, weight: 300 },
+                                               { distribution: :exponential, args: { rate: 8.0 }, weight: 200 },
+                                               { distribution: :exponential, args: { rate: 9.0 }, weight: 500 } ],
+                                       weight: 300 },
+                                   ], inspect: true)
+    end
+
+    it 'should allow sampling from the mixture' do
+      momd.sample
     end
 
   end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: erv
 version: !ruby/object:Gem::Version
-  version: 0.3.2
+  version: 0.3.3
 platform: ruby
 authors:
 - Mauro Tortonesi
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2017-06-26 00:00:00.000000000 Z
+date: 2017-08-24 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -80,7 +80,7 @@ dependencies:
     - - "~>"
       - !ruby/object:Gem::Version
         version: 0.0.3
-description: erv-0.3.2
+description: erv-0.3.3
 email:
 - mauro.tortonesi@unife.it
 executables: []
@@ -100,7 +100,7 @@ files:
 - lib/erv/exponential_distribution.rb
 - lib/erv/gamma_distribution.rb
 - lib/erv/gaussian_distribution.rb
-- lib/erv/general_pareto_distribution.rb
+- lib/erv/generalized_pareto_distribution.rb
 - lib/erv/geometric_distribution.rb
 - lib/erv/mixture_distribution.rb
 - lib/erv/random_variable.rb
@@ -110,8 +110,10 @@ files:
 - test/erv/constant_distribution_test.rb
 - test/erv/discrete_uniform_distribution_test.rb
 - test/erv/distribution_test.rb
+- test/erv/exponential_distribution_test.rb
 - test/erv/gamma_distribution_test.rb
-- test/erv/general_pareto_distribution_test.rb
+- test/erv/gaussian_distribution_test.rb
+- test/erv/generalized_pareto_distribution_test.rb
 - test/erv/geometric_distribution_test.rb
 - test/erv/mixture_distribution_test.rb
 - test/erv/random_variable_test.rb
@@ -144,8 +146,10 @@ test_files:
 - test/erv/constant_distribution_test.rb
 - test/erv/discrete_uniform_distribution_test.rb
 - test/erv/distribution_test.rb
+- test/erv/exponential_distribution_test.rb
 - test/erv/gamma_distribution_test.rb
-- test/erv/general_pareto_distribution_test.rb
+- test/erv/gaussian_distribution_test.rb
+- test/erv/generalized_pareto_distribution_test.rb
 - test/erv/geometric_distribution_test.rb
 - test/erv/mixture_distribution_test.rb
 - test/erv/random_variable_test.rb