random_variable 0.0.1.pre → 0.0.2.pre

data/COPYING

@@ -0,0 +1,622 @@
+                    GNU GENERAL PUBLIC LICENSE
+                       Version 3, 29 June 2007
+
+ Copyright (C) 2007 Free Software Foundation, Inc. <http://fsf.org/>
+ Everyone is permitted to copy and distribute verbatim copies
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+
+                            Preamble
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+
+  IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING
+WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MODIFIES AND/OR CONVEYS
+THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY
+GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE
+USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF
+DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD
+PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS),
+EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF
+SUCH DAMAGES.
+
+  17. Interpretation of Sections 15 and 16.
+
+  If the disclaimer of warranty and limitation of liability provided
+above cannot be given local legal effect according to their terms,
+reviewing courts shall apply local law that most closely approximates
+an absolute waiver of all civil liability in connection with the
+Program, unless a warranty or assumption of liability accompanies a
+copy of the Program in return for a fee.
+
+                     END OF TERMS AND CONDITIONS
+

data/LICENSE

@@ -0,0 +1,17 @@
+    random_variable gem for the creation or random variables in Ruby
+    Copyright (C) 2012 Jorge Fco. Madronal Rinaldi
+
+    This program is free software: you can redistribute it and/or modify
+    it under the terms of the GNU General Public License as published by
+    the Free Software Foundation, either version 3 of the License, or
+    (at your option) any later version.
+
+    This program is distributed in the hope that it will be useful,
+    but WITHOUT ANY WARRANTY; without even the implied warranty of
+    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+    GNU General Public License for more details.
+
+    You should have received a copy of the GNU General Public License
+    along with this program.  If not, see <http://www.gnu.org/licenses/>.
+
+

data/lib/ext/random_variable.c

@@ -1,34 +1,56 @@
-////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
+////////////////////////////////////////////////////////////////////////////////
+////////////////////////////////////////////////////////////////////////////////
 //                                                                            //
 // File:     random_variable.c                                                //
 //                                                                            //
-////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
+////////////////////////////////////////////////////////////////////////////////
+////////////////////////////////////////////////////////////////////////////////
 //                                                                            //
 // Author:   Jorge F.M. Rinaldi                                               //
 // Contact:  jorge.madronal.rinaldi@gmail.com                                 //
 //                                                                            //
-////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
+////////////////////////////////////////////////////////////////////////////////
+////////////////////////////////////////////////////////////////////////////////
 //                                                                            //
 // Date:     2012/10/11                                                       //
 //                                                                            //
-////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
+////////////////////////////////////////////////////////////////////////////////
+////////////////////////////////////////////////////////////////////////////////
+
+/*******************************************************************************
+    random_variable gem for the creation or random variables in Ruby
+    Copyright (C) 2012 Jorge Fco. Madronal Rinaldi
+
+    This program is free software: you can redistribute it and/or modify
+    it under the terms of the GNU General Public License as published by
+    the Free Software Foundation, either version 3 of the License, or
+    (at your option) any later version.
+
+    This program is distributed in the hope that it will be useful,
+    but WITHOUT ANY WARRANTY; without even the implied warranty of
+    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+    GNU General Public License for more details.
+
+    You should have received a copy of the GNU General Public License
+    along with this program.  If not, see <http://www.gnu.org/licenses/>.
+*******************************************************************************/
 
 #ifdef HAVE_RUBY_H
 #include <ruby.h>
 #else 
-#error "Need ruby.h header"
+#error "No ruby.h header found"
 #endif /* HAVE_RUBY_H */
 
 #ifdef HAVE_MATH_H
 #include <math.h>
 #else
-#error "Need math.h header"
+#error "No math.h header found"
 #endif /* HAVE_MATH_H */ 
 
 #ifdef HAVE_LIMITS_H
 #include <limits.h>
 #else
-#error "Need limits.h header"
+#error "No limits.h header found"
 #endif /* HAVE_LIMITS_H */
 
 #include "randlib.h"
@@ -42,12 +64,21 @@ static VALUE rb_cBernoulliRV;
 static VALUE rb_cPoissonRV;
 static VALUE rb_cNormalRV;
 static VALUE rb_cExponentialRV;
+static VALUE rb_cRayleighRV;
 
 /******************************************************************************/
 /* Common Functions */
 /******************************************************************************/
 #define CAST(f) ((VALUE (*)(void *))(f))
 
+static inline void check_not_nan(double x, const char *str)
+{
+	if (isnan(x))
+		rb_raise(rb_eArgError, "%s", str);
+}
+
+#define CHECK_NOT_NAN(x) check_not_nan((x),"not a number " #x " parameter")
+
 static inline void check_not_infinite(double x, const char *str)
 {
 	if (isfinite(x))
@@ -55,12 +86,16 @@ static inline void check_not_infinite(double x, const char *str)
 	rb_raise(rb_eArgError, "%s", str);
 }
 
-static inline void check_not_nan(double x, const char *str)
+#define CHECK_NOT_INFINITE(x) check_not_infinite((x),"infinite " #x " paramter")
+
+static inline void check_positive(double x, const char *str)
 {
-	if (isnan(x))
-		rb_raise(rb_eArgError, "%s", str);
+	if (x > 0.0)
+		return;
+	rb_raise(rb_eArgError, "%s", str);
 }
 
+#define CHECK_POSITIVE(x) check_positive((x), "non-positive " #x " parameter")
 
 static inline long get_times(VALUE times)
 {
@@ -96,8 +131,8 @@ bernoulli_rv_t *bernoulli_rv_create(double p)
 {
 	bernoulli_rv_t *rv;
 
-	check_not_nan(p, "not a number (NaN) p parameter");
-	check_not_infinite(p, "infinite p parameter");
+	CHECK_NOT_NAN(p);
+	CHECK_NOT_INFINITE(p);
 
 	/* Check p parameter */	
 	if (p <= 0.0 || p >= 1.0) {
@@ -173,7 +208,7 @@ static inline poisson_rv_t *poisson_rv_create(double lambda)
 		return NULL;
 	}
 
-	/* Chech lambda parameter limits */
+	/* Check lambda parameter limits */
 	if (lambda > POISSON_LAMBDA_MAX) {
 		rb_raise(rb_eArgError, "too high lambda parameter");
 		return NULL;
@@ -243,10 +278,17 @@ static inline normal_rv_t *normal_rv_create(double mu, double sigma)
 {
 	normal_rv_t *rv;
 
+	check_not_nan(mu, "not a number (NaN) mu parameter");
+	check_not_infinite(mu, "infinite mu parameter");
+
+	check_not_nan(sigma, "not a number (NaN) sigma parameter");
+	check_not_infinite(sigma, "infinite sigma parameter");
+
 	if (sigma <= 0.0) {
 		rb_raise(rb_eArgError, "non-positive sigma parameter");
 		return NULL;
 	}
+
 	
 	rv = ALLOC(normal_rv_t);
 	rv->mu = mu;
@@ -314,6 +356,9 @@ static inline exponential_rv_t *exponential_rv_create(double lambda)
 {
 	exponential_rv_t *rv;
 
+	check_not_nan(lambda, "not a number (NaN) lambda parameter");
+	check_not_infinite(lambda, "infinite lambda parameter");
+
 	if (lambda <= 0) {
 		rb_raise(rb_eArgError, "non-positive parameter value");
 		return NULL;
@@ -331,7 +376,8 @@ VALUE ExponentialRV_new(VALUE self, VALUE lambda)
 	VALUE ExponentialRV_obj;
 
 	rv = exponential_rv_create(NUM2DBL(lambda));
-	ExponentialRV_obj = Data_Wrap_Struct(rb_cExponentialRV, NULL, xfree, rv);
+	ExponentialRV_obj = 
+			Data_Wrap_Struct(rb_cExponentialRV, NULL, xfree, rv);
 	return ExponentialRV_obj;	
 }
 
@@ -344,7 +390,7 @@ static inline exponential_rv_t *_ExponentialRV(VALUE ExponentialRV_obj)
 
 VALUE ExponentialRV_lambda(VALUE self)
 {
-	return 1.0 / _ExponentialRV(self)->mean;
+	return DBL2NUM(1.0 / _ExponentialRV(self)->mean);
 }
 
 static inline VALUE _ExponentialRV_outcome(exponential_rv_t *rv)
@@ -365,6 +411,71 @@ VALUE ExponentialRV_outcomes(VALUE self, VALUE times)
 	return _RV_outcomes(rv, CAST(_ExponentialRV_outcome), times);
 }
 
+/******************************************************************************/
+/* Rayleigh Random Variable */
+/******************************************************************************/
+typedef struct {
+	double sigma;
+} rayleigh_rv_t;
+
+static inline rayleigh_rv_t *rayleigh_rv_create(double sigma)
+{
+	rayleigh_rv_t *rv;
+
+	check_not_nan(sigma, "not a number (NaN) sigma parameter");
+	check_not_infinite(sigma, "infinite sigma parameter");
+
+	if (sigma <= 0) {
+		rb_raise(rb_eArgError, "non-positive parameter value");
+		return NULL;
+	}
+
+	rv = ALLOC(rayleigh_rv_t);
+	
+	rv->sigma = sigma;
+	return rv;
+}
+
+VALUE RayleighRV_new(VALUE self, VALUE sigma)
+{
+	rayleigh_rv_t *rv;
+	VALUE RayleighRV_obj;
+
+	rv = rayleigh_rv_create(NUM2DBL(sigma));
+	RayleighRV_obj = 
+			Data_Wrap_Struct(rb_cRayleighRV, NULL, xfree, rv);
+	return RayleighRV_obj;	
+}
+
+static inline rayleigh_rv_t *_RayleighRV(VALUE RayleighRV_obj)
+{
+	rayleigh_rv_t *rv;
+	Data_Get_Struct(RayleighRV_obj, rayleigh_rv_t, rv);
+	return rv;
+}
+
+VALUE RayleighRV_sigma(VALUE self)
+{
+	return DBL2NUM(_RayleighRV(self)->sigma);
+}
+
+static inline VALUE _RayleighRV_outcome(rayleigh_rv_t *rv)
+{
+	return rb_float_new(genray(rv->sigma));
+}
+
+VALUE RayleighRV_outcome(VALUE self)
+{
+	return _RayleighRV_outcome(_RayleighRV(self));
+}
+
+VALUE RayleighRV_outcomes(VALUE self, VALUE times)
+{
+	rayleigh_rv_t *rv;
+	
+	rv = _RayleighRV(self);
+	return _RV_outcomes(rv, CAST(_RayleighRV_outcome), times);
+}
 
 /******************************************************************************/
 /* Extension Initialization */
@@ -409,6 +520,18 @@ void Init_random_variable(void)
 						ExponentialRV_outcome, 0);
 	rb_define_method(rb_cExponentialRV, "outcomes", 
 						ExponentialRV_outcomes, 1);
-		
+
+	/* Rayleigh */
+	rb_cRayleighRV = rb_define_class("Rayleigh", rb_cRandomVariable);
+	rb_define_singleton_method(rb_cRayleighRV, "new",
+						RayleighRV_new, 1);
+	rb_define_method(rb_cRayleighRV, "sigma", RayleighRV_sigma, 0);
+	rb_define_method(rb_cRayleighRV, "outcome", 
+						RayleighRV_outcome, 0);
+	rb_define_method(rb_cRayleighRV, "outcomes", 
+						RayleighRV_outcomes, 1);
+	
 	return;
 }
+
+

data/lib/ext/xrandlib.c

@@ -13,10 +13,34 @@
 //                                                                            //
 ////////////////////////////////////////////////////////////////////////////////
 
+/*******************************************************************************
+    random_variable gem for the creation or random variables in Ruby
+    Copyright (C) 2012 Jorge Fco. Madronal Rinaldi
+
+    This program is free software: you can redistribute it and/or modify
+    it under the terms of the GNU General Public License as published by
+    the Free Software Foundation, either version 3 of the License, or
+    (at your option) any later version.
+
+    This program is distributed in the hope that it will be useful,
+    but WITHOUT ANY WARRANTY; without even the implied warranty of
+    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+    GNU General Public License for more details.
+
+    You should have received a copy of the GNU General Public License
+    along with this program.  If not, see <http://www.gnu.org/licenses/>.
+*******************************************************************************/
+
+#ifdef HAVE_MATH_H
+#include <math.h>
+#else
+#error "No math.h header found"
+#endif /* HAVE_MATH_H */
 
 #include "xrandlib.h"
 #include "randlib.h"
 
+/* Bernoulli */
 int genbern(double p)
 {
 	if (ranf() > p)
@@ -24,5 +48,10 @@ int genbern(double p)
 	return 1;
 }
 
+/* Rayleigh */
+double genray(double sigma)
+{
+	return sqrt( -2 * sigma * sigma * log(1.0 - ranf()) );
+}
 
 

data/lib/ext/xrandlib.h

@@ -18,5 +18,6 @@
 #define _XRANDLIB_H_
 
 extern int genbern(double p);
+extern double genray(double sigma);
 
 #endif /* _XRANDLIB_H_ */

data/lib/random_variable.rb

@@ -13,6 +13,23 @@
 #                                                                              #
 ################################################################################
 
+=begin 
+    random_variable gem for the creation or random variables in Ruby
+    Copyright (C) 2012 Jorge Fco. Madronal Rinaldi
+
+    This program is free software: you can redistribute it and/or modify
+    it under the terms of the GNU General Public License as published by
+    the Free Software Foundation, either version 3 of the License, or
+    (at your option) any later version.
+
+    This program is distributed in the hope that it will be useful,
+    but WITHOUT ANY WARRANTY; without even the implied warranty of
+    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+    GNU General Public License for more details.
+
+    You should have received a copy of the GNU General Public License
+    along with this program.  If not, see <http://www.gnu.org/licenses/>.
+=end
 
 require_relative 'ext/random_variable'
 
@@ -74,3 +91,5 @@ module Math
 	end
 
 end
+
+

data/lib/test/test_poisson_rv.rb

@@ -1,3 +1,18 @@
+################################################################################
+#                                                                              #
+# File:     test_poisson_rv.rb                                                 #
+#                                                                              #
+################################################################################
+#                                                                              #
+# Author:   Jorge F.M. Rinaldi                                                 #
+# Contact:  jorge.madronal.rinaldi@gmail.com                                   #
+#                                                                              #
+################################################################################
+#                                                                              #
+# Date:     2012/10/27                                                         #
+#                                                                              #
+################################################################################
+
 class TestPoissonRV < Test::Unit::TestCase
 	def test_no_parameter
 		assert_raise(ArgumentError) { PoissonRV.new }

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: random_variable
 version: !ruby/object:Gem::Version
-  version: 0.0.1.pre
+  version: 0.0.2.pre
   prerelease: 6
 platform: ruby
 authors:
@@ -20,6 +20,8 @@ extra_rdoc_files: []
 files:
 - lib/random_variable.rb
 - lib/ext/extconf.rb
+- LICENSE
+- COPYING
 - lib/test.rb
 - lib/ext/random_variable.c
 - lib/ext/randlib.c