random_variable 0.0.2.pre → 0.1.0
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- data/lib/ext/random_variable.c +544 -16
- data/lib/ext/xrandlib.c +43 -0
- data/lib/random_variable.rb +15 -1
- data/lib/test.rb +1 -0
- metadata +29 -7
data/lib/ext/random_variable.c
CHANGED
@@ -59,13 +59,18 @@
|
|
59
59
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/******************************************************************************/
|
60
60
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/* class objects */
|
61
61
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/******************************************************************************/
|
62
|
-
static VALUE
|
62
|
+
static VALUE rb_mRandomVariable;
|
63
|
+
static VALUE rb_cGenericRV;
|
63
64
|
static VALUE rb_cBernoulliRV;
|
65
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+
static VALUE rb_cBinomialRV;
|
64
66
|
static VALUE rb_cPoissonRV;
|
65
67
|
static VALUE rb_cNormalRV;
|
66
68
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static VALUE rb_cExponentialRV;
|
67
69
|
static VALUE rb_cRayleighRV;
|
68
|
-
|
70
|
+
static VALUE rb_cContinuousUniformRV;
|
71
|
+
static VALUE rb_cDiscreteUniformRV;
|
72
|
+
static VALUE rb_cBetaRV;
|
73
|
+
static VALUE rb_cFRV;
|
69
74
|
/******************************************************************************/
|
70
75
|
/* Common Functions */
|
71
76
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/******************************************************************************/
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@@ -77,7 +82,8 @@ static inline void check_not_nan(double x, const char *str)
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77
82
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rb_raise(rb_eArgError, "%s", str);
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78
83
|
}
|
79
84
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|
80
|
-
#define CHECK_NOT_NAN(x) check_not_nan((x),
|
85
|
+
#define CHECK_NOT_NAN(x) check_not_nan((x), \
|
86
|
+
"not a number (NaN) " #x " parameter")
|
81
87
|
|
82
88
|
static inline void check_not_infinite(double x, const char *str)
|
83
89
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{
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@@ -88,14 +94,81 @@ static inline void check_not_infinite(double x, const char *str)
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|
88
94
|
|
89
95
|
#define CHECK_NOT_INFINITE(x) check_not_infinite((x),"infinite " #x " paramter")
|
90
96
|
|
91
|
-
|
97
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+
|
98
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+
static inline void dbl_check_positive(double x, const char *str)
|
92
99
|
{
|
93
100
|
if (x > 0.0)
|
94
101
|
return;
|
95
102
|
rb_raise(rb_eArgError, "%s", str);
|
96
103
|
}
|
97
104
|
|
98
|
-
#define
|
105
|
+
#define DBL_CHECK_POSITIVE(x) dbl_check_positive((x), \
|
106
|
+
"non-positive " #x " parameter")
|
107
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+
|
108
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+
|
109
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+
static inline void long_check_positive(long x, const char *str)
|
110
|
+
{
|
111
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+
if (x > 0)
|
112
|
+
return;
|
113
|
+
rb_raise(rb_eArgError, "%s", str);
|
114
|
+
}
|
115
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+
|
116
|
+
#define LONG_CHECK_POSITIVE(x) long_check_positive((x), \
|
117
|
+
"non-positive " #x " parameter")
|
118
|
+
|
119
|
+
static inline void dbl_check_non_neg(double x, const char *str)
|
120
|
+
{
|
121
|
+
if (x >= 0.0)
|
122
|
+
return;
|
123
|
+
rb_raise(rb_eArgError, "%s", str);
|
124
|
+
}
|
125
|
+
|
126
|
+
#define DBL_CHECK_NON_NEG(x) long_check_positive((x), \
|
127
|
+
"negative " #x " parameter")
|
128
|
+
|
129
|
+
static inline void long_check_non_neg(long x, const char *str)
|
130
|
+
{
|
131
|
+
if (x >= 0)
|
132
|
+
return;
|
133
|
+
rb_raise(rb_eArgError, "%s", str);
|
134
|
+
}
|
135
|
+
|
136
|
+
#define LONG_CHECK_NON_NEG(x) long_check_non_neg((x), \
|
137
|
+
"negative " #x " parameter")
|
138
|
+
|
139
|
+
static inline int
|
140
|
+
dbl_check_cinterval(double x, double min, double max,
|
141
|
+
const char *lower, const char *greater)
|
142
|
+
{
|
143
|
+
if (x < min)
|
144
|
+
rb_raise(rb_eArgError, "%s", lower);
|
145
|
+
else if (x > max)
|
146
|
+
rb_raise(rb_eArgError, "%s", greater);
|
147
|
+
return;
|
148
|
+
}
|
149
|
+
|
150
|
+
#define DBL_CHECK_CINTERVAL(x,min,max) \
|
151
|
+
(dbl_check_cinterval((x), (min), (max), \
|
152
|
+
#x " parameter out of bounds (" #x " < " #min ")", \
|
153
|
+
#x " parameter out of bounds (" #x " > " #max ")"))
|
154
|
+
|
155
|
+
#define CHECK_PROBABILITY(x) DBL_CHECK_CINTERVAL(x,0.0,1.0)
|
156
|
+
|
157
|
+
static inline int
|
158
|
+
dbl_check_ointerval(double x, double min, double max,
|
159
|
+
const char *lower, const char *greater)
|
160
|
+
{
|
161
|
+
if (x <= min)
|
162
|
+
rb_raise(rb_eArgError, "%s", lower);
|
163
|
+
else if (x >= max)
|
164
|
+
rb_raise(rb_eArgError, "%s", greater);
|
165
|
+
return;
|
166
|
+
}
|
167
|
+
|
168
|
+
#define DBL_CHECK_OINTERVAL(x,min,max) \
|
169
|
+
(dbl_check_ointerval((x), (min), (max), \
|
170
|
+
#x " parameter out of bounds (" #x " <= " #min ")", \
|
171
|
+
#x " parameter out of bounds (" #x " >= " #max ")"))
|
99
172
|
|
100
173
|
static inline long get_times(VALUE times)
|
101
174
|
{
|
@@ -186,6 +259,78 @@ VALUE BernoulliRV_outcomes(VALUE self, VALUE times)
|
|
186
259
|
return _RV_outcomes(rv, CAST(_BernoulliRV_outcome), times);
|
187
260
|
}
|
188
261
|
|
262
|
+
/******************************************************************************/
|
263
|
+
/* Binomial Random Variable */
|
264
|
+
/******************************************************************************/
|
265
|
+
typedef struct {
|
266
|
+
long n;
|
267
|
+
double p;
|
268
|
+
} binomial_rv_t;
|
269
|
+
|
270
|
+
binomial_rv_t *binomial_rv_create(long n, double p)
|
271
|
+
{
|
272
|
+
binomial_rv_t *rv;
|
273
|
+
|
274
|
+
LONG_CHECK_NON_NEG(n);
|
275
|
+
|
276
|
+
|
277
|
+
CHECK_NOT_NAN(p);
|
278
|
+
CHECK_NOT_INFINITE(p);
|
279
|
+
CHECK_PROBABILITY(p);
|
280
|
+
|
281
|
+
/* n & p parameters correct */
|
282
|
+
rv = ALLOC(binomial_rv_t);
|
283
|
+
rv->n = n;
|
284
|
+
rv->p = p;
|
285
|
+
return rv;
|
286
|
+
}
|
287
|
+
|
288
|
+
VALUE BinomialRV_new(VALUE self, VALUE n, VALUE p)
|
289
|
+
{
|
290
|
+
binomial_rv_t *rv;
|
291
|
+
VALUE rb_obj;
|
292
|
+
|
293
|
+
Check_Type(n, T_FIXNUM);
|
294
|
+
rv = binomial_rv_create(NUM2LONG(n), NUM2DBL(p));
|
295
|
+
rb_obj = Data_Wrap_Struct(rb_cBinomialRV, NULL, xfree, rv);
|
296
|
+
return rb_obj;
|
297
|
+
}
|
298
|
+
|
299
|
+
static inline binomial_rv_t *_BinomialRV(VALUE BinomialRV_obj)
|
300
|
+
{
|
301
|
+
binomial_rv_t *rv;
|
302
|
+
Data_Get_Struct(BinomialRV_obj, binomial_rv_t, rv);
|
303
|
+
return rv;
|
304
|
+
}
|
305
|
+
|
306
|
+
VALUE BinomialRV_n(VALUE self)
|
307
|
+
{
|
308
|
+
return LONG2NUM(_BinomialRV(self)->n);
|
309
|
+
}
|
310
|
+
|
311
|
+
VALUE BinomialRV_p(VALUE self)
|
312
|
+
{
|
313
|
+
return rb_float_new(_BinomialRV(self)->p);
|
314
|
+
}
|
315
|
+
|
316
|
+
static inline VALUE _BinomialRV_outcome(binomial_rv_t *rv)
|
317
|
+
{
|
318
|
+
return INT2FIX(ignbin(rv->n, rv->p));
|
319
|
+
}
|
320
|
+
|
321
|
+
VALUE BinomialRV_outcome(VALUE self)
|
322
|
+
{
|
323
|
+
return _BinomialRV_outcome(_BinomialRV(self));
|
324
|
+
}
|
325
|
+
|
326
|
+
VALUE BinomialRV_outcomes(VALUE self, VALUE times)
|
327
|
+
{
|
328
|
+
binomial_rv_t *rv;
|
329
|
+
|
330
|
+
rv = _BinomialRV(self);
|
331
|
+
return _RV_outcomes(rv, CAST(_BinomialRV_outcome), times);
|
332
|
+
}
|
333
|
+
|
189
334
|
/******************************************************************************/
|
190
335
|
/* Poisson Random Variable */
|
191
336
|
/******************************************************************************/
|
@@ -193,6 +338,7 @@ typedef struct {
|
|
193
338
|
double lambda;
|
194
339
|
} poisson_rv_t;
|
195
340
|
|
341
|
+
/* avoid overflow */
|
196
342
|
#define POISSON_LAMBDA_MAX (LONG_MAX - (long)(0.00001*LONG_MAX))
|
197
343
|
|
198
344
|
static inline poisson_rv_t *poisson_rv_create(double lambda)
|
@@ -477,23 +623,350 @@ VALUE RayleighRV_outcomes(VALUE self, VALUE times)
|
|
477
623
|
return _RV_outcomes(rv, CAST(_RayleighRV_outcome), times);
|
478
624
|
}
|
479
625
|
|
626
|
+
/******************************************************************************/
|
627
|
+
/* Continuous Uniform Random Variable */
|
628
|
+
/******************************************************************************/
|
629
|
+
typedef struct {
|
630
|
+
double a;
|
631
|
+
double b;
|
632
|
+
} continuous_uniform_rv_t;
|
633
|
+
|
634
|
+
static inline
|
635
|
+
continuous_uniform_rv_t *continuous_uniform_rv_create(double a, double b)
|
636
|
+
{
|
637
|
+
continuous_uniform_rv_t *rv;
|
638
|
+
|
639
|
+
check_not_nan(a, "not a number (NaN) a parameter");
|
640
|
+
check_not_infinite(a, "infinite a parameter");
|
641
|
+
|
642
|
+
check_not_nan(b, "not a number (NaN) b parameter");
|
643
|
+
check_not_infinite(b, "infinite b parameter");
|
644
|
+
|
645
|
+
if (a >= b) {
|
646
|
+
rb_raise(rb_eArgError, "a < b");
|
647
|
+
return NULL;
|
648
|
+
}
|
649
|
+
|
650
|
+
rv = ALLOC(continuous_uniform_rv_t);
|
651
|
+
|
652
|
+
rv->a = a;
|
653
|
+
rv->b = b;
|
654
|
+
return rv;
|
655
|
+
}
|
656
|
+
|
657
|
+
VALUE ContinuousUniformRV_new(VALUE self, VALUE a, VALUE b)
|
658
|
+
{
|
659
|
+
continuous_uniform_rv_t *rv;
|
660
|
+
VALUE ContinuousUniformRV_obj;
|
661
|
+
|
662
|
+
rv = continuous_uniform_rv_create(NUM2DBL(a), NUM2DBL(b));
|
663
|
+
ContinuousUniformRV_obj =
|
664
|
+
Data_Wrap_Struct(rb_cContinuousUniformRV, NULL, xfree, rv);
|
665
|
+
return ContinuousUniformRV_obj;
|
666
|
+
}
|
667
|
+
|
668
|
+
static inline
|
669
|
+
continuous_uniform_rv_t *_ContinuousUniformRV(VALUE ContinuousUniformRV_obj)
|
670
|
+
{
|
671
|
+
continuous_uniform_rv_t *rv;
|
672
|
+
Data_Get_Struct(ContinuousUniformRV_obj, continuous_uniform_rv_t, rv);
|
673
|
+
return rv;
|
674
|
+
}
|
675
|
+
|
676
|
+
VALUE ContinuousUniformRV_a(VALUE self)
|
677
|
+
{
|
678
|
+
return DBL2NUM(_ContinuousUniformRV(self)->a);
|
679
|
+
}
|
680
|
+
|
681
|
+
VALUE ContinuousUniformRV_b(VALUE self)
|
682
|
+
{
|
683
|
+
return DBL2NUM(_ContinuousUniformRV(self)->b);
|
684
|
+
}
|
685
|
+
|
686
|
+
static inline VALUE _ContinuousUniformRV_outcome(continuous_uniform_rv_t *rv)
|
687
|
+
{
|
688
|
+
return rb_float_new(genunf(rv->a, rv->b));
|
689
|
+
}
|
690
|
+
|
691
|
+
VALUE ContinuousUniformRV_outcome(VALUE self)
|
692
|
+
{
|
693
|
+
return _ContinuousUniformRV_outcome(_ContinuousUniformRV(self));
|
694
|
+
}
|
695
|
+
|
696
|
+
VALUE ContinuousUniformRV_outcomes(VALUE self, VALUE times)
|
697
|
+
{
|
698
|
+
continuous_uniform_rv_t *rv;
|
699
|
+
|
700
|
+
rv = _ContinuousUniformRV(self);
|
701
|
+
return _RV_outcomes(rv, CAST(_ContinuousUniformRV_outcome), times);
|
702
|
+
}
|
703
|
+
|
704
|
+
/******************************************************************************/
|
705
|
+
/* Discrete Uniform Random Variable */
|
706
|
+
/******************************************************************************/
|
707
|
+
typedef struct {
|
708
|
+
long a;
|
709
|
+
long b;
|
710
|
+
} discrete_uniform_rv_t;
|
711
|
+
|
712
|
+
static inline
|
713
|
+
discrete_uniform_rv_t *discrete_uniform_rv_create(long a, long b)
|
714
|
+
{
|
715
|
+
discrete_uniform_rv_t *rv;
|
716
|
+
|
717
|
+
if (a >= b) {
|
718
|
+
rb_raise(rb_eArgError, "not a < b");
|
719
|
+
return NULL;
|
720
|
+
}
|
721
|
+
|
722
|
+
rv = ALLOC(discrete_uniform_rv_t);
|
723
|
+
|
724
|
+
rv->a = a;
|
725
|
+
rv->b = b;
|
726
|
+
return rv;
|
727
|
+
}
|
728
|
+
|
729
|
+
VALUE DiscreteUniformRV_new(VALUE self, VALUE a, VALUE b)
|
730
|
+
{
|
731
|
+
discrete_uniform_rv_t *rv;
|
732
|
+
VALUE DiscreteUniformRV_obj;
|
733
|
+
|
734
|
+
/* Check both parameters are integers only */
|
735
|
+
VALUE a_is_integer, b_is_integer;
|
736
|
+
a_is_integer = rb_obj_is_kind_of(a, rb_cInteger);
|
737
|
+
b_is_integer = rb_obj_is_kind_of(b, rb_cInteger);
|
738
|
+
|
739
|
+
if (!a_is_integer && b_is_integer)
|
740
|
+
rb_raise(rb_eArgError, "not integer a parameter");
|
741
|
+
else if (a_is_integer && !b_is_integer)
|
742
|
+
rb_raise(rb_eArgError, "not integer b parameter");
|
743
|
+
else if (!a_is_integer && !b_is_integer)
|
744
|
+
rb_raise(rb_eArgError, "not integer a and b parameters");
|
745
|
+
|
746
|
+
|
747
|
+
rv = discrete_uniform_rv_create(NUM2LONG(a), NUM2LONG(b));
|
748
|
+
DiscreteUniformRV_obj =
|
749
|
+
Data_Wrap_Struct(rb_cDiscreteUniformRV, NULL, xfree, rv);
|
750
|
+
return DiscreteUniformRV_obj;
|
751
|
+
}
|
752
|
+
|
753
|
+
static inline
|
754
|
+
discrete_uniform_rv_t *_DiscreteUniformRV(VALUE DiscreteUniformRV_obj)
|
755
|
+
{
|
756
|
+
discrete_uniform_rv_t *rv;
|
757
|
+
Data_Get_Struct(DiscreteUniformRV_obj, discrete_uniform_rv_t, rv);
|
758
|
+
return rv;
|
759
|
+
}
|
760
|
+
|
761
|
+
VALUE DiscreteUniformRV_a(VALUE self)
|
762
|
+
{
|
763
|
+
return LONG2NUM(_DiscreteUniformRV(self)->a);
|
764
|
+
}
|
765
|
+
|
766
|
+
VALUE DiscreteUniformRV_b(VALUE self)
|
767
|
+
{
|
768
|
+
return LONG2NUM(_DiscreteUniformRV(self)->b);
|
769
|
+
}
|
770
|
+
|
771
|
+
static inline VALUE _DiscreteUniformRV_outcome(discrete_uniform_rv_t *rv)
|
772
|
+
{
|
773
|
+
return rb_float_new(genunf(rv->a, rv->b));
|
774
|
+
}
|
775
|
+
|
776
|
+
VALUE DiscreteUniformRV_outcome(VALUE self)
|
777
|
+
{
|
778
|
+
return _DiscreteUniformRV_outcome(_DiscreteUniformRV(self));
|
779
|
+
}
|
780
|
+
|
781
|
+
VALUE DiscreteUniformRV_outcomes(VALUE self, VALUE times)
|
782
|
+
{
|
783
|
+
discrete_uniform_rv_t *rv;
|
784
|
+
|
785
|
+
rv = _DiscreteUniformRV(self);
|
786
|
+
return _RV_outcomes(rv, CAST(_DiscreteUniformRV_outcome), times);
|
787
|
+
}
|
788
|
+
|
789
|
+
/******************************************************************************/
|
790
|
+
/* Beta Random Variable */
|
791
|
+
/******************************************************************************/
|
792
|
+
typedef struct {
|
793
|
+
double alpha;
|
794
|
+
double beta;
|
795
|
+
} beta_rv_t;
|
796
|
+
|
797
|
+
static inline
|
798
|
+
beta_rv_t *beta_rv_create(double alpha, double beta)
|
799
|
+
{
|
800
|
+
beta_rv_t *rv;
|
801
|
+
|
802
|
+
CHECK_NOT_NAN(alpha);
|
803
|
+
CHECK_NOT_INFINITE(alpha);
|
804
|
+
|
805
|
+
CHECK_NOT_NAN(beta);
|
806
|
+
CHECK_NOT_INFINITE(beta);
|
807
|
+
|
808
|
+
DBL_CHECK_POSITIVE(alpha);
|
809
|
+
DBL_CHECK_POSITIVE(beta);
|
810
|
+
|
811
|
+
rv = ALLOC(beta_rv_t);
|
812
|
+
|
813
|
+
rv->alpha = alpha;
|
814
|
+
rv->beta = beta;
|
815
|
+
return rv;
|
816
|
+
}
|
817
|
+
|
818
|
+
VALUE BetaRV_new(VALUE self, VALUE alpha, VALUE beta)
|
819
|
+
{
|
820
|
+
beta_rv_t *rv;
|
821
|
+
VALUE BetaRV_obj;
|
822
|
+
|
823
|
+
rv = beta_rv_create(NUM2DBL(alpha), NUM2DBL(beta));
|
824
|
+
BetaRV_obj =
|
825
|
+
Data_Wrap_Struct(rb_cBetaRV, NULL, xfree, rv);
|
826
|
+
return BetaRV_obj;
|
827
|
+
}
|
828
|
+
|
829
|
+
static inline
|
830
|
+
beta_rv_t *_BetaRV(VALUE BetaRV_obj)
|
831
|
+
{
|
832
|
+
beta_rv_t *rv;
|
833
|
+
Data_Get_Struct(BetaRV_obj, beta_rv_t, rv);
|
834
|
+
return rv;
|
835
|
+
}
|
836
|
+
|
837
|
+
VALUE BetaRV_alpha(VALUE self)
|
838
|
+
{
|
839
|
+
return DBL2NUM(_BetaRV(self)->alpha);
|
840
|
+
}
|
841
|
+
|
842
|
+
VALUE BetaRV_beta(VALUE self)
|
843
|
+
{
|
844
|
+
return DBL2NUM(_BetaRV(self)->beta);
|
845
|
+
}
|
846
|
+
|
847
|
+
static inline VALUE _BetaRV_outcome(beta_rv_t *rv)
|
848
|
+
{
|
849
|
+
return rb_float_new(genbet(rv->alpha, rv->beta));
|
850
|
+
}
|
851
|
+
|
852
|
+
VALUE BetaRV_outcome(VALUE self)
|
853
|
+
{
|
854
|
+
return _BetaRV_outcome(_BetaRV(self));
|
855
|
+
}
|
856
|
+
|
857
|
+
VALUE BetaRV_outcomes(VALUE self, VALUE times)
|
858
|
+
{
|
859
|
+
beta_rv_t *rv;
|
860
|
+
|
861
|
+
rv = _BetaRV(self);
|
862
|
+
return _RV_outcomes(rv, CAST(_BetaRV_outcome), times);
|
863
|
+
}
|
864
|
+
|
865
|
+
/******************************************************************************/
|
866
|
+
/* F Random Variable */
|
867
|
+
/******************************************************************************/
|
868
|
+
typedef struct {
|
869
|
+
double d1;
|
870
|
+
double d2;
|
871
|
+
} f_rv_t;
|
872
|
+
|
873
|
+
static inline
|
874
|
+
f_rv_t *f_rv_create(double d1, double d2)
|
875
|
+
{
|
876
|
+
f_rv_t *rv;
|
877
|
+
|
878
|
+
CHECK_NOT_NAN(d1);
|
879
|
+
CHECK_NOT_INFINITE(d1);
|
880
|
+
|
881
|
+
CHECK_NOT_NAN(d2);
|
882
|
+
CHECK_NOT_INFINITE(d2);
|
883
|
+
|
884
|
+
DBL_CHECK_POSITIVE(d1);
|
885
|
+
DBL_CHECK_POSITIVE(d2);
|
886
|
+
|
887
|
+
rv = ALLOC(f_rv_t);
|
888
|
+
|
889
|
+
rv->d1 = d1;
|
890
|
+
rv->d2 = d2;
|
891
|
+
return rv;
|
892
|
+
}
|
893
|
+
|
894
|
+
VALUE FRV_new(VALUE self, VALUE d1, VALUE d2)
|
895
|
+
{
|
896
|
+
f_rv_t *rv;
|
897
|
+
VALUE FRV_obj;
|
898
|
+
|
899
|
+
rv = f_rv_create(NUM2DBL(d1), NUM2DBL(d2));
|
900
|
+
FRV_obj =
|
901
|
+
Data_Wrap_Struct(rb_cFRV, NULL, xfree, rv);
|
902
|
+
return FRV_obj;
|
903
|
+
}
|
904
|
+
|
905
|
+
static inline
|
906
|
+
f_rv_t *_FRV(VALUE FRV_obj)
|
907
|
+
{
|
908
|
+
f_rv_t *rv;
|
909
|
+
Data_Get_Struct(FRV_obj, f_rv_t, rv);
|
910
|
+
return rv;
|
911
|
+
}
|
912
|
+
|
913
|
+
VALUE FRV_d1(VALUE self)
|
914
|
+
{
|
915
|
+
return DBL2NUM(_FRV(self)->d1);
|
916
|
+
}
|
917
|
+
|
918
|
+
VALUE FRV_d2(VALUE self)
|
919
|
+
{
|
920
|
+
return DBL2NUM(_FRV(self)->d2);
|
921
|
+
}
|
922
|
+
|
923
|
+
static inline VALUE _FRV_outcome(f_rv_t *rv)
|
924
|
+
{
|
925
|
+
return rb_float_new(genf(rv->d1, rv->d2));
|
926
|
+
}
|
927
|
+
|
928
|
+
VALUE FRV_outcome(VALUE self)
|
929
|
+
{
|
930
|
+
return _FRV_outcome(_FRV(self));
|
931
|
+
}
|
932
|
+
|
933
|
+
VALUE FRV_outcomes(VALUE self, VALUE times)
|
934
|
+
{
|
935
|
+
f_rv_t *rv;
|
936
|
+
|
937
|
+
rv = _FRV(self);
|
938
|
+
return _RV_outcomes(rv, CAST(_FRV_outcome), times);
|
939
|
+
}
|
940
|
+
|
480
941
|
/******************************************************************************/
|
481
942
|
/* Extension Initialization */
|
482
943
|
/******************************************************************************/
|
483
944
|
void Init_random_variable(void)
|
484
945
|
{
|
485
946
|
/* RandomVariable */
|
486
|
-
|
947
|
+
rb_mRandomVariable = rb_define_module("RandomVariable");
|
487
948
|
|
488
|
-
/*
|
489
|
-
|
949
|
+
/* Generic */
|
950
|
+
rb_cGenericRV = rb_define_class_under(rb_mRandomVariable, "Generic",
|
951
|
+
rb_cObject);
|
952
|
+
|
953
|
+
/* Bernoulli */
|
954
|
+
rb_cBernoulliRV = rb_define_class_under(rb_mRandomVariable,"Bernoulli", rb_cGenericRV);
|
490
955
|
rb_define_singleton_method(rb_cBernoulliRV, "new", BernoulliRV_new, 1);
|
491
956
|
rb_define_method(rb_cBernoulliRV, "p", BernoulliRV_p, 0);
|
492
957
|
rb_define_method(rb_cBernoulliRV, "outcome", BernoulliRV_outcome, 0);
|
493
958
|
rb_define_method(rb_cBernoulliRV, "outcomes", BernoulliRV_outcomes, 1);
|
494
959
|
|
495
|
-
/*
|
496
|
-
|
960
|
+
/* Binomial */
|
961
|
+
rb_cBinomialRV = rb_define_class_under(rb_mRandomVariable,"Binomial", rb_cGenericRV);
|
962
|
+
rb_define_singleton_method(rb_cBinomialRV, "new", BinomialRV_new, 2);
|
963
|
+
rb_define_method(rb_cBinomialRV, "n", BinomialRV_n, 0);
|
964
|
+
rb_define_method(rb_cBinomialRV, "p", BinomialRV_p, 0);
|
965
|
+
rb_define_method(rb_cBinomialRV, "outcome", BinomialRV_outcome, 0);
|
966
|
+
rb_define_method(rb_cBinomialRV, "outcomes", BinomialRV_outcomes, 1);
|
967
|
+
|
968
|
+
/* Poisson */
|
969
|
+
rb_cPoissonRV = rb_define_class_under(rb_mRandomVariable,"Poisson", rb_cGenericRV);
|
497
970
|
rb_define_singleton_method(rb_cPoissonRV, "new", PoissonRV_new, 1);
|
498
971
|
rb_define_singleton_method(rb_cPoissonRV,
|
499
972
|
"lambda_max", PoissonRV_max_lambda, 0);
|
@@ -503,15 +976,14 @@ void Init_random_variable(void)
|
|
503
976
|
rb_define_method(rb_cPoissonRV, "outcome", PoissonRV_outcome, 0);
|
504
977
|
rb_define_method(rb_cPoissonRV, "outcomes", PoissonRV_outcomes, 1);
|
505
978
|
|
506
|
-
/*
|
507
|
-
rb_cNormalRV =
|
979
|
+
/* Normal */
|
980
|
+
rb_cNormalRV = rb_define_class_under(rb_mRandomVariable,"Normal", rb_cGenericRV);
|
508
981
|
rb_define_singleton_method(rb_cNormalRV, "new", NormalRV_new, 2);
|
509
982
|
rb_define_method(rb_cNormalRV, "outcome", NormalRV_outcome, 0);
|
510
983
|
rb_define_method(rb_cNormalRV, "outcomes", NormalRV_outcomes, 1);
|
511
984
|
|
512
|
-
/*
|
513
|
-
rb_cExponentialRV =
|
514
|
-
rb_cRandomVariable);
|
985
|
+
/* Exponential */
|
986
|
+
rb_cExponentialRV = rb_define_class_under(rb_mRandomVariable,"Exponential", rb_cGenericRV);
|
515
987
|
rb_define_singleton_method(rb_cExponentialRV, "new",
|
516
988
|
ExponentialRV_new, 1);
|
517
989
|
rb_define_method(rb_cExponentialRV, "lambda", ExponentialRV_lambda, 0);
|
@@ -522,7 +994,7 @@ void Init_random_variable(void)
|
|
522
994
|
ExponentialRV_outcomes, 1);
|
523
995
|
|
524
996
|
/* Rayleigh */
|
525
|
-
rb_cRayleighRV =
|
997
|
+
rb_cRayleighRV = rb_define_class_under(rb_mRandomVariable,"Rayleigh", rb_cGenericRV);
|
526
998
|
rb_define_singleton_method(rb_cRayleighRV, "new",
|
527
999
|
RayleighRV_new, 1);
|
528
1000
|
rb_define_method(rb_cRayleighRV, "sigma", RayleighRV_sigma, 0);
|
@@ -530,6 +1002,62 @@ void Init_random_variable(void)
|
|
530
1002
|
RayleighRV_outcome, 0);
|
531
1003
|
rb_define_method(rb_cRayleighRV, "outcomes",
|
532
1004
|
RayleighRV_outcomes, 1);
|
1005
|
+
|
1006
|
+
/* Continuous Uniform */
|
1007
|
+
rb_cContinuousUniformRV =
|
1008
|
+
rb_define_class_under(rb_mRandomVariable,"ContinuousUniform", rb_cGenericRV);
|
1009
|
+
rb_define_singleton_method(rb_cContinuousUniformRV, "new",
|
1010
|
+
ContinuousUniformRV_new, 2);
|
1011
|
+
rb_define_method(rb_cContinuousUniformRV,
|
1012
|
+
"a", ContinuousUniformRV_a, 0);
|
1013
|
+
rb_define_method(rb_cContinuousUniformRV,
|
1014
|
+
"b", ContinuousUniformRV_b, 0);
|
1015
|
+
rb_define_method(rb_cContinuousUniformRV, "outcome",
|
1016
|
+
ContinuousUniformRV_outcome, 0);
|
1017
|
+
rb_define_method(rb_cContinuousUniformRV, "outcomes",
|
1018
|
+
ContinuousUniformRV_outcomes, 1);
|
1019
|
+
|
1020
|
+
/* Discrete Uniform */
|
1021
|
+
rb_cDiscreteUniformRV =
|
1022
|
+
rb_define_class_under(rb_mRandomVariable,"DiscreteUniform", rb_cGenericRV);
|
1023
|
+
rb_define_singleton_method(rb_cDiscreteUniformRV, "new",
|
1024
|
+
DiscreteUniformRV_new, 2);
|
1025
|
+
rb_define_method(rb_cDiscreteUniformRV,
|
1026
|
+
"a", DiscreteUniformRV_a, 0);
|
1027
|
+
rb_define_method(rb_cDiscreteUniformRV,
|
1028
|
+
"b", DiscreteUniformRV_b, 0);
|
1029
|
+
rb_define_method(rb_cDiscreteUniformRV, "outcome",
|
1030
|
+
DiscreteUniformRV_outcome, 0);
|
1031
|
+
rb_define_method(rb_cDiscreteUniformRV, "outcomes",
|
1032
|
+
DiscreteUniformRV_outcomes, 1);
|
1033
|
+
|
1034
|
+
/* Beta */
|
1035
|
+
rb_cBetaRV =
|
1036
|
+
rb_define_class_under(rb_mRandomVariable,"Beta", rb_cGenericRV);
|
1037
|
+
rb_define_singleton_method(rb_cBetaRV, "new",
|
1038
|
+
BetaRV_new, 2);
|
1039
|
+
rb_define_method(rb_cBetaRV,
|
1040
|
+
"alpha", BetaRV_alpha, 0);
|
1041
|
+
rb_define_method(rb_cBetaRV,
|
1042
|
+
"beta", BetaRV_beta, 0);
|
1043
|
+
rb_define_method(rb_cBetaRV, "outcome",
|
1044
|
+
BetaRV_outcome, 0);
|
1045
|
+
rb_define_method(rb_cBetaRV, "outcomes",
|
1046
|
+
BetaRV_outcomes, 1);
|
1047
|
+
|
1048
|
+
/* F */
|
1049
|
+
rb_cFRV =
|
1050
|
+
rb_define_class_under(rb_mRandomVariable,"F", rb_cGenericRV);
|
1051
|
+
rb_define_singleton_method(rb_cFRV, "new",
|
1052
|
+
FRV_new, 2);
|
1053
|
+
rb_define_method(rb_cFRV,
|
1054
|
+
"d1", FRV_d1, 0);
|
1055
|
+
rb_define_method(rb_cFRV,
|
1056
|
+
"d2", FRV_d2, 0);
|
1057
|
+
rb_define_method(rb_cFRV, "outcome",
|
1058
|
+
FRV_outcome, 0);
|
1059
|
+
rb_define_method(rb_cFRV, "outcomes",
|
1060
|
+
FRV_outcomes, 1);
|
533
1061
|
|
534
1062
|
return;
|
535
1063
|
}
|
data/lib/ext/xrandlib.c
CHANGED
@@ -54,4 +54,47 @@ double genray(double sigma)
|
|
54
54
|
return sqrt( -2 * sigma * sigma * log(1.0 - ranf()) );
|
55
55
|
}
|
56
56
|
|
57
|
+
/* Arcsine */
|
58
|
+
double gen_arcsine(void)
|
59
|
+
{
|
60
|
+
return pow(sin(M_2_PI * ranf() ), 2);
|
61
|
+
}
|
62
|
+
|
63
|
+
/* Rectangular */
|
64
|
+
double gen_rectangular(void)
|
65
|
+
{
|
66
|
+
return (ranf() - 0.5);
|
67
|
+
}
|
68
|
+
|
69
|
+
/* Irwin-Hall */
|
70
|
+
double gen_irwin_hall(long n)
|
71
|
+
{
|
72
|
+
long i;
|
73
|
+
double sum;
|
74
|
+
for (i = 0, sum = 0; i < n; i++)
|
75
|
+
sum += ranf();
|
76
|
+
return sum;
|
77
|
+
}
|
78
|
+
|
79
|
+
/* Bates */
|
80
|
+
double gen_bates(long n)
|
81
|
+
{
|
82
|
+
return genirwinhall(n) / n;
|
83
|
+
}
|
84
|
+
|
85
|
+
/* Triangular */
|
86
|
+
double gen_triangular(double a, double b, double c)
|
87
|
+
{
|
88
|
+
double y = ranf();
|
89
|
+
if (y <= (c-a) / (b-a) )
|
90
|
+
return a + sqrt(y*(b-a)*(c-a));
|
91
|
+
return b - sqrt((1-y)*(b-a)*(b-c));
|
92
|
+
}
|
93
|
+
|
94
|
+
/* Truncated Normal */
|
95
|
+
double gen_truncated_normal(double mu, double sigma, double a, double b)
|
96
|
+
{
|
97
|
+
return 0.0;
|
98
|
+
}
|
99
|
+
|
57
100
|
|
data/lib/random_variable.rb
CHANGED
@@ -33,7 +33,19 @@
|
|
33
33
|
|
34
34
|
require_relative 'ext/random_variable'
|
35
35
|
|
36
|
-
|
36
|
+
module RandomVariable
|
37
|
+
def self.list
|
38
|
+
distros = []
|
39
|
+
self.constants.each do |c|
|
40
|
+
c = self.const_get(c)
|
41
|
+
if c.is_a? Class and c != self::Generic then
|
42
|
+
distros << c
|
43
|
+
end
|
44
|
+
end
|
45
|
+
distros
|
46
|
+
end
|
47
|
+
|
48
|
+
class Generic
|
37
49
|
klass = self
|
38
50
|
|
39
51
|
def initialize(&blk)
|
@@ -67,7 +79,9 @@ class RandomVariable
|
|
67
79
|
end
|
68
80
|
ary
|
69
81
|
end
|
82
|
+
|
70
83
|
|
84
|
+
end
|
71
85
|
end
|
72
86
|
|
73
87
|
module Math
|
data/lib/test.rb
CHANGED
metadata
CHANGED
@@ -1,17 +1,39 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: random_variable
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.0
|
5
|
-
prerelease:
|
4
|
+
version: 0.1.0
|
5
|
+
prerelease:
|
6
6
|
platform: ruby
|
7
7
|
authors:
|
8
8
|
- Jorge Fco. Madronal Rinaldi
|
9
9
|
autorequire:
|
10
10
|
bindir: bin
|
11
11
|
cert_chain: []
|
12
|
-
date: 2012-
|
12
|
+
date: 2012-11-17 00:00:00.000000000 Z
|
13
13
|
dependencies: []
|
14
|
-
description:
|
14
|
+
description: ! 'Create and operate with Random Variables in Ruby
|
15
|
+
|
16
|
+
To date, the supported distributions are:
|
17
|
+
|
18
|
+
Bernoulli
|
19
|
+
|
20
|
+
Beta
|
21
|
+
|
22
|
+
Binomial
|
23
|
+
|
24
|
+
Continous Uniform
|
25
|
+
|
26
|
+
Discrete Uniform
|
27
|
+
|
28
|
+
Exponential
|
29
|
+
|
30
|
+
F
|
31
|
+
|
32
|
+
Normal
|
33
|
+
|
34
|
+
Poisson
|
35
|
+
|
36
|
+
Rayleigh'
|
15
37
|
email: jorge.madronal.rinaldi@gmail.com
|
16
38
|
executables: []
|
17
39
|
extensions:
|
@@ -47,13 +69,13 @@ required_ruby_version: !ruby/object:Gem::Requirement
|
|
47
69
|
required_rubygems_version: !ruby/object:Gem::Requirement
|
48
70
|
none: false
|
49
71
|
requirements:
|
50
|
-
- - ! '
|
72
|
+
- - ! '>='
|
51
73
|
- !ruby/object:Gem::Version
|
52
|
-
version:
|
74
|
+
version: '0'
|
53
75
|
requirements: []
|
54
76
|
rubyforge_project:
|
55
77
|
rubygems_version: 1.8.24
|
56
78
|
signing_key:
|
57
79
|
specification_version: 3
|
58
|
-
summary:
|
80
|
+
summary: Random Variables in Ruby
|
59
81
|
test_files: []
|