ruby-statistics 4.0.1 → 4.1.0

checksums.yaml

@@ -1,7 +1,7 @@
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data/.github/workflows/ruby.yml

@@ -10,7 +10,7 @@ jobs:
     steps:
     - uses: actions/checkout@v4
     - name: Set up Ruby 3.3
-      uses: ruby/setup-ruby@v1.190.0
+      uses: ruby/setup-ruby@v1.207.0
       with:
         ruby-version: 3.3
     - name: Build and test with Rake
@@ -26,7 +26,7 @@ jobs:
     steps:
     - uses: actions/checkout@v4
     - name: Set up Ruby 3.2
-      uses: ruby/setup-ruby@v1.190.0
+      uses: ruby/setup-ruby@v1.207.0
       with:
         ruby-version: 3.2
     - name: Build and test with Rake
@@ -42,7 +42,7 @@ jobs:
     steps:
     - uses: actions/checkout@v4
     - name: Set up Ruby 3.0
-      uses: ruby/setup-ruby@v1.190.0
+      uses: ruby/setup-ruby@v1.207.0
       with:
         ruby-version: 3.0
     - name: Build and test with Rake
@@ -58,7 +58,7 @@ jobs:
     steps:
     - uses: actions/checkout@v4
     - name: Set up Ruby 3.1
-      uses: ruby/setup-ruby@v1.190.0
+      uses: ruby/setup-ruby@v1.207.0
       with:
         ruby-version: 3.1
     - name: Build and test with Rake

data/README.md

@@ -2,7 +2,10 @@
 ![](https://github.com/estebanz01/ruby-statistics/actions/workflows/ruby.yml/badge.svg)
 
 ## Note regarding Versions 3.x and 4.x
-Hola! :wave: right now the gem got an update that introduced a breaking change in master where the Outermost namespace was changed to be `ruby_statistics` instead of `statistics`. This change is in _master_ already and released in version 4.0. If you're relying on branch instead of gem version, you can checkout branch `3.x`. This branch will be supported but no additional features will be added.
+Hola! :wave: right now the gem got an update that introduced a breaking change in master where the Outermost namespace was changed to be `ruby-statistics` instead of `statistics`. This change is in _master_ already and released in version 4.0. If you're relying on branch instead of gem version, you can checkout branch `3.x`. This branch will be supported but no additional features will be added.
+
+## Note regarding Big Decimal support
+This gem also provides basic support for `BigDecimal` and the gem is listed as an optional `development` dependency on the gemspec. Since it's no longer supported as a bundled feature since 3.4.0, the functionality around this gem is going to be limited as well. It is not a required dependency to run or use any of the features developed so far. :grin:
 
 ---
 

data/lib/math.rb

@@ -57,6 +57,53 @@ module Math
     end
   end
 
+  # Algorithm implementation translated from the ASA147 C++ version https://people.sc.fsu.edu/~jburkardt/cpp_src/asa147/asa147.html
+  # translated from FORTRAN by John Burkardt. Original algorithm written by Chi Leung Lau.
+  # It contains a modification on the error and underflow parameters to use maximum available float number
+  # and it performs the series using `Rational` objects to avoid memory exhaustion and reducing precision errors.
+  #
+  # This algorithm is licensed with MIT license.
+  #
+  # Reference:
+  #
+  #    Chi Leung Lau,
+  #    Algorithm AS 147:
+  #    A Simple Series for the Incomplete Gamma Integral,
+  #    Applied Statistics,
+  #    Volume 29, Number 1, 1980, pages 113-114.
+  def self.normalised_lower_incomplete_gamma_function(s, x)
+    return 0.0 if s.negative? || x.zero? || x.negative?
+
+    # e = 1.0e-308
+    # uflo = 1.0e-47
+    e = Float::MIN
+    uflo = Float::MIN
+
+    lgamma, sign = Math.lgamma(s + 1.0)
+    arg = s * Math.log(x) - (sign * lgamma) - x
+
+    return 0.0 if arg < Math.log(uflo)
+
+    f = Math.exp(arg).to_r
+
+    return 0.0 if f.zero?
+
+    c = 1r
+    value = 1r
+    a = s.to_r
+    rational_x = x.to_r
+
+    loop do
+      a += 1r
+      c = c * (rational_x / a)
+      value += c
+
+      break if c <= (e * value)
+    end
+
+    (value * f).to_f
+  end
+
   def self.beta_function(x, y)
     return 1 if x == 1 && y == 1
 

data/lib/ruby-statistics/distribution/chi_squared.rb

@@ -15,7 +15,8 @@ module RubyStatistics
           1.0 - Math.exp((-1.0 * value / 2.0))
         else
           k = degrees_of_freedom/2.0
-          Math.lower_incomplete_gamma_function(k, value/2.0)/Math.gamma(k)
+          # Math.lower_incomplete_gamma_function(k, value/2.0)/Math.gamma(k)
+          Math.normalised_lower_incomplete_gamma_function(k, value / 2.0)
         end
       end
 
@@ -27,7 +28,7 @@ module RubyStatistics
         left_down = (2 ** common) * Math.gamma(common)
         right = (value ** (common - 1)) * Math.exp(-(value/2.0))
 
-        (1.0/left_down) * right
+        right / left_down
       end
 
       def mode

data/lib/ruby-statistics/distribution/gamma.rb

@@ -0,0 +1,85 @@
+# frozen_string_literal: true
+
+module RubyStatistics
+  module Distribution
+    class Gamma
+      attr_reader :shape, :scale, :rate
+
+      def initialize(shape:, scale: nil)
+        @shape = shape
+        @scale = scale
+
+        # If the scale is nil, it means we want the distribution to behave with a rate parameter
+        # instead of a scale parameter
+        @rate = if scale.nil?
+                  1.0 / shape
+                else
+                  nil
+                end
+      end
+
+      def as_rate?
+        scale.nil?
+      end
+
+      def mean
+        if as_rate?
+          self.shape / self.rate
+        else
+          self.shape * self.scale
+        end
+      end
+
+      def mode
+        return 0.0 if self.shape < 1.0
+
+        if as_rate?
+          (self.shape - 1.0) / self.rate
+        else
+          (self.shape - 1.0) * self.scale
+        end
+      end
+
+      def variance
+        if as_rate?
+          self.shape / (self.rate ** 2.0)
+        else
+          self.shape * (self.scale ** 2.0)
+        end
+      end
+
+      def skewness
+        2.0 / Math.sqrt(self.shape)
+      end
+
+      def density_function(x)
+        euler = if as_rate?
+                  Math.exp(- self.rate * x)
+                else
+                  Math.exp(-x / self.scale.to_r)
+                end
+
+        left = if as_rate?
+                 (self.rate ** self.shape).to_r / Math.gamma(self.shape).to_r
+               else
+                 1r / (Math.gamma(self.shape).to_r * (self.scale ** self.shape).to_r)
+               end
+
+        left * (x ** (self.shape - 1)) * euler
+      end
+
+      def cumulative_function(x)
+        upper = if as_rate?
+                  self.rate * x.to_r
+                else
+                  x / self.scale.to_r
+                end
+
+        # left = 1.0 / Math.gamma(self.shape)
+        # right = Math.lower_incomplete_gamma_function(self.shape, upper)
+        # left * right
+        Math.normalised_lower_incomplete_gamma_function(self.shape, upper)
+      end
+    end
+  end
+end

data/lib/ruby-statistics/distribution/tables/chi_squared.rb

@@ -0,0 +1,88 @@
+module RubyStatistics
+  module Distribution
+    module Tables
+      class ChiSquared
+        # Values retrieved from the following table provided by the University of Arizona.
+        # https://math.arizona.edu/~jwatkins/chi-square-table.pdf
+        TABLE = [
+          [0.000, 0.000, 0.001, 0.004, 0.016, 2.706, 3.841, 5.024, 6.635, 7.879],
+          [0.010, 0.020, 0.051, 0.103, 0.211, 4.605, 5.991, 7.378, 9.210, 10.597],
+          [0.072, 0.115, 0.216, 0.352, 0.584, 6.251, 7.815, 9.348, 11.345, 12.838],
+          [0.207, 0.297, 0.484, 0.711, 1.064, 7.779, 9.488, 11.143, 13.277, 14.860],
+          [0.412, 0.554, 0.831, 1.145, 1.610, 9.236, 11.070, 12.833, 15.086, 16.750],
+          [0.676, 0.872, 1.237, 1.635, 2.204, 10.645, 12.592, 14.449, 16.812, 18.548],
+          [0.989, 1.239, 1.690, 2.167, 2.833, 12.017, 14.067, 16.013, 18.475, 20.278],
+          [1.344, 1.646, 2.180, 2.733, 3.490, 13.362, 15.507, 17.535, 20.090, 21.955],
+          [1.735, 2.088, 2.700, 3.325, 4.168, 14.684, 16.919, 19.023, 21.666, 23.589],
+          [2.156, 2.558, 3.247, 3.940, 4.865, 15.987, 18.307, 20.483, 23.209, 25.188],
+          [2.603, 3.053, 3.816, 4.575, 5.578, 17.275, 19.675, 21.920, 24.725, 26.757],
+          [3.074, 3.571, 4.404, 5.226, 6.304, 18.549, 21.026, 23.337, 26.217, 28.300],
+          [3.565, 4.107, 5.009, 5.892, 7.042, 19.812, 22.362, 24.736, 27.688, 29.819],
+          [4.075, 4.660, 5.629, 6.571, 7.790, 21.064, 23.685, 26.119, 29.141, 31.319],
+          [4.601, 5.229, 6.262, 7.261, 8.547, 22.307, 24.996, 27.488, 30.578, 32.801],
+          [5.142, 5.812, 6.908, 7.962, 9.312, 23.542, 26.296, 28.845, 32.000, 34.267],
+          [5.697, 6.408, 7.564, 8.672, 10.085, 24.769, 27.587, 30.191, 33.409, 35.718],
+          [6.265, 7.015, 8.231, 9.390, 10.865, 25.989, 28.869, 31.526, 34.805, 37.156],
+          [6.844, 7.633, 8.907, 10.117, 11.651, 27.204, 30.144, 32.852, 36.191, 38.582],
+          [7.434, 8.260, 9.591, 10.851, 12.443, 28.412, 31.410, 34.170, 37.566, 39.997],
+          [8.034, 8.897, 10.283, 11.591, 13.240, 29.615, 32.671, 35.479, 38.932, 41.401],
+          [8.643, 9.542, 10.982, 12.338, 14.041, 30.813, 33.924, 36.781, 40.289, 42.796],
+          [9.260, 10.196, 11.689, 13.091, 14.848, 32.007, 35.172, 38.076, 41.638, 44.181],
+          [9.886, 10.856, 12.401, 13.848, 15.659, 33.196, 36.415, 39.364, 42.980, 45.559],
+          [10.520, 11.524, 13.120, 14.611, 16.473, 34.382, 37.652, 40.646, 44.314, 46.928],
+          [11.160, 12.198, 13.844, 15.379, 17.292, 35.563, 38.885, 41.923, 45.642, 48.290],
+          [11.808, 12.879, 14.573, 16.151, 18.114, 36.741, 40.113, 43.195, 46.963, 49.645],
+          [12.461, 13.565, 15.308, 16.928, 18.939, 37.916, 41.337, 44.461, 48.278, 50.993],
+          [13.121, 14.256, 16.047, 17.708, 19.768, 39.087, 42.557, 45.722, 49.588, 52.336],
+          [13.787, 14.953, 16.791, 18.493, 20.599, 40.256, 43.773, 46.979, 50.892, 53.672],
+          [20.707, 22.164, 24.433, 26.509, 29.051, 51.805, 55.758, 59.342, 63.691, 66.766],
+          [27.991, 29.707, 32.357, 34.764, 37.689, 63.167, 67.505, 71.420, 76.154, 79.490],
+          [35.534, 37.485, 40.482, 43.188, 46.459, 74.397, 79.082, 83.298, 88.379, 91.952],
+          [43.275, 45.442, 48.758, 51.739, 55.329, 85.527, 90.531, 95.023, 100.425, 104.215],
+          [51.172, 53.540, 57.153, 60.391, 64.278, 96.578, 101.879, 106.629, 112.329, 116.321],
+          [59.196, 61.754, 65.647, 69.126, 73.291, 107.565, 113.145, 118.136, 124.116, 128.299],
+          [67.328, 70.065, 74.222, 77.929, 82.358, 118.498, 124.342, 129.561, 135.807, 140.169]
+        ].freeze
+
+        ALPHA_HEADER =
+          {
+            0.995 => 0,
+            0.990 => 1,
+            0.975 => 2,
+            0.95 => 3,
+            0.9 => 4,
+            0.1 => 5,
+            0.05 => 6,
+            0.025 => 7,
+            0.01 => 8,
+            0.005 => 9
+          }.freeze
+
+        DEGREES_OF_FREEDOM = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 40, 50, 60, 70, 80, 90, 100].freeze
+
+        # return an array of the alpha values in correct order
+        # i.e. 0.995 -> 0, 0.990 -> 1 etc
+        def self.alpha_values
+          ALPHA_HEADER.keys
+        end
+
+        # Checks if a valid alpha value is passed to look up values
+        def self.valid_alpha?(alpha)
+          self.alpha_values.include?(alpha)
+        end
+
+        # Return a whole column of the distribution table for a certain alpha value
+        def self.alpha_column(alpha)
+          raise "Undefined alpha value." unless self.valid_alpha?(alpha)
+
+          # return an array of hashes for an alpha value
+          # including the degree of freedom for each critical value
+          # i.e. [{df: 1, critival_value: x},...]
+          TABLE.map.with_index do |row, index|
+            { df: DEGREES_OF_FREEDOM[index], critical_value: row[ALPHA_HEADER[alpha]] }
+          end
+        end
+      end
+    end
+  end
+end

data/lib/ruby-statistics/version.rb

@@ -1,3 +1,3 @@
 module RubyStatistics
-  VERSION = "4.0.1"
+  VERSION = "4.1.0"
 end

data/ruby-statistics.gemspec

@@ -31,7 +31,8 @@ Gem::Specification.new do |spec|
   spec.required_ruby_version = '>= 3.0'
 
   spec.add_development_dependency "rake", '~> 13.0', '>= 12.0.0'
-  spec.add_development_dependency "rspec", '~> 3.6', '>= 3.6.0'
+  spec.add_development_dependency "rspec", '~> 3.13', '>= 3.10.0'
   spec.add_development_dependency 'byebug', '~> 11.1', '>= 11.1.0'
   spec.add_development_dependency 'pry', '~> 0.14', '>= 0.14.0'
+  spec.add_development_dependency 'bigdecimal', '~> 3.1', '>= 3.1.9'
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: ruby-statistics
 version: !ruby/object:Gem::Version
-  version: 4.0.1
+  version: 4.1.0
 platform: ruby
 authors:
 - esteban zapata
 autorequire:
 bindir: exe
 cert_chain: []
-date: 2024-08-13 00:00:00.000000000 Z
+date: 2025-01-16 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rake
@@ -36,20 +36,20 @@ dependencies:
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '3.6'
+        version: '3.13'
     - - ">="
       - !ruby/object:Gem::Version
-        version: 3.6.0
+        version: 3.10.0
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '3.6'
+        version: '3.13'
     - - ">="
       - !ruby/object:Gem::Version
-        version: 3.6.0
+        version: 3.10.0
 - !ruby/object:Gem::Dependency
   name: byebug
   requirement: !ruby/object:Gem::Requirement
@@ -90,6 +90,26 @@ dependencies:
     - - ">="
       - !ruby/object:Gem::Version
         version: 0.14.0
+- !ruby/object:Gem::Dependency
+  name: bigdecimal
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.1'
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: 3.1.9
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.1'
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: 3.1.9
 description: |-
   This gem is intended to accomplish the same purpose as jStat js library:
                             to provide ruby with statistical capabilities without the need
@@ -126,12 +146,14 @@ files:
 - lib/ruby-statistics/distribution/chi_squared.rb
 - lib/ruby-statistics/distribution/empirical.rb
 - lib/ruby-statistics/distribution/f.rb
+- lib/ruby-statistics/distribution/gamma.rb
 - lib/ruby-statistics/distribution/geometric.rb
 - lib/ruby-statistics/distribution/logseries.rb
 - lib/ruby-statistics/distribution/negative_binomial.rb
 - lib/ruby-statistics/distribution/normal.rb
 - lib/ruby-statistics/distribution/poisson.rb
 - lib/ruby-statistics/distribution/t_student.rb
+- lib/ruby-statistics/distribution/tables/chi_squared.rb
 - lib/ruby-statistics/distribution/uniform.rb
 - lib/ruby-statistics/distribution/weibull.rb
 - lib/ruby-statistics/spearman_rank_coefficient.rb