ruby-statistics 0.5.0
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- checksums.yaml +7 -0
- data/.gitignore +65 -0
- data/.rspec +2 -0
- data/.travis.yml +6 -0
- data/CODE_OF_CONDUCT.md +74 -0
- data/Gemfile +6 -0
- data/LICENSE +21 -0
- data/LICENSE.txt +21 -0
- data/README.md +59 -0
- data/Rakefile +6 -0
- data/bin/console +14 -0
- data/bin/setup +8 -0
- data/lib/math.rb +120 -0
- data/lib/statistics/distribution/beta.rb +35 -0
- data/lib/statistics/distribution/binomial.rb +49 -0
- data/lib/statistics/distribution/chi_squared.rb +37 -0
- data/lib/statistics/distribution/f.rb +46 -0
- data/lib/statistics/distribution/normal.rb +43 -0
- data/lib/statistics/distribution/poisson.rb +38 -0
- data/lib/statistics/distribution/t_student.rb +50 -0
- data/lib/statistics/distribution/uniform.rb +40 -0
- data/lib/statistics/distribution/weibull.rb +46 -0
- data/lib/statistics/distribution.rb +11 -0
- data/lib/statistics/version.rb +3 -0
- data/lib/statistics.rb +8 -0
- data/ruby-statistics.gemspec +36 -0
- metadata +158 -0
checksums.yaml
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SHA1:
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metadata.gz: 1c58bc877eb893a77eacc586ddbc2cfca7e3655d
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data.tar.gz: e61823ec3df43e872d451668ad8148b29b3749b8
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SHA512:
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metadata.gz: 7fe62c3c65d455fdc40c3dca386c0bce4672025c56638cadea586720b7c10ea57b6d6cf91379772f5c41c080fa4a1cb3e4b7894fe328bde45f03e616dadf0c8d
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data.tar.gz: 5de5004f6ff87991dc41d273a05db3ab2dbe1c87c001ec5ef3b6e93d5145ac5f7168b64ec55c6049de715b7aa82ac1cdd3dec0a771c2c9f31794067734ddb125
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data/.gitignore
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*.gem
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*.rbc
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/.config
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/coverage/
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/InstalledFiles
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/pkg/
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/spec/reports/
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/spec/examples.txt
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/test/tmp/
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/test/version_tmp/
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/tmp/
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# Used by dotenv library to load environment variables.
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# .env
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## Specific to RubyMotion:
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.dat*
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.repl_history
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build/
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*.bridgesupport
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build-iPhoneOS/
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build-iPhoneSimulator/
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## Specific to RubyMotion (use of CocoaPods):
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#
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# We recommend against adding the Pods directory to your .gitignore. However
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# you should judge for yourself, the pros and cons are mentioned at:
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# https://guides.cocoapods.org/using/using-cocoapods.html#should-i-check-the-pods-directory-into-source-control
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#
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# vendor/Pods/
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## Documentation cache and generated files:
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/.yardoc/
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/_yardoc/
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/doc/
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/rdoc/
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## Environment normalization:
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/.bundle/
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/vendor/bundle
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/lib/bundler/man/
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# for a library or gem, you might want to ignore these files since the code is
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# intended to run in multiple environments; otherwise, check them in:
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# Gemfile.lock
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.ruby-version
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.ruby-gemset
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# unless supporting rvm < 1.11.0 or doing something fancy, ignore this:
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.rvmrc
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/.bundle/
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/.yardoc
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/Gemfile.lock
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/_yardoc/
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/coverage/
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/doc/
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/pkg/
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/spec/reports/
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/tmp/
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# rspec failure tracking
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.rspec_status
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# byebug
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.byebug_history
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data/.rspec
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data/.travis.yml
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data/CODE_OF_CONDUCT.md
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# Contributor Covenant Code of Conduct
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## Our Pledge
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In the interest of fostering an open and welcoming environment, we as
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contributors and maintainers pledge to making participation in our project and
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our community a harassment-free experience for everyone, regardless of age, body
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size, disability, ethnicity, gender identity and expression, level of experience,
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nationality, personal appearance, race, religion, or sexual identity and
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orientation.
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## Our Standards
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Examples of behavior that contributes to creating a positive environment
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include:
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* Using welcoming and inclusive language
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* Being respectful of differing viewpoints and experiences
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* Gracefully accepting constructive criticism
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* Focusing on what is best for the community
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* Showing empathy towards other community members
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Examples of unacceptable behavior by participants include:
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* The use of sexualized language or imagery and unwelcome sexual attention or
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advances
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* Trolling, insulting/derogatory comments, and personal or political attacks
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* Public or private harassment
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* Publishing others' private information, such as a physical or electronic
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address, without explicit permission
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* Other conduct which could reasonably be considered inappropriate in a
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professional setting
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## Our Responsibilities
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Project maintainers are responsible for clarifying the standards of acceptable
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behavior and are expected to take appropriate and fair corrective action in
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response to any instances of unacceptable behavior.
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Project maintainers have the right and responsibility to remove, edit, or
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reject comments, commits, code, wiki edits, issues, and other contributions
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that are not aligned to this Code of Conduct, or to ban temporarily or
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permanently any contributor for other behaviors that they deem inappropriate,
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threatening, offensive, or harmful.
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## Scope
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This Code of Conduct applies both within project spaces and in public spaces
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when an individual is representing the project or its community. Examples of
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representing a project or community include using an official project e-mail
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address, posting via an official social media account, or acting as an appointed
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representative at an online or offline event. Representation of a project may be
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further defined and clarified by project maintainers.
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## Enforcement
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Instances of abusive, harassing, or otherwise unacceptable behavior may be
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reported by contacting the project team at ezapata@altavistaed.com. All
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complaints will be reviewed and investigated and will result in a response that
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is deemed necessary and appropriate to the circumstances. The project team is
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obligated to maintain confidentiality with regard to the reporter of an incident.
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Further details of specific enforcement policies may be posted separately.
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Project maintainers who do not follow or enforce the Code of Conduct in good
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faith may face temporary or permanent repercussions as determined by other
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members of the project's leadership.
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## Attribution
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This Code of Conduct is adapted from the [Contributor Covenant][homepage], version 1.4,
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available at [http://contributor-covenant.org/version/1/4][version]
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[homepage]: http://contributor-covenant.org
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[version]: http://contributor-covenant.org/version/1/4/
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data/Gemfile
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data/LICENSE
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MIT License
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Copyright (c) 2017 Esteban Zapata Rojas
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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data/LICENSE.txt
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The MIT License (MIT)
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Copyright (c) 2017 esteban zapata
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in
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all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
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THE SOFTWARE.
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data/README.md
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# Statistics
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Welcome to your new gem! In this directory, you'll find the files you need to be able to package up your Ruby library into a gem. Put your Ruby code in the file `lib/statistics`. To experiment with that code, run `bin/console` for an interactive prompt.
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TODO: Delete this and the text above, and describe your gem
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## Installation
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Add this line to your application's Gemfile:
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```ruby
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gem 'ruby-statistics'
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```
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And then execute:
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$ bundle
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Or install it yourself as:
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$ gem install ruby-statistics
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## Basic Usage
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just require the `statistics` gem in order to load it. If you don't have defined the `Distribution` namespace, the gem will assign an alias, reducing the number of namespaces needed to use a class.
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Right know you can load:
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* The whole statistics gem. `require 'statistics'`
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* A namespace. `require 'statistics/distribution'`
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* A class. `require 'statistics/distribution/normal'`
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Feel free to use the one that is more convenient to you.
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### Hello-World Example
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```ruby
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require 'statistics'
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poisson = Distribution::Poisson.new(l) # Using Distribution alias.
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normal = Statistics::Distribution::StandardNormal.new # Using all namespaces.
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```
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## Development
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After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake spec` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
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To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
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## Contributing
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Bug reports and pull requests are welcome on GitHub at https://github.com/[USERNAME]/statistics. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the [Contributor Covenant](http://contributor-covenant.org) code of conduct.
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## License
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The gem is available as open source under the terms of the [MIT License](http://opensource.org/licenses/MIT).
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## Code of Conduct
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Everyone interacting in the Statistics project’s codebases, issue trackers, chat rooms and mailing lists is expected to follow the [code of conduct](https://github.com/[USERNAME]/statistics/blob/master/CODE_OF_CONDUCT.md).
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data/Rakefile
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data/bin/console
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#!/usr/bin/env ruby
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require "bundler/setup"
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require "statistics"
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# You can add fixtures and/or initialization code here to make experimenting
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# with your gem easier. You can also use a different console, if you like.
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# (If you use this, don't forget to add pry to your Gemfile!)
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# require "pry"
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# Pry.start
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require "irb"
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IRB.start(__FILE__)
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data/bin/setup
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data/lib/math.rb
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module Math
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def self.factorial(n)
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return if n < 0
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n = n.to_i # Only integers.
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return 1 if n == 0 || n == 1
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Math.gamma(n + 1) # Math.gamma(x) == (n - 1)! for integer values
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end
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def self.combination(n, r)
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self.factorial(n)/(self.factorial(r) * self.factorial(n - r)).to_f # n!/(r! * [n - r]!)
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end
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def self.permutation(n, k)
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self.factorial(n)/self.factorial(n - k).to_f
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end
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# Function adapted from the python implementation that exists in https://en.wikipedia.org/wiki/Simpson%27s_rule#Sample_implementation
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# Finite integral in the interval [a, b] split up in n-intervals
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def self.simpson_rule(a, b, n, &block)
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unless n.even?
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puts "The composite simpson's rule needs even intervals!"
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return
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end
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h = (b - a)/n.to_f
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resA = yield(a)
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resB = yield(b)
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sum = resA + resB
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(1..n).step(2).each do |number|
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res = yield(a + number * h)
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sum += 4 * res
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end
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(1..(n-1)).step(2).each do |number|
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res = yield(a + number * h)
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sum += 2 * res
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end
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return sum * h / 3.0
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end
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def self.lower_incomplete_gamma_function(s, x)
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# The greater the iterations, the better. That's why we are iterating 10_000 * x times
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self.simpson_rule(0, x, (10_000 * x).round) do |t|
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(t ** (s - 1)) * Math.exp(-t)
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end
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end
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def self.beta_function(x, y)
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return 1 if x == 1 && y == 1
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(Math.gamma(x) * Math.gamma(y))/Math.gamma(x + y)
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end
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### This implementation is an adaptation of the incomplete beta function made in C by
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### Lewis Van Winkle, which released the code under the zlib license.
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### The whole math behind this code is described in the following post: https://codeplea.com/incomplete-beta-function-c
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def self.incomplete_beta_function(x, alp, bet)
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return if x < 0.0
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return 1.0 if x > 1.0
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tiny = 1.0E-50
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if x > ((alp + 1.0)/(alp + bet + 2.0))
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return 1.0 - self.incomplete_beta_function(1.0 - x, bet, alp)
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end
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# To avoid overflow problems, the implementation applies the logarithm properties
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# to calculate in a faster and safer way the values.
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|
+
lbet_ab = (Math.lgamma(alp)[0] + Math.lgamma(bet)[0] - Math.lgamma(alp + bet)[0]).freeze
|
75
|
+
front = (Math.exp(Math.log(x) * alp + Math.log(1.0 - x) * bet - lbet_ab) / alp.to_f).freeze
|
76
|
+
|
77
|
+
# This is the non-log version of the left part of the formula (before the continuous fraction)
|
78
|
+
# down_left = alp * self.beta_function(alp, bet)
|
79
|
+
# upper_left = (x ** alp) * ((1.0 - x) ** bet)
|
80
|
+
# front = upper_left/down_left
|
81
|
+
|
82
|
+
f, c, d = 1.0, 1.0, 0.0
|
83
|
+
|
84
|
+
returned_value = nil
|
85
|
+
|
86
|
+
# Let's do more iterations than the proposed implementation (200 iters)
|
87
|
+
(0..500).each do |number|
|
88
|
+
m = number/2
|
89
|
+
|
90
|
+
numerator = if number == 0
|
91
|
+
1.0
|
92
|
+
elsif number % 2 == 0
|
93
|
+
(m * (bet - m) * x)/((alp + 2.0 * m - 1.0)* (alp + 2.0 * m))
|
94
|
+
else
|
95
|
+
top = -((alp + m) * (alp + bet + m) * x)
|
96
|
+
down = ((alp + 2.0 * m) * (alp + 2.0 * m + 1.0))
|
97
|
+
|
98
|
+
top/down
|
99
|
+
end
|
100
|
+
|
101
|
+
d = 1.0 + numerator * d
|
102
|
+
d = tiny if d.abs < tiny
|
103
|
+
d = 1.0 / d
|
104
|
+
|
105
|
+
c = 1.0 + numerator / c
|
106
|
+
c = tiny if c.abs < tiny
|
107
|
+
|
108
|
+
cd = (c*d).freeze
|
109
|
+
f = f * cd
|
110
|
+
|
111
|
+
|
112
|
+
if (1.0 - cd).abs < 1.0E-10
|
113
|
+
returned_value = front * (f - 1.0)
|
114
|
+
break
|
115
|
+
end
|
116
|
+
end
|
117
|
+
|
118
|
+
returned_value
|
119
|
+
end
|
120
|
+
end
|
@@ -0,0 +1,35 @@
|
|
1
|
+
module Statistics
|
2
|
+
module Distribution
|
3
|
+
class Beta
|
4
|
+
attr_accessor :alpha, :beta
|
5
|
+
|
6
|
+
def initialize(alp, bet)
|
7
|
+
self.alpha = alp.to_f
|
8
|
+
self.beta = bet.to_f
|
9
|
+
end
|
10
|
+
|
11
|
+
def cumulative_function(value)
|
12
|
+
Math.incomplete_beta_function(value, alpha, beta)
|
13
|
+
end
|
14
|
+
|
15
|
+
def density_function(value)
|
16
|
+
return 0 if value < 0 || value > 1 # Density function defined in the [0,1] interval
|
17
|
+
|
18
|
+
num = (value**(alpha - 1)) * ((1 - value)**(beta - 1))
|
19
|
+
den = Math.beta_function(alpha, beta)
|
20
|
+
|
21
|
+
num/den
|
22
|
+
end
|
23
|
+
|
24
|
+
def mode
|
25
|
+
return unless alpha > 1 && beta > 1
|
26
|
+
|
27
|
+
(alpha - 1)/(alpha + beta - 2)
|
28
|
+
end
|
29
|
+
|
30
|
+
def mean
|
31
|
+
alpha / (alpha + beta)
|
32
|
+
end
|
33
|
+
end
|
34
|
+
end
|
35
|
+
end
|
@@ -0,0 +1,49 @@
|
|
1
|
+
module Statistics
|
2
|
+
module Distribution
|
3
|
+
class Binomial
|
4
|
+
attr_accessor :number_of_trials, :probability_per_trial
|
5
|
+
def initialize(n, p)
|
6
|
+
self.number_of_trials = n.to_i
|
7
|
+
self.probability_per_trial = p
|
8
|
+
end
|
9
|
+
|
10
|
+
def probability_mass_function(k)
|
11
|
+
return if k < 0 || k > number_of_trials
|
12
|
+
k = k.to_i
|
13
|
+
|
14
|
+
Math.combination(number_of_trials, k) *
|
15
|
+
(probability_per_trial ** k) * ((1 - probability_per_trial) ** (number_of_trials - k))
|
16
|
+
end
|
17
|
+
|
18
|
+
def cumulative_function(k)
|
19
|
+
return if k < 0 || k > number_of_trials
|
20
|
+
k = k.to_i
|
21
|
+
|
22
|
+
p = 1 - probability_per_trial
|
23
|
+
Math.incomplete_beta_function(p, number_of_trials - k, 1 + k)
|
24
|
+
end
|
25
|
+
|
26
|
+
def mean
|
27
|
+
number_of_trials * probability_per_trial
|
28
|
+
end
|
29
|
+
|
30
|
+
def variance
|
31
|
+
mean * (1 - probability_per_trial)
|
32
|
+
end
|
33
|
+
|
34
|
+
def mode
|
35
|
+
test = (number_of_trials + 1) * probability_per_trial
|
36
|
+
|
37
|
+
returned = if test == 0 || (test % 1 != 0)
|
38
|
+
test.floor
|
39
|
+
elsif (test % 1 == 0) && (test >= 1 && test <= number_of_trials)
|
40
|
+
[test, test - 1]
|
41
|
+
elsif test == number_of_trials + 1
|
42
|
+
number_of_trials
|
43
|
+
end
|
44
|
+
|
45
|
+
returned
|
46
|
+
end
|
47
|
+
end
|
48
|
+
end
|
49
|
+
end
|
@@ -0,0 +1,37 @@
|
|
1
|
+
module Statistics
|
2
|
+
module Distribution
|
3
|
+
class ChiSquared
|
4
|
+
attr_accessor :degrees_of_freedom
|
5
|
+
|
6
|
+
alias_method :mean, :degrees_of_freedom
|
7
|
+
|
8
|
+
def initialize(k)
|
9
|
+
self.degrees_of_freedom = k
|
10
|
+
end
|
11
|
+
|
12
|
+
def cumulative_function(value)
|
13
|
+
k = degrees_of_freedom/2.0
|
14
|
+
Math.lower_incomplete_gamma_function(k, value/2.0)/Math.gamma(k)
|
15
|
+
end
|
16
|
+
|
17
|
+
def density_function(value)
|
18
|
+
return 0 if value < 0
|
19
|
+
|
20
|
+
common = degrees_of_freedom/2.0
|
21
|
+
|
22
|
+
left_down = (2 ** common) * Math.gamma(common)
|
23
|
+
right = (value ** (common - 1)) * Math.exp(-(value/2.0))
|
24
|
+
|
25
|
+
(1.0/left_down) * right
|
26
|
+
end
|
27
|
+
|
28
|
+
def mode
|
29
|
+
[degrees_of_freedom - 2, 0].max
|
30
|
+
end
|
31
|
+
|
32
|
+
def variance
|
33
|
+
degrees_of_freedom * 2
|
34
|
+
end
|
35
|
+
end
|
36
|
+
end
|
37
|
+
end
|
@@ -0,0 +1,46 @@
|
|
1
|
+
module Statistics
|
2
|
+
module Distribution
|
3
|
+
class F
|
4
|
+
attr_accessor :d1, :d2 # Degrees of freedom #1 and #2
|
5
|
+
|
6
|
+
def initialize(k, j)
|
7
|
+
self.d1 = k
|
8
|
+
self.d2 = j
|
9
|
+
end
|
10
|
+
|
11
|
+
# Formula extracted from http://www.itl.nist.gov/div898/handbook/eda/section3/eda3665.htm#CDF
|
12
|
+
def cumulative_function(value)
|
13
|
+
k = d2/(d2 + d1 * value.to_f)
|
14
|
+
|
15
|
+
1 - Math.incomplete_beta_function(k, d2/2.0, d1/2.0)
|
16
|
+
end
|
17
|
+
|
18
|
+
def density_function(value)
|
19
|
+
return if d1 < 0 || d2 < 0 # F-pdf is well defined for the [0, +infinity) interval.
|
20
|
+
|
21
|
+
val = value.to_f
|
22
|
+
upper = ((d1 * val) ** d1) * (d2**d2)
|
23
|
+
lower = (d1 * val + d2) ** (d1 + d2)
|
24
|
+
up = Math.sqrt(upper/lower.to_f)
|
25
|
+
down = val * Math.beta_function(d1/2.0, d2/2.0)
|
26
|
+
|
27
|
+
up/down.to_f
|
28
|
+
end
|
29
|
+
|
30
|
+
def mean
|
31
|
+
return if d2 <= 2
|
32
|
+
|
33
|
+
d2/(d2 - 2).to_f
|
34
|
+
end
|
35
|
+
|
36
|
+
def mode
|
37
|
+
return if d1 <= 2
|
38
|
+
|
39
|
+
left = (d1 - 2)/d1.to_f
|
40
|
+
right = d2/(d2 + 2).to_f
|
41
|
+
|
42
|
+
left * right
|
43
|
+
end
|
44
|
+
end
|
45
|
+
end
|
46
|
+
end
|
@@ -0,0 +1,43 @@
|
|
1
|
+
module Statistics
|
2
|
+
module Distribution
|
3
|
+
class Normal
|
4
|
+
attr_accessor :mean, :standard_deviation, :variance
|
5
|
+
alias_method :mode, :mean
|
6
|
+
|
7
|
+
def initialize(avg, std)
|
8
|
+
self.mean = avg.to_f
|
9
|
+
self.standard_deviation = std.to_f
|
10
|
+
self.variance = std.to_f**2
|
11
|
+
end
|
12
|
+
|
13
|
+
def cumulative_function(value)
|
14
|
+
(1/2.0) * (1.0 + Math.erf((value - mean)/(standard_deviation * Math.sqrt(2.0))))
|
15
|
+
end
|
16
|
+
|
17
|
+
def density_function(value)
|
18
|
+
return 0 if standard_deviation <= 0
|
19
|
+
|
20
|
+
up_right = (value - mean)**2.0
|
21
|
+
down_right = 2.0 * variance
|
22
|
+
right = Math.exp(-(up_right/down_right))
|
23
|
+
left_down = Math.sqrt(2.0 * Math::PI * variance)
|
24
|
+
left_up = 1.0
|
25
|
+
|
26
|
+
(left_up/(left_down) * right)
|
27
|
+
end
|
28
|
+
end
|
29
|
+
|
30
|
+
class StandardNormal < Normal
|
31
|
+
def initialize
|
32
|
+
super(0, 1) # Mean = 0, Std = 1
|
33
|
+
end
|
34
|
+
|
35
|
+
def density_function(value)
|
36
|
+
pow = (value**2)/2.0
|
37
|
+
euler = Math.exp(-pow)
|
38
|
+
|
39
|
+
euler/Math.sqrt(2 * Math::PI)
|
40
|
+
end
|
41
|
+
end
|
42
|
+
end
|
43
|
+
end
|
@@ -0,0 +1,38 @@
|
|
1
|
+
module Statistics
|
2
|
+
module Distribution
|
3
|
+
class Poisson
|
4
|
+
attr_accessor :expected_number_of_occurrences
|
5
|
+
|
6
|
+
alias_method :mean, :expected_number_of_occurrences
|
7
|
+
alias_method :variance, :expected_number_of_occurrences
|
8
|
+
|
9
|
+
def initialize(l)
|
10
|
+
self.expected_number_of_occurrences = l
|
11
|
+
end
|
12
|
+
|
13
|
+
def probability_mass_function(k)
|
14
|
+
return if k < 0 || expected_number_of_occurrences < 0
|
15
|
+
|
16
|
+
k = k.to_i
|
17
|
+
|
18
|
+
upper = (expected_number_of_occurrences ** k) * Math.exp(-expected_number_of_occurrences)
|
19
|
+
lower = Math.factorial(k)
|
20
|
+
|
21
|
+
upper/lower.to_f
|
22
|
+
end
|
23
|
+
|
24
|
+
def cumulative_function(k)
|
25
|
+
return if k < 0 || expected_number_of_occurrences < 0
|
26
|
+
|
27
|
+
k = k.to_i
|
28
|
+
|
29
|
+
upper = Math.lower_incomplete_gamma_function((k + 1).floor, expected_number_of_occurrences)
|
30
|
+
lower = Math.factorial(k.floor)
|
31
|
+
|
32
|
+
# We need the right tail, i.e.: The upper incomplete gamma function. This can be
|
33
|
+
# achieved by doing a substraction between 1 and the lower incomplete gamma function.
|
34
|
+
1 - (upper/lower.to_f)
|
35
|
+
end
|
36
|
+
end
|
37
|
+
end
|
38
|
+
end
|
@@ -0,0 +1,50 @@
|
|
1
|
+
module Statistics
|
2
|
+
module Distribution
|
3
|
+
class TStudent
|
4
|
+
attr_accessor :degrees_of_freedom
|
5
|
+
attr_reader :mode
|
6
|
+
|
7
|
+
def initialize(v)
|
8
|
+
self.degrees_of_freedom = v
|
9
|
+
@mode = 0
|
10
|
+
end
|
11
|
+
|
12
|
+
### Extracted from https://codeplea.com/incomplete-beta-function-c
|
13
|
+
### This function is shared under zlib license and the author is Lewis Van Winkle
|
14
|
+
def cumulative_function(value)
|
15
|
+
upper = (value + Math.sqrt(value * value + degrees_of_freedom))
|
16
|
+
lower = (2.0 * Math.sqrt(value * value + degrees_of_freedom))
|
17
|
+
|
18
|
+
x = upper/lower
|
19
|
+
|
20
|
+
alpha = degrees_of_freedom/2.0
|
21
|
+
beta = degrees_of_freedom/2.0
|
22
|
+
|
23
|
+
Math.incomplete_beta_function(x, alpha, beta)
|
24
|
+
end
|
25
|
+
|
26
|
+
def density_function(value)
|
27
|
+
return if degrees_of_freedom <= 0
|
28
|
+
|
29
|
+
upper = Math.gamma((degrees_of_freedom + 1)/2.0)
|
30
|
+
lower = Math.sqrt(degrees_of_freedom * Math::PI) * Math.gamma(degrees_of_freedom/2.0)
|
31
|
+
left = upper/lower
|
32
|
+
right = (1 + ((value ** 2)/degrees_of_freedom.to_f)) ** -((degrees_of_freedom + 1)/2.0)
|
33
|
+
|
34
|
+
left * right
|
35
|
+
end
|
36
|
+
|
37
|
+
def mean
|
38
|
+
0 if degrees_of_freedom > 1
|
39
|
+
end
|
40
|
+
|
41
|
+
def variance
|
42
|
+
if degrees_of_freedom > 1 && degrees_of_freedom <= 2
|
43
|
+
Float::INFINITY
|
44
|
+
elsif degrees_of_freedom > 2
|
45
|
+
degrees_of_freedom/(degrees_of_freedom - 2.0)
|
46
|
+
end
|
47
|
+
end
|
48
|
+
end
|
49
|
+
end
|
50
|
+
end
|
@@ -0,0 +1,40 @@
|
|
1
|
+
module Statistics
|
2
|
+
module Distribution
|
3
|
+
class Uniform
|
4
|
+
attr_accessor :left, :right
|
5
|
+
|
6
|
+
def initialize(a, b)
|
7
|
+
self.left = a.to_f
|
8
|
+
self.right = b.to_f
|
9
|
+
end
|
10
|
+
|
11
|
+
def density_function(value)
|
12
|
+
if value >= left && value <= right
|
13
|
+
1/(right - left)
|
14
|
+
else
|
15
|
+
0
|
16
|
+
end
|
17
|
+
end
|
18
|
+
|
19
|
+
def cumulative_function(value)
|
20
|
+
if value < left
|
21
|
+
0
|
22
|
+
elsif value >= left && value <= right
|
23
|
+
(value - left)/(right - left)
|
24
|
+
else
|
25
|
+
1
|
26
|
+
end
|
27
|
+
end
|
28
|
+
|
29
|
+
def mean
|
30
|
+
(1/2.0) * ( left + right )
|
31
|
+
end
|
32
|
+
alias_method :median, :mean
|
33
|
+
|
34
|
+
|
35
|
+
def variance
|
36
|
+
(1/12.0) * ( right - left ) ** 2
|
37
|
+
end
|
38
|
+
end
|
39
|
+
end
|
40
|
+
end
|
@@ -0,0 +1,46 @@
|
|
1
|
+
module Statistics
|
2
|
+
module Distribution
|
3
|
+
class Weibull
|
4
|
+
attr_accessor :shape, :scale # k and lambda
|
5
|
+
|
6
|
+
def initialize(k, lamb)
|
7
|
+
self.shape = k.to_f
|
8
|
+
self.scale = lamb.to_f
|
9
|
+
end
|
10
|
+
|
11
|
+
def cumulative_function(random_value)
|
12
|
+
return 0 if random_value < 0
|
13
|
+
|
14
|
+
1 - Math.exp(-((random_value/scale) ** shape))
|
15
|
+
end
|
16
|
+
|
17
|
+
def density_function(value)
|
18
|
+
return if shape <= 0 || scale <= 0
|
19
|
+
return 0 if value < 0
|
20
|
+
|
21
|
+
left = shape/scale
|
22
|
+
center = (value/scale)**(shape - 1)
|
23
|
+
right = Math.exp(-((value/scale)**shape))
|
24
|
+
|
25
|
+
left * center * right
|
26
|
+
end
|
27
|
+
|
28
|
+
def mean
|
29
|
+
scale * Math.gamma(1 + (1/shape))
|
30
|
+
end
|
31
|
+
|
32
|
+
def mode
|
33
|
+
return 0 if shape <= 1
|
34
|
+
|
35
|
+
scale * (((shape - 1)/shape) ** (1/shape))
|
36
|
+
end
|
37
|
+
|
38
|
+
def variance
|
39
|
+
left = Math.gamma(1 + (2/shape))
|
40
|
+
right = Math.gamma(1 + (1/shape)) ** 2
|
41
|
+
|
42
|
+
(scale ** 2) * (left - right)
|
43
|
+
end
|
44
|
+
end
|
45
|
+
end
|
46
|
+
end
|
@@ -0,0 +1,11 @@
|
|
1
|
+
Dir['./lib/statistics/distribution/**/*.rb'].each {|file| require file }
|
2
|
+
|
3
|
+
module Statistics
|
4
|
+
module Distribution
|
5
|
+
end
|
6
|
+
end
|
7
|
+
|
8
|
+
# If Distribution is not defined, setup alias.
|
9
|
+
if defined?(Statistics) && !(defined?(Distribution))
|
10
|
+
Distribution = Statistics::Distribution
|
11
|
+
end
|
data/lib/statistics.rb
ADDED
@@ -0,0 +1,36 @@
|
|
1
|
+
# coding: utf-8
|
2
|
+
lib = File.expand_path("../lib", __FILE__)
|
3
|
+
$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
|
4
|
+
require "statistics/version"
|
5
|
+
|
6
|
+
Gem::Specification.new do |spec|
|
7
|
+
spec.name = "ruby-statistics"
|
8
|
+
spec.version = Statistics::VERSION
|
9
|
+
spec.authors = ["esteban zapata"]
|
10
|
+
spec.email = ["estebanz01@outlook.com"]
|
11
|
+
|
12
|
+
spec.summary = %q{A ruby gem for som specific statistics. Inspired by the jStat js library.}
|
13
|
+
spec.description = %q{This gem is intended to accomplish the same purpose as jStat js library:
|
14
|
+
to provide ruby with statistical capabilities without the need
|
15
|
+
of a statistical programming language like R or Octave. Some functions
|
16
|
+
and capabilities are an implementation from other authors and are
|
17
|
+
referenced properly in the class/method.}
|
18
|
+
spec.homepage = "https://github.com/estebanz01/ruby-statistics"
|
19
|
+
spec.license = "MIT"
|
20
|
+
|
21
|
+
# Prevent pushing this gem to RubyGems.org. To allow pushes either set the 'allowed_push_host'
|
22
|
+
# to allow pushing to a single host or delete this section to allow pushing to any host.
|
23
|
+
spec.files = `git ls-files -z`.split("\x0").reject do |f|
|
24
|
+
f.match(%r{^(test|spec|features)/})
|
25
|
+
end
|
26
|
+
spec.bindir = "exe"
|
27
|
+
spec.executables = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
|
28
|
+
spec.require_paths = ["lib"]
|
29
|
+
|
30
|
+
spec.add_development_dependency "bundler", '>= 1.15.4'
|
31
|
+
spec.add_development_dependency "rake", '>= 12.0.0'
|
32
|
+
spec.add_development_dependency "rspec", '>= 3.6.0'
|
33
|
+
spec.add_development_dependency "grb", '0.4.1'
|
34
|
+
spec.add_development_dependency 'byebug', '9.1.0'
|
35
|
+
spec.add_dependency 'descriptive_statistics', '2.5.1'
|
36
|
+
end
|
metadata
ADDED
@@ -0,0 +1,158 @@
|
|
1
|
+
--- !ruby/object:Gem::Specification
|
2
|
+
name: ruby-statistics
|
3
|
+
version: !ruby/object:Gem::Version
|
4
|
+
version: 0.5.0
|
5
|
+
platform: ruby
|
6
|
+
authors:
|
7
|
+
- esteban zapata
|
8
|
+
autorequire:
|
9
|
+
bindir: exe
|
10
|
+
cert_chain: []
|
11
|
+
date: 2017-09-11 00:00:00.000000000 Z
|
12
|
+
dependencies:
|
13
|
+
- !ruby/object:Gem::Dependency
|
14
|
+
name: bundler
|
15
|
+
requirement: !ruby/object:Gem::Requirement
|
16
|
+
requirements:
|
17
|
+
- - ">="
|
18
|
+
- !ruby/object:Gem::Version
|
19
|
+
version: 1.15.4
|
20
|
+
type: :development
|
21
|
+
prerelease: false
|
22
|
+
version_requirements: !ruby/object:Gem::Requirement
|
23
|
+
requirements:
|
24
|
+
- - ">="
|
25
|
+
- !ruby/object:Gem::Version
|
26
|
+
version: 1.15.4
|
27
|
+
- !ruby/object:Gem::Dependency
|
28
|
+
name: rake
|
29
|
+
requirement: !ruby/object:Gem::Requirement
|
30
|
+
requirements:
|
31
|
+
- - ">="
|
32
|
+
- !ruby/object:Gem::Version
|
33
|
+
version: 12.0.0
|
34
|
+
type: :development
|
35
|
+
prerelease: false
|
36
|
+
version_requirements: !ruby/object:Gem::Requirement
|
37
|
+
requirements:
|
38
|
+
- - ">="
|
39
|
+
- !ruby/object:Gem::Version
|
40
|
+
version: 12.0.0
|
41
|
+
- !ruby/object:Gem::Dependency
|
42
|
+
name: rspec
|
43
|
+
requirement: !ruby/object:Gem::Requirement
|
44
|
+
requirements:
|
45
|
+
- - ">="
|
46
|
+
- !ruby/object:Gem::Version
|
47
|
+
version: 3.6.0
|
48
|
+
type: :development
|
49
|
+
prerelease: false
|
50
|
+
version_requirements: !ruby/object:Gem::Requirement
|
51
|
+
requirements:
|
52
|
+
- - ">="
|
53
|
+
- !ruby/object:Gem::Version
|
54
|
+
version: 3.6.0
|
55
|
+
- !ruby/object:Gem::Dependency
|
56
|
+
name: grb
|
57
|
+
requirement: !ruby/object:Gem::Requirement
|
58
|
+
requirements:
|
59
|
+
- - '='
|
60
|
+
- !ruby/object:Gem::Version
|
61
|
+
version: 0.4.1
|
62
|
+
type: :development
|
63
|
+
prerelease: false
|
64
|
+
version_requirements: !ruby/object:Gem::Requirement
|
65
|
+
requirements:
|
66
|
+
- - '='
|
67
|
+
- !ruby/object:Gem::Version
|
68
|
+
version: 0.4.1
|
69
|
+
- !ruby/object:Gem::Dependency
|
70
|
+
name: byebug
|
71
|
+
requirement: !ruby/object:Gem::Requirement
|
72
|
+
requirements:
|
73
|
+
- - '='
|
74
|
+
- !ruby/object:Gem::Version
|
75
|
+
version: 9.1.0
|
76
|
+
type: :development
|
77
|
+
prerelease: false
|
78
|
+
version_requirements: !ruby/object:Gem::Requirement
|
79
|
+
requirements:
|
80
|
+
- - '='
|
81
|
+
- !ruby/object:Gem::Version
|
82
|
+
version: 9.1.0
|
83
|
+
- !ruby/object:Gem::Dependency
|
84
|
+
name: descriptive_statistics
|
85
|
+
requirement: !ruby/object:Gem::Requirement
|
86
|
+
requirements:
|
87
|
+
- - '='
|
88
|
+
- !ruby/object:Gem::Version
|
89
|
+
version: 2.5.1
|
90
|
+
type: :runtime
|
91
|
+
prerelease: false
|
92
|
+
version_requirements: !ruby/object:Gem::Requirement
|
93
|
+
requirements:
|
94
|
+
- - '='
|
95
|
+
- !ruby/object:Gem::Version
|
96
|
+
version: 2.5.1
|
97
|
+
description: |-
|
98
|
+
This gem is intended to accomplish the same purpose as jStat js library:
|
99
|
+
to provide ruby with statistical capabilities without the need
|
100
|
+
of a statistical programming language like R or Octave. Some functions
|
101
|
+
and capabilities are an implementation from other authors and are
|
102
|
+
referenced properly in the class/method.
|
103
|
+
email:
|
104
|
+
- estebanz01@outlook.com
|
105
|
+
executables: []
|
106
|
+
extensions: []
|
107
|
+
extra_rdoc_files: []
|
108
|
+
files:
|
109
|
+
- ".gitignore"
|
110
|
+
- ".rspec"
|
111
|
+
- ".travis.yml"
|
112
|
+
- CODE_OF_CONDUCT.md
|
113
|
+
- Gemfile
|
114
|
+
- LICENSE
|
115
|
+
- LICENSE.txt
|
116
|
+
- README.md
|
117
|
+
- Rakefile
|
118
|
+
- bin/console
|
119
|
+
- bin/setup
|
120
|
+
- lib/math.rb
|
121
|
+
- lib/statistics.rb
|
122
|
+
- lib/statistics/distribution.rb
|
123
|
+
- lib/statistics/distribution/beta.rb
|
124
|
+
- lib/statistics/distribution/binomial.rb
|
125
|
+
- lib/statistics/distribution/chi_squared.rb
|
126
|
+
- lib/statistics/distribution/f.rb
|
127
|
+
- lib/statistics/distribution/normal.rb
|
128
|
+
- lib/statistics/distribution/poisson.rb
|
129
|
+
- lib/statistics/distribution/t_student.rb
|
130
|
+
- lib/statistics/distribution/uniform.rb
|
131
|
+
- lib/statistics/distribution/weibull.rb
|
132
|
+
- lib/statistics/version.rb
|
133
|
+
- ruby-statistics.gemspec
|
134
|
+
homepage: https://github.com/estebanz01/ruby-statistics
|
135
|
+
licenses:
|
136
|
+
- MIT
|
137
|
+
metadata: {}
|
138
|
+
post_install_message:
|
139
|
+
rdoc_options: []
|
140
|
+
require_paths:
|
141
|
+
- lib
|
142
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
143
|
+
requirements:
|
144
|
+
- - ">="
|
145
|
+
- !ruby/object:Gem::Version
|
146
|
+
version: '0'
|
147
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
148
|
+
requirements:
|
149
|
+
- - ">="
|
150
|
+
- !ruby/object:Gem::Version
|
151
|
+
version: '0'
|
152
|
+
requirements: []
|
153
|
+
rubyforge_project:
|
154
|
+
rubygems_version: 2.6.13
|
155
|
+
signing_key:
|
156
|
+
specification_version: 4
|
157
|
+
summary: A ruby gem for som specific statistics. Inspired by the jStat js library.
|
158
|
+
test_files: []
|