rubystats 0.1.2 → 0.2.0

data/lib/rubystats/normal_distribution.rb

@@ -0,0 +1,114 @@
+require 'rubystats/probability_distribution'
+# This class provides an object for encapsulating normal distributions
+# Ported to Ruby from PHPMath class by Bryan Donovan
+# Author:: Jaco van Kooten 
+# Author:: Paul Meagher
+# Author:: Bryan Donovan (http://www.bryandonovan.com)
+module Rubystats
+  class NormalDistribution < Rubystats::ProbabilityDistribution
+    include Rubystats::SpecialMath
+
+    # Constructs a normal distribution (defaults to zero mean and
+    # unity variance).
+    def initialize(mu=0.0, sigma=1.0)
+      @mean = mu
+      if sigma <= 0.0
+        return "error"
+      end
+      @stdev = sigma
+      @variance = sigma**2
+      @pdf_denominator = Sqrt2pi * Math.sqrt(@variance)
+      @cdf_denominator = Sqrt2   * Math.sqrt(@variance)
+    end
+
+    # Returns the mean of the distribution
+    def get_mean 
+      return @mean
+    end
+
+    # Returns the standard deviation of the distribution
+    def get_standard_deviation
+      return @stdev
+    end
+
+    # Returns the variance of the distribution
+    def get_variance
+      return @variance
+    end
+
+    private
+
+    # Obtain single PDF value
+    # Returns the probability that a stochastic variable x has the value X,
+    # i.e. P(x=X)
+    def get_pdf(x)
+      Math.exp( -((x-@mean)**2) / (2 * @variance)) / @pdf_denominator
+    end
+
+    # Obtain single CDF value
+    # Returns the probability that a stochastic variable x is less than X,
+    # i.e. P(x<X)
+    def get_cdf(x)
+      complementary_error( -(x - @mean) / @cdf_denominator) / 2
+    end
+
+    # Obtain single inverse CDF value.
+    #	returns the value X for which P(x&lt;X).
+    def get_icdf(p)
+      check_range(p)
+      if p == 0.0
+        return -Max_value
+      end
+      if p == 1.0
+        return Max_value
+      end
+      if p == 0.5
+        return @mean
+      end
+
+      mean_save = @mean
+      var_save = @variance
+      pdf_D_save = @pdf_denominator
+      cdf_D_save = @cdf_denominator
+      @mean = 0.0
+      @variance = 1.0
+      @pdf_denominator = Math.sqrt(Two_pi)
+      @cdf_denominator = Sqrt2
+      x = find_root(p, 0.0, -100.0, 100.0)
+      #scale back
+      @mean = mean_save
+      @variance = var_save
+      @pdf_denominator = pdf_D_save
+      @cdf_denominator = cdf_D_save
+      return x * Math.sqrt(@variance) + @mean
+    end
+
+    # Uses the polar form of the Box-Muller transformation which
+    #	is both faster and more robust numerically than basic Box-Muller
+    # transform. To speed up repeated RNG computations, two random values
+    # are computed after the while loop and the second one is saved and
+    # directly used if the method is called again.
+    # see http://www.taygeta.com/random/gaussian.html
+    # returns single normal deviate
+    def get_rng
+      if @use_last
+        y1 = @last
+        @use_last = false
+      else
+        w = 1
+        until w < 1.0 do
+          r1 = Kernel.rand
+          r2 = Kernel.rand
+          x1 = 2.0 * r1 - 1.0
+          x2 = 2.0 * r2 - 1.0
+          w  = x1 * x1 * x2 * x2
+        end
+        w = Math.sqrt((-2.0 * Math.log(w)) / w)
+        y1 = x1 * w
+        @last = x2 * w
+        @use_last = true
+      end
+      return @mean + y1 * Math.sqrt(@variance)
+    end
+  end
+end

data/lib/rubystats/probability_distribution.rb

@@ -0,0 +1,131 @@
+require 'rubystats/modules'
+
+module Rubystats
+  class ProbabilityDistribution
+    include Rubystats::NumericalConstants
+    include Rubystats::SpecialMath
+    include Rubystats::ExtraMath
+
+    def initialize
+    end
+
+    def mean
+      get_mean
+    end
+
+    def get_mean
+    end
+
+
+    def pdf(x) 
+      if x.class == Array
+        pdf_vals = []
+        for i in (0..x.length)
+          pdf_vals[i] = get_pdf(x[i])
+        end
+        return pdf_vals
+      else
+        return get_pdf(x)
+      end
+    end
+
+    def get_pdf(x)
+    end
+
+    def cdf(x)
+      if x.class == Array
+        cdf_vals = []
+        for i in (0...x.size)
+          cdf_vals[i] = get_cdf(x[i])
+        end
+        return cdf_vals
+      else
+        return get_cdf(x)
+      end
+    end
+
+    def get_cdf(x)
+    end
+
+    def icdf(p)
+      if p.class == Array
+        inv_vals = []
+        for i in (0..p.length)
+          inv_vals[i] = get_icdf(p[i])
+        end
+        return inv_vals
+      else
+        return get_icdf(p)
+      end
+    end
+
+    def get_icdf(p)
+    end
+
+    def rng(n=1)
+      if n < 1
+        return "Number of random numbers to return must be 1 or greater"
+      end
+      if (n > 1)
+        rnd_vals = []
+        for i in (0..n)
+          rnd_vals[i] = get_rng()
+        end
+        return rnd_vals
+      else
+        return get_rng()
+      end
+    end
+
+    def get_rng() 
+    end
+
+    def check_range(x, lo=0.0, hi=1.0)
+      if (x < lo) || (x > hi)
+        return "error"
+      end
+    end
+
+    def get_factorial(n)
+      if n <= 1
+        return 1
+      else 
+        return n * get_factorial(n-1)
+      end
+    end
+
+    def find_root (prob, guess, x_lo, x_hi) 
+      accuracy = 1.0e-10
+      max_iteration = 150
+      x 		= guess
+      x_new = guess
+      error = 0.0
+      pdf 	= 0.0
+      dx 		= 1000.0
+      i 		= 0
+      while ( dx.abs > accuracy && (i += 1) < max_iteration )
+        #Apply Newton-Raphson step
+        error = cdf(x) - prob
+        if error < 0.0
+          x_lo = x
+        else
+          x_hi = x
+        end
+        pdf = pdf(x)
+        if pdf != 0.0
+          dx = error / pdf
+          x_new = x -dx
+        end
+        # If the NR fails to converge (which for example may be the 
+        # case if the initial guess is too rough) we apply a bisection
+        # step to determine a more narrow interval around the root.
+        if  x_new < x_lo || x_new > x_hi || pdf == 0.0
+          x_new = (x_lo + x_hi) / 2.0
+          dx = x_new - x
+        end
+        x = x_new
+      end
+      return x
+    end
+  end
+end

data/{tests → test}/tc_beta.rb

@@ -1,12 +1,12 @@
 $:.unshift File.join(File.dirname(__FILE__), "..", "lib")
 require 'test/unit'
-require 'beta_distribution'
+require 'rubystats/beta_distribution'
 
 class TestBeta < Test::Unit::TestCase
 	def test_simple
 		p = 12
 		q = 59
-		beta = BetaDistribution.new(p,q)
+		beta = Rubystats::BetaDistribution.new(p,q)
 		assert_equal("0.169014084507042", beta.mean.to_s)
 		assert_equal("0.0441664031038187", beta.standard_deviation.to_s)
 		assert_equal("6.26075815849967", beta.pdf(0.2).to_s)
@@ -61,7 +61,7 @@ class TestBeta < Test::Unit::TestCase
 			lcl=0
 		else
 			q=trials-p+1
-			bin= BetaDistribution.new(p,q)
+			bin= Rubystats::BetaDistribution.new(p,q)
 			lcl=bin.icdf(alpha)
 		end
 		return lcl
@@ -70,7 +70,7 @@ class TestBeta < Test::Unit::TestCase
 	def get_upper_limit(trials,alpha,p)
 		q=trials-p
 		p=p+1
-		bin= BetaDistribution.new(p,q)
+		bin= Rubystats::BetaDistribution.new(p,q)
 		ucl=bin.icdf(1-alpha)
 		return ucl
 	end

data/{tests → test}/tc_binomial.rb

@@ -1,6 +1,6 @@
 $:.unshift File.join(File.dirname(__FILE__), "..", "lib")
 require 'test/unit'
-require 'binomial_distribution'
+require 'rubystats/binomial_distribution'
 
 class TestBinomial < Test::Unit::TestCase
 	def test_simple
@@ -8,14 +8,14 @@ class TestBinomial < Test::Unit::TestCase
 		f = 7 
 		p = 0.05
 
-		bin = BinomialDistribution.new(t,p)
+		bin = Rubystats::BinomialDistribution.new(t,p)
 		cdf = bin.cdf(f)
 		pdf = bin.pdf(f)
 		mean = bin.mean
 		inv_cdf = bin.icdf(cdf)
 
-		assert_equal("0.10602553736479",pdf.to_s)
-		assert_equal("0.87203952137960", cdf.to_s[0,16])
+		assert_in_delta(0.10602553736479, pdf, 0.00000000000001 )
+		assert_in_delta(0.87203952137960, cdf, 0.00000000000001)
 		assert_equal("5.0",mean.to_s)
 		assert_equal(f,inv_cdf)
 	end

data/{tests → test}/tc_fisher.rb

@@ -1,6 +1,6 @@
 $:.unshift File.join(File.dirname(__FILE__), "..", "lib")
 require 'test/unit'
-require 'fishers_exact_test'
+require 'rubystats/fishers_exact_test'
 
 class TestFisher < Test::Unit::TestCase
 	def test_simple
@@ -10,7 +10,7 @@ class TestFisher < Test::Unit::TestCase
 		f2 = 10
 		t1 = tested1 - f1
 		t2 = tested2 - f2
-		fet = FishersExactTest.new
+		fet = Rubystats::FishersExactTest.new
 		fisher = fet.calculate(t1,t2,f1,f2)
 
 		assert_equal("0.188301375769922",fisher[:left].to_s)

data/test/tc_norm.rb

@@ -0,0 +1,14 @@
+$:.unshift File.join(File.dirname(__FILE__), "..", "lib")
+require 'test/unit'
+require 'rubystats/normal_distribution'
+
+class TestNormal < Test::Unit::TestCase
+  def test_simple
+
+    norm = Rubystats::NormalDistribution.new(10,2)
+    cdf = norm.cdf(11)
+
+    assert_equal("0.691462461274013",cdf.to_s)
+    assert_not_nil(norm.rng)
+  end
+end

data/test/tc_require_all.rb

@@ -0,0 +1,18 @@
+$:.unshift File.join(File.dirname(__FILE__), "..", "lib")
+
+#
+# test that we can use old api that wasn't namespaced
+#
+
+require 'test/unit'
+require 'rubystats'
+
+class TestNormal < Test::Unit::TestCase
+  def test_simple
+    norm = NormalDistribution.new(10,2)
+    cdf = norm.cdf(11)
+
+    assert_equal("0.691462461274013",cdf.to_s)
+    assert_not_nil(norm.rng)
+  end
+end

metadata

@@ -1,64 +1,85 @@
 --- !ruby/object:Gem::Specification 
-rubygems_version: 0.9.0
-specification_version: 1
 name: rubystats
 version: !ruby/object:Gem::Version 
-  version: 0.1.2
-date: 2007-05-18 00:00:00 -07:00
-summary: Classes for statistical calculations, e.g., binomial, beta, and normal distributions with PDF, CDF and inverse CDF (all ported from PHPMath) as well as Fisher's Exact Test
-require_paths: 
-- lib
-email: Bryandonovan@myrealbox.com
-homepage: http://www.bryandonovan.com
-rubyforge_project: 
-description: 
-autorequire: 
-default_executable: 
-bindir: bin
-has_rdoc: true
-required_ruby_version: !ruby/object:Gem::Version::Requirement 
-  requirements: 
-  - - ">"
-    - !ruby/object:Gem::Version 
-      version: 0.0.0
-  version: 
+  version: 0.2.0
 platform: ruby
-signing_key: 
-cert_chain: 
-post_install_message: 
 authors: 
-- Bryan Donovan
-files: 
-- lib/beta_distribution.rb
-- lib/binomial_distribution.rb
-- lib/fishers_exact_test.rb
-- lib/modules
-- lib/normal_distribution.rb
-- lib/probability_distribution.rb
-- lib/modules/extra_math.rb
-- lib/modules/numerical_constants.rb
-- lib/modules/special_math.rb
-- tests/tc_beta.rb
-- tests/tc_binomial.rb
-- tests/tc_fisher.rb
-- tests/tc_norm.rb
-- tests/ts_stats.rb
-- examples/beta.rb
-- examples/binomial.rb
-- examples/fisher.rb
-- examples/norm.rb
-- README
-test_files: 
-- tests/ts_stats.rb
-rdoc_options: []
+- Bryan Donovan - http://www.bryandonovan.com
+autorequire: 
+bindir: bin
+cert_chain: []
 
-extra_rdoc_files: 
-- README
+date: 2008-04-15 00:00:00 +00:00
+default_executable: 
+dependencies: 
+- !ruby/object:Gem::Dependency 
+  name: hoe
+  version_requirement: 
+  version_requirements: !ruby/object:Gem::Requirement 
+    requirements: 
+    - - ">="
+      - !ruby/object:Gem::Version 
+        version: 1.5.1
+    version: 
+description: Ruby Stats is a port of the statistics libraries from PHPMath. Probability distributions include binomial, beta, and normal distributions with PDF, CDF and inverse CDF as well as Fisher's Exact Test.
+email: b.dondo+rubyforge@gmail.com
 executables: []
 
 extensions: []
 
+extra_rdoc_files: 
+- History.txt
+- Manifest.txt
+- README.txt
+files: 
+- History.txt
+- Manifest.txt
+- README.txt
+- Rakefile
+- examples/beta.rb
+- examples/binomial.rb
+- examples/failrate_vs_goal.rb
+- examples/fisher.rb
+- examples/norm.rb
+- lib/rubystats.rb
+- lib/rubystats/beta_distribution.rb
+- lib/rubystats/binomial_distribution.rb
+- lib/rubystats/fishers_exact_test.rb
+- lib/rubystats/modules.rb
+- lib/rubystats/normal_distribution.rb
+- lib/rubystats/probability_distribution.rb
+- test/tc_beta.rb
+- test/tc_binomial.rb
+- test/tc_fisher.rb
+- test/tc_norm.rb
+- test/tc_require_all.rb
+- test/ts_stats.rb
+has_rdoc: true
+homepage: http://rubyforge.org/projects/rubystats/
+post_install_message: 
+rdoc_options: 
+- --main
+- README.txt
+require_paths: 
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement 
+  requirements: 
+  - - ">="
+    - !ruby/object:Gem::Version 
+      version: "0"
+  version: 
+required_rubygems_version: !ruby/object:Gem::Requirement 
+  requirements: 
+  - - ">="
+    - !ruby/object:Gem::Version 
+      version: "0"
+  version: 
 requirements: []
 
-dependencies: []
+rubyforge_project: rubystats
+rubygems_version: 1.1.0
+signing_key: 
+specification_version: 2
+summary: Port of PHPMath to Ruby
+test_files: []