rubystats 0.2.1 → 0.2.2

data/History.txt

@@ -1,3 +1,7 @@
+=== 0.2.2 / 2008-05-09
+* Added exponential distribution class
+* Replaced constants in NumericalConstants module with uppercase versions to follow Ruby convention  
+
 === 0.2.1 / 2008-05-08
 * Bug fix for Normal Distribution RNG function (RubyForge bug #20044)
    * thanks, Daniel Moore (yahivin)
@@ -8,4 +12,4 @@
   * Added lib/rubystats subdirectory and namespaced all classes under the Rubystats module.  
   * Added another example or two and fixed bug #16827. 
   * Should not break old API 
-  *Now using Hoe to manage gem.
+  * Now using Hoe to manage gem.

data/Manifest.txt

@@ -4,18 +4,21 @@ README.txt
 Rakefile
 examples/beta.rb
 examples/binomial.rb
+examples/exponential.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/exponential_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_exponential.rb
 test/tc_fisher.rb
 test/tc_norm.rb
 test/tc_require_all.rb

data/README.txt

@@ -1,4 +1,4 @@
-= rubystats
+= Rubystats
 
 * http://rubyforge.org/projects/rubystats/
 
@@ -9,6 +9,9 @@
  various sources).
  See http://www.phpmath.com/ for PHPMath libraries.
 
+ Currently includes classes for normal, binomial, beta and exponential distributions, with more
+ planned to be added.
+
  See examples and tests for usage.
 
 == NOTE for version 0.2.0:
@@ -30,7 +33,7 @@
  2006-2008
 
 
-== WARNING
+== WARNING:
 This is beta-quality software. It works well according to my tests, but the API may change and other features may be added.
 
 == FEATURES:
@@ -39,6 +42,7 @@ Classes for distributions:
 * Normal
 * Binomial
 * Beta
+* Exponential
 
 Also includes Fisher's Exact Test
 

data/Rakefile

@@ -1,3 +1,5 @@
+# -*- ruby -*-
+
 require 'rubygems'
 require 'hoe'
 $:.unshift(File.dirname(__FILE__) + "/lib")
@@ -17,3 +19,24 @@ end
 rule '' do |t|
   system "cd test && ruby ts_stats.rb"
 end
+
+ALLISON = "/opt/local/lib/ruby/gems/1.8/gems/allison-2.0.3/lib/allison.rb"
+
+Rake::RDocTask.new do |rd|  
+  rd.main = "README.txt"  
+  rd.rdoc_dir = "doc"  
+  rd.rdoc_files.include(  
+      "README.txt",  
+      "History.txt",  
+      "Manifest.txt",  
+      "lib/**/*.rb",
+      "examples/**/*.rb",
+      "test/**/*.rb")  
+  rd.title = "Rubystats RDoc"  
+
+  rd.options << '-S' # inline source  
+
+  rd.template = ALLISON if File.exist?(ALLISON)  
+end  
+
+# vim: syntax=Ruby

data/examples/exponential.rb

@@ -0,0 +1,5 @@
+$:.unshift File.join(File.dirname(__FILE__), "..", "lib")
+require 'rubystats/exponential_distribution'
+lmbda = 1
+expd = Rubystats::ExponentialDistribution.new(lmbda)
+puts expd.pdf(2)

data/lib/rubystats.rb

@@ -1,9 +1,10 @@
 module Rubystats
-  VERSION = '0.2.1'
+  VERSION = '0.2.2'
 end
 
 require 'rubystats/normal_distribution'
 require 'rubystats/binomial_distribution'
 require 'rubystats/beta_distribution'
 require 'rubystats/fishers_exact_test'
+require 'rubystats/exponential_distribution'
 include Rubystats

data/lib/rubystats/binomial_distribution.rb

@@ -10,36 +10,39 @@ module Rubystats
     include Rubystats::SpecialMath
     include Rubystats::ExtraMath
 
+    attr_reader :p, :n
+    attr_writer :p, :n
+
     # Constructs a binomial distribution
     def initialize (trials, prob)
       if trials <= 0
-        raise "Error: trials must be greater than 0"
+        raise ArgumentError.new("Error: trials must be greater than 0")
       end
       @n = trials
       if prob < 0.0 || prob > 1.0
-        raise "Error: prob must be between 0 and 1"
+        raise ArgumentError.new("prob must be between 0 and 1")
       end
       @p = prob
     end
 
     #returns the number of trials
     def get_trials_parameter
-      return @n
+      @n
     end
 
     #returns the probability
     def get_probability_parameter
-      return @p
+      @p
     end
 
     #returns the mean
     def get_mean
-      return @n * @p
+      @n * @p
     end
 
     #returns the variance
-    def variance
-      return @n * @p * (1.0 - @p)
+    def get_variance
+      @n * @p * (1.0 - @p)
     end
 
     # Probability density function of a binomial distribution (equivalent

data/lib/rubystats/exponential_distribution.rb

@@ -0,0 +1,60 @@
+require 'rubystats/probability_distribution'
+# This class provides an object for encapsulating exponential distributions
+# Ported to Ruby from PHPMath class by Bryan Donovan
+# Author:: Mark Hale
+# Author:: Paul Meagher
+# Author:: Bryan Donovan (http://www.bryandonovan.com)
+module Rubystats
+  class ExponentialDistribution < Rubystats::ProbabilityDistribution
+    include Rubystats::NumericalConstants
+    include Rubystats::SpecialMath
+    include Rubystats::ExtraMath
+
+    def initialize(decay=1) 
+      if decay < 0.0
+        raise ArgumentError.new("Decay parameter should be positive.")
+      end
+      @rate = decay
+    end
+
+    private
+
+    def get_mean 
+      @rate
+    end
+
+    def get_variance 
+      @rate * @rate
+    end
+
+    # Private method to obtain single PDF value.
+    # x should be greater than 0  
+    # returns the probability that a stochastic variable x has the value X, i.e. P(x=X). 
+    def get_pdf(x) 
+      check_range(x, 0.0, MAX_VALUE)
+      @rate * Math.exp(-1 * @rate * x)
+    end
+
+    # Private method to obtain single CDF value.
+    # param x should be greater than 0    
+    # return the probability that a stochastic variable x is less then X, i.e. P(x<X).
+    def get_cdf(x)
+      check_range(x,0.0,MAX_VALUE)
+      1.0 - Math.exp(-1 * @rate * x)    
+    end
+
+    # Private method to obtain single inverse CDF value.
+    # return the value X for which P(x<X).
+    def get_icdf(p) 
+      check_range(p)
+      -1 * Math.log(1.0 - p) / @rate
+    end
+
+    # Private method to obtain single RNG value.
+    # return exponential random deviate
+    def get_rng   
+      -(Math.log(Kernel.rand) / @rate)
+    end
+
+  end
+end

data/lib/rubystats/modules.rb

@@ -7,19 +7,19 @@ module Rubystats
   end
 
   module NumericalConstants
-    Max_float = 3.40282346638528860e292
-    Eps = 2.22e-16
-    Max_value = 1.2e290
-    Log_gamma_x_max_value = 2.55e292
-    Gamma_x_max_value = 171.624
-    Sqrt2pi = 2.5066282746310005024157652848110452530069867406099
-    Sqrt2 = 1.4142135623730950488016887242096980785696718753769
-    Xminin = 2.23e-303
-    Max_iterations = 1000
-    Precision = 8.88e-016
-    Two_pi = 6.2831853071795864769252867665590057683943387987502
-    Gamma = 0.57721566490153286060651209008240243104215933593992
-    Golden_ratio = 1.6180339887498948482045868343656381177203091798058
+    MAX_FLOAT = 3.40282346638528860e292
+    EPS = 2.22e-16
+    MAX_VALUE = 1.2e290
+    LOG_GAMMA_X_MAX_VALUE = 2.55e292
+    GAMMA_X_MAX_VALUE = 171.624
+    SQRT2PI = 2.5066282746310005024157652848110452530069867406099
+    SQRT2 = 1.4142135623730950488016887242096980785696718753769
+    XMININ = 2.23e-303
+    MAX_ITERATIONS = 1000
+    PRECISION = 8.88e-016
+    TWO_PI = 6.2831853071795864769252867665590057683943387987502
+    GAMMA = 0.57721566490153286060651209008240243104215933593992
+    GOLDEN_RATIO = 1.6180339887498948482045868343656381177203091798058
   end
 
 
@@ -36,8 +36,8 @@ module Rubystats
 
     include Rubystats::NumericalConstants
 
-    @logGammaCache_res = 0.0
-    @logGammaCache_x   = 0.0
+    @logGAMMACache_res = 0.0
+    @logGAMMACache_x   = 0.0
     @logBetaCache_res  = 0.0
     @logBetaCache_p    = 0.0
     @logBetaCache_q    = 0.0
@@ -46,7 +46,7 @@ module Rubystats
       if p != @logBetaCache_p || q != @logBetaCache_q 
         logBetaCache_p = p
         logBetaCache_q = q
-        if p <= 0.0 || q <= 0.0 || (p + q) > Log_gamma_x_max_value
+        if p <= 0.0 || q <= 0.0 || (p + q) > LOG_GAMMA_X_MAX_VALUE
           logBetaCache_res = 0.0
         else
           logBetaCache_res = log_gamma(p) + log_gamma(q) - log_gamma(p + q)
@@ -55,7 +55,7 @@ module Rubystats
       end
     end
 
-    # Gamma function.
+    # GAMMA function.
     # Based on public domain NETLIB (Fortran) code by W. J. Cody and L. Stoltz<BR>
     # Applied Mathematics Division<BR>
     # Argonne National Laboratory<BR>
@@ -84,8 +84,8 @@ module Rubystats
     # </P>
     # Author:: Jaco van Kooten
 
-    def gamma(x) 
-      # gamma related constants
+    def GAMMA(x) 
+      # GAMMA related constants
       g_p = [ -1.71618513886549492533811, 24.7656508055759199108314,
         -379.804256470945635097577, 629.331155312818442661052,
         866.966202790413211295064, -31451.2729688483675254357,
@@ -116,21 +116,21 @@ module Rubystats
             y += 1
           end
         else
-          return Max_value
+          return MAX_VALUE
         end
       end
 
       # ----------------------------------------------------------------------
       #  Argument is positive
       # ----------------------------------------------------------------------
-      if y < Eps
+      if y < EPS
         # ----------------------------------------------------------------------
         #  Argument .LT. EPS
         # ----------------------------------------------------------------------
-        if y >= Xminin
+        if y >= XMININ
           res = 1.0 / y
         else
-          return Max_value
+          return MAX_VALUE
         end
       elsif y < 12.0
         y1 = y
@@ -177,17 +177,17 @@ module Rubystats
         # ----------------------------------------------------------------------
         #  Evaluate for argument .GE. 12.0
         # ----------------------------------------------------------------------
-        if y <= Gamma_x_max_value
+        if y <= GAMMA_X_MAX_VALUE
           ysq = y * y
           sum = g_c[6]
           for i in(0...6) 
             sum = sum / ysq + g_c[i]
-            sum = sum / y - y + log(sqrt2pi)
+            sum = sum / y - y + log(SQRT2PI)
             sum += (y - 0.5) * log(y)
             res = Math.exp(sum)
           end
         else
-          return Max_value
+          return MAX_VALUE
         end
         # ----------------------------------------------------------------------
         #  Final adjustments and return
@@ -203,8 +203,8 @@ module Rubystats
     end
 
     def log_gamma(x)
-      logGammaCache_res = @logGammaCache_res
-      logGammaCache_x = @logGammaCache_x
+      logGAMMACache_res = @logGAMMACache_res
+      logGAMMACache_x = @logGAMMACache_x
 
       lg_d1 = -0.5772156649015328605195174
       lg_d2 = 0.4227843350984671393993777
@@ -251,17 +251,17 @@ module Rubystats
         -0.002777777777777681622553, 0.08333333333333333331554247,
         0.0057083835261 ]
 
-      # Rough estimate of the fourth root of logGamma_xBig
+      # Rough estimate of the fourth root of logGAMMA_xBig
       lg_frtbig = 2.25e76
       pnt68     = 0.6796875
 
-      if x == logGammaCache_x
-        return logGammaCache_res
+      if x == logGAMMACache_x
+        return logGAMMACache_res
       end
 
       y = x
-      if y > 0.0 && y <= Log_gamma_x_max_value
-        if y <= Eps
+      if y > 0.0 && y <= LOG_GAMMA_X_MAX_VALUE
+        if y <= EPS
           res = -Math.log(y)
         elsif y <= 1.5
           # EPS .LT. X .LE. 1.5
@@ -323,21 +323,21 @@ module Rubystats
           end
           res = res/y
           corr = Math.log(y)
-          res = res + Math.log(Sqrt2pi) - 0.5 * corr
+          res = res + Math.log(SQRT2PI) - 0.5 * corr
           res = res + y * (corr - 1.0)
         end
       else
         #return for bad arguments
-        res = Max_value
+        res = MAX_VALUE
       end
       # final adjustments and return
-      logGammaCache_x = x
-      logGammaCache_res = res
+      logGAMMACache_x = x
+      logGAMMACache_res = res
       return res
     end
 
 
-    # Incomplete gamma function.
+    # Incomplete GAMMA function.
     # The computation is based on approximations presented in 
     # Numerical Recipes, Chapter 6.2 (W.H. Press et al, 1992).
     # @param a require a>=0
@@ -345,26 +345,26 @@ module Rubystats
     # @return 0 if x<0, a<=0 or a>2.55E305 to avoid errors and over/underflow
     # @author Jaco van Kooten
 
-    def incomplete_gamma(a, x) 
-      if x <= 0.0 || a <= 0.0 || a > Log_gamma_x_max_value
+    def incomplete_GAMMA(a, x) 
+      if x <= 0.0 || a <= 0.0 || a > LOG_GAMMA_X_MAX_VALUE
         return 0.0
       elsif x < (a + 1.0)
-        return gamma_series_expansion(a, x)
+        return GAMMA_series_expansion(a, x)
       else
-        return 1.0-gamma_fraction(a, x)
+        return 1.0-GAMMA_fraction(a, x)
       end
     end
 
     # Author:: Jaco van Kooten
-    def gamma_series_expansion(a, x)
+    def GAMMA_series_expansion(a, x)
       ap  = a
       del = 1.0 / a
       sum = del
-      for n in (1...Max_iterations)
+      for n in (1...MAX_ITERATIONS)
         ap += 1
         del *= x / ap
         sum += del
-        if del < sum * Precision
+        if del < sum * PRECISION
           return sum * Math.exp(-x + a * Math.log(x) - log_gamma(a))
         end
       end
@@ -372,23 +372,23 @@ module Rubystats
     end
 
     # Author:: Jaco van Kooten
-    def gamma_fraction(a, x) 
+    def GAMMA_fraction(a, x) 
       b  = x + 1.0 - a
-      c  = 1.0 / Xminin
+      c  = 1.0 / XMININ
       d  = 1.0 / b
       h  = d
       del= 0.0
       an = 0.0
-      for i in (1...Max_iterations) 
-        if (del-1.0).abs > Precision
+      for i in (1...MAX_ITERATIONS) 
+        if (del-1.0).abs > PRECISION
           an = -i * (i - a)
           b += 2.0
           d  = an * d + b
           c  = b + an / c
-          if c.abs < Xminin
-            c = Xminin
-            if d.abs < Xminin
-              c = Xminin
+          if c.abs < XMININ
+            c = XMININ
+            if d.abs < XMININ
+              c = XMININ
               d   = 1.0 / d
               del = d * c
               h  *= del
@@ -404,7 +404,7 @@ module Rubystats
     # Author:: Jaco van Kooten
 
     def beta(p, q) 
-      if p <= 0.0 || q <= 0.0 || (p + q) > Log_gamma_x_max_value
+      if p <= 0.0 || q <= 0.0 || (p + q) > LOG_GAMMA_X_MAX_VALUE
         return 0.0
       else 
         return Math.exp(log_beta(p, q))
@@ -424,7 +424,7 @@ module Rubystats
         return 0.0
       elsif x >= 1.0
         return 1.0
-      elsif p <= 0.0 || q <= 0.0 || (p + q) > Log_gamma_x_max_value
+      elsif p <= 0.0 || q <= 0.0 || (p + q) > LOG_GAMMA_X_MAX_VALUE
         return 0.0
       else 
         beta_gam = Math.exp( -log_beta(p, q) + p * Math.log(x) + q * Math.log(1.0 - x) )
@@ -448,38 +448,38 @@ module Rubystats
       p_plus  = p + 1.0
       p_minus = p - 1.0
       h = 1.0 - sum_pq * x / p_plus
-      if h.abs < Xminin 
-        h = Xminin
+      if h.abs < XMININ 
+        h = XMININ
       end
       h     = 1.0 / h
       frac  = h
       m     = 1
       delta = 0.0
 
-      while (m <= Max_iterations) && ((delta - 1.0).abs > Precision) 
+      while (m <= MAX_ITERATIONS) && ((delta - 1.0).abs > PRECISION) 
         m2 = 2 * m
         # even index for d
         d = m * (q - m) * x / ( (p_minus + m2) * (p + m2))
         h = 1.0 + d * h
-        if h.abs < Xminin
-          h = Xminin
+        if h.abs < XMININ
+          h = XMININ
         end
         h = 1.0 / h
         c = 1.0 + d / c
-        if c.abs < Xminin
-          c = Xminin
+        if c.abs < XMININ
+          c = XMININ
         end
         frac *= h * c
         # odd index for d
         d = -(p + m) * (sum_pq + m) * x / ((p + m2) * (p_plus + m2))
         h = 1.0 + d * h
-        if h.abs < Xminin
-          h = Xminin
+        if h.abs < XMININ
+          h = XMININ
         end
         h = 1.0 / h
         c = 1.0 + d / c
-        if c.abs < Xminin
-          c = Xminin
+        if c.abs < XMININ
+          c = XMININ
         end
         delta = h * c
         frac *= delta
@@ -563,7 +563,7 @@ module Rubystats
     #     
     #           Note1:
     #            To compute exp(-x*x-0.5625+R/S), let s be a single
-    #            precision number and s := x then
+    #            PRECISION number and s := x then
     #             -x*x = -s*s + (s-x)*(s+x)
     #                 exp(-x*x-0.5626+R/S) =
     #                 exp(-s*s-0.5625)*exp((s-x)*(s+x)+R/S)

data/lib/rubystats/normal_distribution.rb

@@ -17,8 +17,8 @@ module Rubystats
       end
       @stdev = sigma
       @variance = sigma**2
-      @pdf_denominator = Sqrt2pi * Math.sqrt(@variance)
-      @cdf_denominator = Sqrt2   * Math.sqrt(@variance)
+      @pdf_denominator = SQRT2PI * Math.sqrt(@variance)
+      @cdf_denominator = SQRT2   * Math.sqrt(@variance)
     end
 
     # Returns the mean of the distribution
@@ -57,10 +57,10 @@ module Rubystats
     def get_icdf(p)
       check_range(p)
       if p == 0.0
-        return -Max_value
+        return -MAX_VALUE
       end
       if p == 1.0
-        return Max_value
+        return MAX_VALUE
       end
       if p == 0.5
         return @mean
@@ -72,8 +72,8 @@ module Rubystats
       cdf_D_save = @cdf_denominator
       @mean = 0.0
       @variance = 1.0
-      @pdf_denominator = Math.sqrt(Two_pi)
-      @cdf_denominator = Sqrt2
+      @pdf_denominator = Math.sqrt(TWO_PI)
+      @cdf_denominator = SQRT2
       x = find_root(p, 0.0, -100.0, 100.0)
       #scale back
       @mean = mean_save

data/lib/rubystats/probability_distribution.rb

@@ -1,6 +1,15 @@
 require 'rubystats/modules'
 
 module Rubystats
+  # The ProbabilityDistribution superclass provides an object 
+  # for encapsulating probability distributions.
+  # 
+  # Author: Jaco van Kooten 
+  # Author: Mark Hale 
+  # Author: Paul Meagher 
+  # Author: Jesus Castagnetto 
+  # Author: Bryan Donovan (port from PHPmath to Ruby) 
+  
   class ProbabilityDistribution
     include Rubystats::NumericalConstants
     include Rubystats::SpecialMath
@@ -9,18 +18,21 @@ module Rubystats
     def initialize
     end
 
+    #returns the distribution mean
     def mean
       get_mean
     end
 
-    def get_mean
+    #returns distribution variance
+    def variance
+      get_variance
     end
 
-
+    #Probability density function 
     def pdf(x) 
       if x.class == Array
         pdf_vals = []
-        for i in (0..x.length)
+        for i in (0 ... x.length)
           pdf_vals[i] = get_pdf(x[i])
         end
         return pdf_vals
@@ -29,9 +41,7 @@ module Rubystats
       end
     end
 
-    def get_pdf(x)
-    end
-
+    #Cummulative distribution function
     def cdf(x)
       if x.class == Array
         cdf_vals = []
@@ -44,9 +54,7 @@ module Rubystats
       end
     end
 
-    def get_cdf(x)
-    end
-
+    #Inverse CDF
     def icdf(p)
       if p.class == Array
         inv_vals = []
@@ -59,9 +67,7 @@ module Rubystats
       end
     end
 
-    def get_icdf(p)
-    end
-
+    #Returns random number(s) using subclass's get_rng method 
     def rng(n=1)
       if n < 1
         return "Number of random numbers to return must be 1 or greater"
@@ -77,12 +83,46 @@ module Rubystats
       end
     end
 
-    def get_rng() 
+
+    private
+
+    #private method to be implemented in subclass
+    def get_mean
+    end
+
+    #private method to be implemented in subclass
+    def get_variance
+    end
+
+    #private method to be implemented in subclass
+    #returns the probability that a stochastic variable x has the value X, i.e. P(x=X). 
+    def get_pdf(x)
+    end
+
+    #private method to be implemented in subclass
+    #returns the probability that a stochastic variable x is less then X, i.e. P(x&lt;X). 
+    def get_cdf(x)
+    end
+
+    #private method to be implemented in subclass
+    #returns the value X for which P(x&lt;X). 
+    def get_icdf(p)
     end
 
+    #private method to be implemented in subclass
+    #Random number generator
+    def get_rng 
+    end
+
+    
+    public
+
+    #check that variable is between lo and hi limits. 
+    #lo default is 0.0 and hi default is 1.0
     def check_range(x, lo=0.0, hi=1.0)
-      if (x < lo) || (x > hi)
-        return "error"
+      raise ArgumentError.new("x cannot be nil") if x.nil?
+      if x < lo or x > hi
+        raise ArgumentError.new("x must be less than lo (#{lo}) and greater than hi (#{hi})") 
       end
     end
 
@@ -94,7 +134,7 @@ module Rubystats
       end
     end
 
-    def find_root (prob, guess, x_lo, x_hi) 
+    def find_root(prob, guess, x_lo, x_hi) 
       accuracy = 1.0e-10
       max_iteration = 150
       x 		= guess

data/test/tc_beta.rb

@@ -28,12 +28,17 @@ class TestBeta < Test::Unit::TestCase
 			0.956058132801147,
 			0.995358286711105,
 			0.99971672771575]
-		assert_equal(expected_pvals.to_s, p_vals.to_s)
-		assert_equal(expected_cvals.to_s, c_vals.to_s)
+     
+    0.upto(x_vals.size - 1) do |i|
+      assert_in_delta expected_pvals[i], p_vals[i], 0.00000001
+      assert_in_delta expected_cvals[i], c_vals[i], 0.00000001
+      i += 1
+    end
+
 		x_vals.each do |x|
 			cdf = beta.cdf(x)
 			inv_cdf = beta.icdf(cdf)
-			assert_in_delta(x.to_s, inv_cdf.to_s, 0.00000001)
+			assert_in_delta(x, inv_cdf, 0.00000001)
 		end
 
 	end

data/test/tc_exponential.rb

@@ -0,0 +1,60 @@
+$:.unshift File.join(File.dirname(__FILE__), "..", "lib")
+require 'test/unit'
+require 'rubystats/exponential_distribution'
+
+class TestExponential < Test::Unit::TestCase
+  def test_simple
+    lmbda = 1
+    expd = Rubystats::ExponentialDistribution.new(lmbda)
+    assert_equal(1, expd.mean)
+    assert_equal(1, expd.variance)
+    assert_in_delta(0.13533528323661, expd.pdf(2), 0.00000001)
+    assert_in_delta(0.95021293163214, expd.cdf(3), 0.00000001)
+    assert_in_delta(2.9997402949515, expd.icdf(0.9502), 0.00000001)
+    assert !expd.rng.nil?
+    # make sure the mean of RNG values is close to the expected mean
+    rngs = []
+    rngsum = 0
+    n = 5000
+    n.times do 
+      rng = expd.rng
+      rngs << rng
+      rngsum += rng
+    end
+    avg = rngsum / n
+    assert_in_delta(avg, 1, 0.1)
+
+    x_vals = [0, 0.5, 1, 1.5, 2, 2.5, 3, 3.5]
+    p_vals = expd.pdf(x_vals)
+
+    c_vals = expd.cdf(x_vals)
+    expected_pvals = [1.0,
+    0.60653065971263,
+    0.36787944117144,
+    0.22313016014843,
+    0.13533528323661,
+    0.082084998623899,
+    0.049787068367864,
+    0.030197383422319 ]
+    expected_cvals = [0.0,
+    0.39346934028737,
+    0.63212055882856,
+    0.77686983985157,
+    0.86466471676339,
+    0.9179150013761,
+    0.95021293163214,
+    0.96980261657768 ]
+
+    0.upto(x_vals.size - 1) do |i|
+      assert_in_delta expected_pvals[i], p_vals[i], 0.00000001
+      assert_in_delta expected_cvals[i], c_vals[i], 0.00000001
+      i += 1
+    end
+
+    x_vals.each do |x|
+      cdf = expd.cdf(x)
+      inv_cdf = expd.icdf(cdf)
+      assert_in_delta(x, inv_cdf, 0.00000001)
+    end
+  end
+end

data/test/tc_require_all.rb

@@ -14,5 +14,7 @@ class TestNormal < Test::Unit::TestCase
 
     assert_equal("0.691462461274013",cdf.to_s)
     assert_not_nil(norm.rng)
+
+    expd = ExponentialDistribution.new(2)
   end
 end

data/test/ts_stats.rb

@@ -3,3 +3,5 @@ require 'tc_fisher'
 require 'tc_binomial'
 require 'tc_beta'
 require 'tc_norm'
+require 'tc_exponential'
+require 'tc_require_all'

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification 
 name: rubystats
 version: !ruby/object:Gem::Version 
-  version: 0.2.1
+  version: 0.2.2
 platform: ruby
 authors: 
 - Bryan Donovan - http://www.bryandonovan.com
@@ -9,7 +9,7 @@ autorequire:
 bindir: bin
 cert_chain: []
 
-date: 2008-05-08 00:00:00 -07:00
+date: 2008-05-09 00:00:00 -07:00
 default_executable: 
 dependencies: 
 - !ruby/object:Gem::Dependency 
@@ -38,18 +38,21 @@ files:
 - Rakefile
 - examples/beta.rb
 - examples/binomial.rb
+- examples/exponential.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/exponential_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_exponential.rb
 - test/tc_fisher.rb
 - test/tc_norm.rb
 - test/tc_require_all.rb