statistical 0.1.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +7 -0
- data/.gitignore +15 -0
- data/.rubocop.yml +111 -0
- data/.travis.yml +7 -0
- data/CONTRIBUTING.md +73 -0
- data/Gemfile +7 -0
- data/LICENSE.txt +21 -0
- data/README.md +37 -0
- data/Rakefile +43 -0
- data/bin/console +11 -0
- data/bin/distribution +53 -0
- data/bin/setup +8 -0
- data/data/template/distribution.erb +84 -0
- data/data/template/rng.erb +53 -0
- data/data/template/spec.erb +142 -0
- data/lib/core_extensions.rb +35 -0
- data/lib/statistical.rb +7 -0
- data/lib/statistical/distribution.rb +36 -0
- data/lib/statistical/distribution/bernoulli.rb +29 -0
- data/lib/statistical/distribution/exponential.rb +85 -0
- data/lib/statistical/distribution/laplace.rb +101 -0
- data/lib/statistical/distribution/two_point.rb +144 -0
- data/lib/statistical/distribution/uniform.rb +98 -0
- data/lib/statistical/distribution/uniform_discrete.rb +133 -0
- data/lib/statistical/distribution/weibull.rb +99 -0
- data/lib/statistical/helpers.rb +132 -0
- data/lib/statistical/rng.rb +37 -0
- data/lib/statistical/rng/bernoulli.rb +29 -0
- data/lib/statistical/rng/exponential.rb +56 -0
- data/lib/statistical/rng/laplace.rb +57 -0
- data/lib/statistical/rng/two_point.rb +70 -0
- data/lib/statistical/rng/uniform.rb +62 -0
- data/lib/statistical/rng/uniform_discrete.rb +78 -0
- data/lib/statistical/rng/weibull.rb +58 -0
- data/lib/statistical/version.rb +3 -0
- data/statistical.gemspec +28 -0
- metadata +165 -0
checksums.yaml
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SHA1:
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metadata.gz: 386aaee4684c8ee33471467a97cb425c193d11a4
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data.tar.gz: 3dd98e635eba8c3aa81d180e269d09676343333f
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metadata.gz: 2f0fbbb0170e4602d9a4aec6239afd7cc881c7cd8840fe640d8d5a989ac9b2e3bc5de9bc3dd2d35c0c59ba399c88c7f2f16e163a751bbd018190420a48f3e33c
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data.tar.gz: e0c1d634ea53c89194efdfc3dc271b003f098311619d6a08aa1aca96dd615a0779cfac8880efd16944ba0deb63df298e64dbc72bde07786a4344b7fa08aec073
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data/.gitignore
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data/.rubocop.yml
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# This configuration was generated by
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# `rubocop --auto-gen-config`
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# on 2016-02-11 17:16:01 +0000 using RuboCop version 0.37.2.
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# The point is for the user to remove these configuration records
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# one by one as the offenses are removed from the code base.
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# Note that changes in the inspected code, or installation of new
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# versions of RuboCop, may require this file to be generated again.
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# Configuration parameters: AllowHeredoc, AllowURI, URISchemes.
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# URISchemes: http, https
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Metrics/LineLength:
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Max: 80
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- 'spec/**/*'
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- 'test/**/*'
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- 'statistical.gemspec'
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- 'bin/distribution'
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# 25 decided upon arbitrarily
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# Cop supports --auto-correct.
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# Configuration parameters: EnforcedStyle, SupportedStyles, UseHashRocketsWithSymbolValues.
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# SupportedStyles: ruby19, ruby19_no_mixed_keys, hash_rockets
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Enabled: true
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UseHashRocketsWithSymbolValues: true
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- 'statistical.gemspec'
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# Cop supports --auto-correct.
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- 'statistical.gemspec'
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# Configuration parameters: EnforcedStyle, SupportedStyles, EnforcedStyleForEmptyBraces, SpaceBeforeBlockParameters.
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# SupportedStyles: space, no_space
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Enabled: true
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# Configuration parameters: EnforcedStyle, SupportedStyles, ConsistentQuotesInMultiline.
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# SupportedStyles: single_quotes, double_quotes
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# SupportedStyles: final_newline, final_blank_line
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EnforcedStyle: final_newline
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- 'spec/**/*'
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- 'test/**/*'
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- 'statistical.gemspec'
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# I'm fine with either
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# Allow non-ascii characters in comments
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Style/AsciiComments:
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data/.travis.yml
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data/CONTRIBUTING.md
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# Adding a new distribution
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run `bundle exec bin/distribution -n <dist_name>` from the project root to add boilerplate code for the distribution class, rng class and specs.
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## Structure
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The gem is split into random number generators and the abstract probabilty distributions that these generators draw from.
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To add an RNG for a distribution in `statistical/lib/rng` a class with the same name must be defined under `statistical/lib/distribution` under the `Distribution` module
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`rng.rb` and `distribution.rb` provide useful constants to list all the subclassed distributions, and act as a factory layer on top of all distributions in
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All abstractions of distributions must be under the module `Statistical::Distribution`
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All random number generators must be under the module `Statistical::Rng`
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## Useful rake tasks
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The default `rake` task is to run the tests
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* `bundle exec rake spec` - Run rspec tests
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* `bundle exec rake cop` - Run rubocop
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* `bundle exec rake doc` - Run yard to generate documentation
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## Workflow / General Guidelines
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1. Fork this repository and create your feature branch
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2. All new code addition must be through the feature branch only. Changes to master will be rejected.
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3. Test your on code atleast 3 continuous major releases of ruby (you can setup travis-CI for this). Usually CURRENT_RUBY_VERSION and two major predecessors should be fine (2.3.X, 2.2.Y 2.1.W)
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4. Try to keep one commit per change (Optional, but better to be organized)
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5. If possible write a test case which confirms your change
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6. When submitting a change that chooses a specific algorithm over others available write your rationale behind the choice. Benchmarks comparing different algorithms would be highly appreciated.
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7. Yes, it's OK to pick an algorithm for simplicity of expression.
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8. Your pull request should attempt to explain the change you want to introduce
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## Coding conventions
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How to style your C and Ruby code which you want to submit.
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### C code
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Please note the following hints for your C code:
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#### Comply with C99 (ISO/IEC 9899:1999)
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This library should be portable to other systems and compilers. For this it is
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recommended to keep your code as close as possible to the C99 standard
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(http://www.open-std.org/jtc1/sc22/WG14/www/docs/n1256.pdf).
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As some of us may also be using Visual C++ as a build target. For this reason a
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declaration of a local variable has to be at the beginning of a scope block.
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#### Reduce library dependencies to a minimum
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The dependencies to libraries should be kept to an absolute minimum. If this is
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not possible immediately, consider authoring a secondary gem for this that lives
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under statistical-<feature_name>. This can also be added as a plugin.
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#### Don't use C++ style comments
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/* This is the preferred comment style */
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Use C++ style comments only for temporary comments e.g. commenting out some code lines.
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#### Insert a break after the method return value:
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int
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main(void)
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{
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...
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}
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### Ruby code
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`bundle exec rake cop` is your best friend.
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## Notes
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Feel free to open a "question" issue if you have any questions or want to discuss about better ways to go about this.
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data/Gemfile
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data/LICENSE.txt
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The MIT License (MIT)
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Copyright (c) 2016 Vaibhav Yenamandra
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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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# Statistical
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[](https://codeclimate.com/github/vaibhav-y/statistical)
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[](https://codeclimate.com/github/vaibhav-y/statistical/coverage)
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[](https://codeclimate.com/github/vaibhav-y/statistical)
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Statistical distributions in ruby. This library aims to provide and enhance an API that maintains familiarity with ruby's core and stdlib.
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## Usage
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TODO: Write usage instructions here, see docs
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### Documentation
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Available [here](http://www.rubydoc.info/github/vaibhav-y/statistical/master).
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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. See [CONTRIBUTING.md](./CONTRIBUTING.md) for more details.
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## Roadmap
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### Immediate focus
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* Implementations of all common distributions mentioned in the NIST [engineering and statistics handbook](http://www.itl.nist.gov/div898/handbook/eda/section3/eda366.htm)
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* Parity with Sciruby/distrbution (The inspiration for this project)
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### Long term
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* Add a module `Statistical::Hypothesis` which allows for statistical hypothesis testing
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* Explore creating a symbolic DSL using this library that involves manipulating random variates
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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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require 'bundler'
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Bundler.setup
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require 'rake'
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require 'rspec/core/rake_task'
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require 'rubocop/rake_task'
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require 'yard'
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require 'statistical/version'
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RSpec::Core::RakeTask.new(:spec) do |t|
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t.verbose = false
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end
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# Add a cop task for code linting
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RuboCop::RakeTask.new(:cop) do |t|
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t.options = ['--format', 'simple']
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end
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YARD::Rake::YardocTask.new(:doc) do |t|
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t.files = ['lib/**/*.rb']
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end
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# Build the gem
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task :build do
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system "gem build statistical.gemspec"
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end
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# Install gem locally
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task :install => :build do
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system "gem install statistical-#{Statistical::VERSION}.gem"
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end
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# Release gem to github
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task :release => :build do
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system "git tag -a v#{Statistical::VERSION} -m 'Version #{Statistical::VERSION}'"
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system "git push --tags"
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system "gem push statistical-#{Statistical::VERSION}.gem"
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end
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task :default => :spec
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task :gem => :build
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#!/usr/bin/env ruby
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require "bundler/setup"
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require "statistical"
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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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#!/usr/bin/env ruby
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require 'optparse'
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require 'fileutils'
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require 'erb'
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gem_base = File.expand_path(File.dirname(__FILE__) + '/..')
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require gem_base + '/lib/statistical'
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class String
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def camelcase
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split('_').map(&:capitalize).join
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end
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end
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needs_new = false
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parameters = ''
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OptionParser.new do |opts|
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opts.banner = 'Usage: distribution [--new] [--params parameters] distribution_name'
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opts.on('-n', '--new', 'Create a new template for distribution') do
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needs_new = true
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end
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opts.on('-PMANDATORY', '--params MANDATORY', String, 'Parameters for distribution') do |n_param|
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+
parameters = ", #{n_param}"
|
24
|
+
end
|
25
|
+
|
26
|
+
opts.on('-h', '--help', 'Show this message') do
|
27
|
+
puts opts
|
28
|
+
exit
|
29
|
+
end
|
30
|
+
|
31
|
+
begin
|
32
|
+
ARGV << '-h' if ARGV.empty?
|
33
|
+
opts.parse!(ARGV)
|
34
|
+
rescue OptionParser::ParseError => e
|
35
|
+
STDERR.puts e.message, "\n", opts
|
36
|
+
exit(-1)
|
37
|
+
end
|
38
|
+
end
|
39
|
+
|
40
|
+
ARGV.each do |distribution|
|
41
|
+
next unless needs_new
|
42
|
+
basename = distribution.downcase
|
43
|
+
raise 'You should be inside distribution lib directory' unless File.exist? 'statistical.gemspec'
|
44
|
+
raise 'Distribution already created' if File.exist?("#{gem_base}/lib/statistical/distribution/#{basename}.rb") && File.exist?("#{gem_base}/lib/statistical/rng/#{basename}.rb")
|
45
|
+
|
46
|
+
dist = ERB.new(File.read(gem_base + '/data/template/distribution.erb'))
|
47
|
+
rng = ERB.new(File.read(gem_base + '/data/template/rng.erb'))
|
48
|
+
spec = ERB.new(File.read(gem_base + '/data/template/spec.erb'))
|
49
|
+
|
50
|
+
File.open("#{gem_base}/lib/statistical/distribution/#{basename}.rb", 'w') { |fp| fp.write(dist.result(binding))}
|
51
|
+
File.open("#{gem_base}/lib/statistical/rng/#{basename}.rb", 'w') { |fp| fp.write(rng.result(binding))}
|
52
|
+
File.open("#{gem_base}/spec/#{basename}_spec.rb", 'w') { |fp| fp.write(spec.result(binding))}
|
53
|
+
end
|
data/bin/setup
ADDED
@@ -0,0 +1,84 @@
|
|
1
|
+
require 'statistical/exceptions'
|
2
|
+
|
3
|
+
module Statistical
|
4
|
+
module Distribution
|
5
|
+
# Say something useful about this class.
|
6
|
+
#
|
7
|
+
# @note Any caveats you want to talk about go here...
|
8
|
+
#
|
9
|
+
# @author Full Name
|
10
|
+
# @attr [Types] attribute_name a full description of the attribute
|
11
|
+
# @attr_writer [Types] attribute_name a full description of the attribute
|
12
|
+
# @attr_reader [Types] attribute_name a full description of the attribute
|
13
|
+
# @deprecated warn if the class is deprecated and provide and alternative
|
14
|
+
class <%= distribution.capitalize.camelcase %>
|
15
|
+
attr_reader # params go here
|
16
|
+
|
17
|
+
# Returns a new `Statistical::Distribution::<%= distribution.capitalize.camelcase %>` instance
|
18
|
+
#
|
19
|
+
# @param [Types] param_name Description
|
20
|
+
# @return `Statistical::Distribution::<%= distribution.capitalize.camelcase %>` instance
|
21
|
+
def initialize(<% parameters %>)
|
22
|
+
end
|
23
|
+
|
24
|
+
# Returns value of probability density function at a point. Calculated
|
25
|
+
# using some technique that you might want to name
|
26
|
+
#
|
27
|
+
# @param [Numeric] x A real valued point
|
28
|
+
# @return Probability density function evaluated at `x`
|
29
|
+
def pdf(x)
|
30
|
+
end
|
31
|
+
|
32
|
+
# Returns value of cumulative density function at a point. Calculated
|
33
|
+
# using some technique that you might want to name
|
34
|
+
#
|
35
|
+
# @param [Numeric] x A real valued point
|
36
|
+
# @return Cumulative density function evaluated for F(u <= x)
|
37
|
+
def cdf(x)
|
38
|
+
end
|
39
|
+
|
40
|
+
# Returns value of inverse CDF for a given probability
|
41
|
+
#
|
42
|
+
# @see #p_value
|
43
|
+
#
|
44
|
+
# @param [Numeric] p a value within [0, 1]
|
45
|
+
# @return Inverse CDF for valid p
|
46
|
+
# @raise [RangeError] if p > 1 or p < 0
|
47
|
+
def quantile(p)
|
48
|
+
raise RangeError, "`p` must be in [0, 1], found: #{p}" if p < 0 || p > 1
|
49
|
+
end
|
50
|
+
|
51
|
+
# Returns the mean value for the calling instance. Calculated mean, and
|
52
|
+
# not inferred from simulations
|
53
|
+
#
|
54
|
+
# @return Mean of the distribution
|
55
|
+
def mean
|
56
|
+
end
|
57
|
+
|
58
|
+
# Returns the expected value of variance for the calling instance.
|
59
|
+
#
|
60
|
+
# @return Variance of the distribution
|
61
|
+
def variance
|
62
|
+
end
|
63
|
+
|
64
|
+
# Compares two distribution instances and returns a boolean outcome
|
65
|
+
# Available publicly as #==
|
66
|
+
#
|
67
|
+
# @private
|
68
|
+
#
|
69
|
+
# @param other A distribution object (preferred)
|
70
|
+
# @return [Boolean] true if-and-only-if two instances are of the same
|
71
|
+
# class and have the same parameters.
|
72
|
+
def eql?(other)
|
73
|
+
return false unless other.is_a?(self.class)
|
74
|
+
# Compare parameters and other stuff here
|
75
|
+
return true
|
76
|
+
end
|
77
|
+
|
78
|
+
alias :== :eql?
|
79
|
+
alias :p_value :quantile
|
80
|
+
|
81
|
+
private :eql?
|
82
|
+
end
|
83
|
+
end
|
84
|
+
end
|