statistics3 0.0.1
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- checksums.yaml +7 -0
- data/.document +5 -0
- data/.rspec +2 -0
- data/.ruby-version +1 -0
- data/.semver +5 -0
- data/.travis.yml +9 -0
- data/Gemfile +22 -0
- data/Gemfile.lock +127 -0
- data/History.rdoc +12 -0
- data/LICENSE.txt +20 -0
- data/README.org +38 -0
- data/Rakefile +73 -0
- data/examples/mklist.rb +18 -0
- data/examples/show.rb +12 -0
- data/ext/Makefile +260 -0
- data/ext/_statistics3.c +824 -0
- data/ext/_statistics3.o +0 -0
- data/ext/_statistics3.so +0 -0
- data/ext/extconf.rb +2 -0
- data/lib/statistics3/base.rb +525 -0
- data/lib/statistics3/no_ext.rb +6 -0
- data/lib/statistics3.rb +13 -0
- data/spec/spec_helper.rb +103 -0
- data/statistics3.gemspec +117 -0
- data/test/sample_tbl.rb +129 -0
- data/test/test_ext.rb +46 -0
- data/test/test_inv.rb +53 -0
- metadata +313 -0
data/ext/_statistics3.c
ADDED
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/*
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statistics3.c
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distributions of statistics3
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by Shin-ichiro HARA and Fred Mitchell
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2003-09-25
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2016-12-09
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Ref:
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[1] http://www.matsusaka-u.ac.jp/~okumura/algo/
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[2] http://www5.airnet.ne.jp/tomy/cpro/sslib11.htm
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*/
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#include "ruby.h"
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#include <math.h>
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#include <errno.h>
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#define PI 3.14159265358979324
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#define Need_Float(x) (x) = rb_Float(x)
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VALUE rb_mStatistics3;
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VALUE rb_mExtension;
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/* normal distribution ([1]) */
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/* P( (-\infty, z] ) */
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static double p_nor(double z)
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{
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int i, e;
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double z2, prev, p, t;
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if (z < -12) {return 0.0;}
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if (z > 12) {return 1.0;}
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if (z == 0.0) {return 0.5;}
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if (z > 0) {
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e = 1;
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} else if (z == 0) {
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return 0.5;
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} else {
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e = 0;
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z = -z;
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}
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z2 = z * z;
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t = p = z * exp(-0.5 * z2) / sqrt(2 * PI);
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for (i = 3; i < 200; i += 2) {
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prev = p; t *= z2 / i; p += t;
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if (p <= prev) return(e ? 0.5 + p : 0.5 - p);
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}
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return (e ? 1.0 : 0.0);
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}
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/* inverse of normal distribution ([2]) */
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/* P( (-\infty, z] ) = qn -> z a*/
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static double pnorm(double qn)
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{
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static double b[11] = {1.570796288, 0.03706987906, -0.8364353589e-3,
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-0.2250947176e-3, 0.6841218299e-5, 0.5824238515e-5,
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-0.104527497e-5, 0.8360937017e-7,-0.3231081277e-8,
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0.3657763036e-10,0.6936233982e-12};
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double w1, w3;
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int i;
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if(qn < 0. || 1. < qn)
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{
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fprintf(stderr, "Error : qn <= 0 or qn >= 1 in pnorm()!\n");
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return 0.;
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}
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if(qn == 0.5) return 0.;
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w1 = qn;
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if(qn > 0.5) w1 = 1. - w1;
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w3 = -log(4. * w1 * (1. - w1));
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w1 = b[0];
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for(i = 1; i < 11; i++) w1 += (b[i] * pow(w3, (double)i));
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if(qn > 0.5) return sqrt(w1 * w3);
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return -sqrt(w1 * w3);
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}
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/* normal-distribution interface */
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static double normaldist(z)
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double z;
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{
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return p_nor(z);
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}
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static double pnormaldist(qn)
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double qn;
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{
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return pnorm(qn);
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}
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/* chi-square distribution ([1]) */
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/* [x, \infty) */
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static double q_chi2(int df, double chi2)
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{
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int k;
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double s, t, chi;
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if (df & 1) {
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chi = sqrt(chi2);
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if (df == 1) return 2 * (1.0 - normaldist(chi));
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s = t = chi * exp(-0.5 * chi2) / sqrt(2 * PI);
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for (k = 3; k < df; k += 2) {
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t *= chi2 / k; s += t;
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}
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return 2 * (1.0 - normaldist(chi) + s);
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} else {
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s = t = exp(-0.5 * chi2);
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for (k = 2; k < df; k += 2) {
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t *= chi2 / k; s += t;
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}
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return s;
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}
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}
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/* inverse of chi-square distribution */
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/*
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static double chi2dens(n, x)
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int n;
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double x;
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{
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double n2 = ((double) n)/2.0;
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return 1.0 / pow(2, n2) / gamma(n2) * pow(x,(n2 - 1.0)) * exp(-x/2.0);
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}
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*/
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/*
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static double newton_chi(n, y, ini)
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int n;
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double y, ini;
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{
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double epsilon = 1.0e-6, x = ini, prev, df, f;
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int limit = 30, i;
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for (i = 0; i < 30; i++) {
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prev = x;
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f = q_chi2(n, prev);
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df = - chi2dens(n, prev);
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x = (y - f)/df + prev;
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if (fabs(x - prev) < epsilon) return x;
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}
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fprintf(stderr, "Warning(newton approximation): over limit\n");
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return x;
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}
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*/
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/* [x, \infty) */
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static double pchi2(y, n)
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int n;
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double y;
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{
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double v, s, qe, eps, w;
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if (n == 1) {
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w = pnorm(1.0 - y/2);
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return(w * w);
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} else if (n == 2) {
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/* v = (1.0 / y - 1.0) / 33.0;
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return newton_chi(n, y, v); */
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return(-2.0 * log(y));
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}
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else {
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eps = 1.0e-5;
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v = 0.0;
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s = 10.0;
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for (;;) {
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v += s;
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if (s <= eps) break;
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if ((qe = q_chi2(n, v) - y) == 0.0) break;
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if (qe < 0.0) {
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v -= s;
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s /= 10.0;
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}
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}
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return v;
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}
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}
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/* chi-square-distribution interface */
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static double chi2dist(df, chi2)
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int df;
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double chi2;
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{
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return 1.0 - q_chi2(df, chi2);
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}
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static double pchi2dist(n, y)
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double y;
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int n;
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{
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return pchi2(1.0 - y, n);
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}
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/* t-distribution ([1]) */
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/* (-\infty, x] */
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double p_t(int df, double t)
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{
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int i;
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double c2, p, s;
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c2 = df / (df + t * t);
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s = sqrt(1 - c2); if (t < 0) s = -s;
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p = 0.0;
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for (i = df % 2 + 2; i <= df; i += 2) {
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p += s; s *= (i - 1) * c2 / i;
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}
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if (df & 1)
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return 0.5+(p*sqrt(c2)+atan(t/sqrt(df)))/PI;
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else
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return (1.0 + p) / 2.0;
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}
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double ptsub(double q, int n)
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{
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double eps, qe, s, w;
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if(n == 1 && 0.001 <= q && q < 0.01) eps = 1.e-4;
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else if (n == 2 && q < 0.0001) eps = 1.e-4;
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else if (n == 1 && q < 0.001) eps = 1.e-2;
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else eps = 1.e-5;
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s = 10000.;
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w = 0.;
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for(;;)
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{
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w += s;
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if(s <= eps) return w;
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if((qe = 2.0 - p_t(n, w)*2.0 - q) == 0.) return w;
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if(qe < 0.)
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{
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w -= s;
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s /= 10.;
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}
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}
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}
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/* inverse of t-distribution ([2]) */
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/* (-\infty, -q/2] + [q/2, \infty) */
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double pt(double q, int n)
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{
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double f, f1, f2, f3, f4, f5, u, u2, w, w0, w1, w2, w3, w4;
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if(q < 1.e-5 || q > 1. || n < 1)
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{
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fprintf(stderr,"Error : Illigal parameter in pt()!\n");
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return 0.;
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}
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if(n <= 5) return ptsub(q, n);
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if(q <= 5.e-3 && n <= 13) return ptsub(q, n);
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f1 = 4. * (f = (double)n);
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f5 = (f4 = (f3 = (f2 = f * f) * f) * f) * f;
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f2 *= 96.;
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f3 *= 384.;
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f4 *= 92160.;
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f5 *= 368640.;
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u = pnormaldist(1. - q / 2.);
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w0 = (u2 = u * u) * u;
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w1 = w0 * u2;
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w2 = w1 * u2;
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w3 = w2 * u2;
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w4 = w3 * u2;
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w = ((w0 + u) / f1);
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w += ((5. * w1 + 16. * w0 + 3. * u) / f2);
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w += ((3. * w2 + 19. * w1 + 17. * w0 - 15. * u) / f3);
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w += ((79. * w3 + 776. * w2 + 1482. * w1 - 1920. * w0 - 945. * u) / f4);
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w += ((27. * w4 + 339. * w3 + 930. * w2 - 1782. * w1 - 765. * w0
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+ 17955. * u) / f5);
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return u + w;
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}
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/* t-distribution interface */
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static double tdist(n, t)
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int n;
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double t;
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{
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return p_t(n, t);
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}
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286
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287
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static double ptdist(n, y)
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double y;
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int n;
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{
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291
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return (y > 0.5 ? pt(2.0 - y*2.0, n) : -pt(y*2.0, n));
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}
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293
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/* F-distribution ([1]) */
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/* [x, \infty) */
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297
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double q_f(int df1, int df2, double f)
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298
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{
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int i;
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300
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double cos2, sin2, prob, temp;
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301
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if (f <= 0) return 1;
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if (df1 % 2 != 0 && df2 % 2 == 0)
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return 1 - q_f(df2, df1, 1 / f);
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cos2 = 1 / (1 + df1 * f / df2); sin2 = 1 - cos2;
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if (df1 % 2 == 0) {
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prob = pow(cos2, df2 / 2.0); temp = prob;
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for (i = 2; i < df1; i += 2) {
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temp *= (df2 + i - 2) * sin2 / i;
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prob += temp;
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}
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312
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return prob;
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313
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}
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314
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prob = atan(sqrt(df2 / (df1 * f)));
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315
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temp = sqrt(sin2 * cos2);
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316
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for (i = 3; i <= df1; i += 2) {
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317
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prob += temp; temp *= (i - 1) * sin2 / i;
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318
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}
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319
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temp *= df1;
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320
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for (i = 3; i <= df2; i += 2) {
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321
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prob -= temp;
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322
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temp *= (df1 + i - 2) * cos2 / i;
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323
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}
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324
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return prob * 2 / PI;
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325
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+
}
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326
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+
|
327
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/* inverse of F-distribution ([2]) */
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328
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double pfsub(double x, double y, double z)
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329
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{
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330
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return (sqrt(z) - y) / x / 2.;
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331
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+
}
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332
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+
|
333
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/* [x, \infty) */
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334
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double pf(double q, int n1, int n2)
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335
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{
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336
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double a, b, c, d, eps, fw, qe, qn, s, u, u2, w1, w2, w3, w4;
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337
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+
|
338
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if(q < 0. || q > 1. || n1 < 1 || n2 < 1)
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339
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{
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340
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+
fprintf(stderr,"Error : Illegal parameter in pf()!\n");
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341
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return 0.;
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342
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+
}
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343
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+
|
344
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if(n1 <= 240 || n2 <= 240)
|
345
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{
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346
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eps = 1.e-5;
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347
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if(n2 == 1) eps = 1.e-4;
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348
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s = 1000.;
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349
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fw = 0.;
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350
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for(;;)
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351
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{
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352
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fw += s;
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353
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if(s <= eps) return fw;
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354
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if((qe = q_f(n1, n2, fw) - q) == 0.) return fw;
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355
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+
if(qe < 0.)
|
356
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+
{
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357
|
+
fw -= s;
|
358
|
+
s /= 10.;
|
359
|
+
}
|
360
|
+
}
|
361
|
+
}
|
362
|
+
|
363
|
+
eps = 1.e-6;
|
364
|
+
qn = q;
|
365
|
+
if(q < 0.5) qn = 1. - q;
|
366
|
+
u = pnormaldist(qn);
|
367
|
+
w1 = 2. / (double)n1 / 9.;
|
368
|
+
w2 = 2. / (double)n2 / 9.;
|
369
|
+
w3 = 1. - w1;
|
370
|
+
w4 = 1. - w2;
|
371
|
+
u2 = u * u;
|
372
|
+
a = w4 * w4 - u2 * w2;
|
373
|
+
b = -2. * w3 * w4;
|
374
|
+
c = w3 * w3 - u2 * w1;
|
375
|
+
d = b * b - 4 * a * c;
|
376
|
+
if(d < 0.) fw = pfsub(a, b, 0.);
|
377
|
+
else
|
378
|
+
{
|
379
|
+
if(fabs(a) > eps) fw = pfsub(a, b, d);
|
380
|
+
else
|
381
|
+
{
|
382
|
+
if(fabs(b) > eps) return -c / b;
|
383
|
+
fw = pfsub(a, b, 0.);
|
384
|
+
}
|
385
|
+
}
|
386
|
+
return fw * fw * fw;
|
387
|
+
}
|
388
|
+
|
389
|
+
/* F-distribution interface */
|
390
|
+
static double fdist(n1, n2, f)
|
391
|
+
int n1, n2;
|
392
|
+
double f;
|
393
|
+
{
|
394
|
+
return 1.0 - q_f(n1, n2, f);
|
395
|
+
}
|
396
|
+
|
397
|
+
static double pfdist(n1, n2, y)
|
398
|
+
int n1, n2;
|
399
|
+
double y;
|
400
|
+
{
|
401
|
+
return pf(1.0 - y, n1, n2);
|
402
|
+
}
|
403
|
+
|
404
|
+
|
405
|
+
/* discrete distributions */
|
406
|
+
static int perm(n, x)
|
407
|
+
int n, x;
|
408
|
+
{
|
409
|
+
int r = 1;
|
410
|
+
if (n < 0 || x < 0) rb_raise(rb_eRangeError, "parameters should be positive");
|
411
|
+
while (x >= 1) {
|
412
|
+
r *= n;
|
413
|
+
n -= 1;
|
414
|
+
x -= 1;
|
415
|
+
}
|
416
|
+
return r;
|
417
|
+
}
|
418
|
+
|
419
|
+
static int combi(n, x)
|
420
|
+
int n, x;
|
421
|
+
{
|
422
|
+
if (n < 0 || x < 0) rb_raise(rb_eRangeError, "parameters should be positive");
|
423
|
+
if (x*2 > n) x = n - x;
|
424
|
+
return perm(n, x) / perm(x, x);
|
425
|
+
}
|
426
|
+
|
427
|
+
static float bindens(n, p, x)
|
428
|
+
int n, x;
|
429
|
+
float p;
|
430
|
+
{
|
431
|
+
float q = 1.0f - p;
|
432
|
+
return combi(n, x) * (float)pow(p, x) * (float)pow(q, n - x);
|
433
|
+
}
|
434
|
+
|
435
|
+
static float bindist(n, p, x)
|
436
|
+
int n, x;
|
437
|
+
float p;
|
438
|
+
{
|
439
|
+
float s = 0.0f;
|
440
|
+
int k;
|
441
|
+
for (k = 0; k <= x; k ++) {
|
442
|
+
s += bindens(n, p, k);
|
443
|
+
}
|
444
|
+
return s;
|
445
|
+
}
|
446
|
+
|
447
|
+
static float poissondens(m, x)
|
448
|
+
float m;
|
449
|
+
int x;
|
450
|
+
{
|
451
|
+
if (x < 0) return 0.0f;
|
452
|
+
return (float)pow(m, x) * (float)exp(-m) / perm(x, x);
|
453
|
+
}
|
454
|
+
|
455
|
+
static float poissondist(m, x)
|
456
|
+
float m;
|
457
|
+
int x;
|
458
|
+
{
|
459
|
+
float s = 0.0f;
|
460
|
+
int k;
|
461
|
+
for (k = 0; k <= x; k ++) {
|
462
|
+
s += poissondens(m, k);
|
463
|
+
}
|
464
|
+
return s;
|
465
|
+
}
|
466
|
+
|
467
|
+
/* normal-distribution */
|
468
|
+
static VALUE rb_normaldist(mod, x)
|
469
|
+
VALUE mod, x;
|
470
|
+
{
|
471
|
+
Need_Float(x);
|
472
|
+
return rb_float_new(normaldist(RFLOAT_VALUE(x)));
|
473
|
+
}
|
474
|
+
|
475
|
+
static VALUE rb_normalxXX_(mod, x)
|
476
|
+
VALUE mod, x;
|
477
|
+
{
|
478
|
+
Need_Float(x);
|
479
|
+
return rb_float_new(normaldist(RFLOAT_VALUE(x)));
|
480
|
+
}
|
481
|
+
|
482
|
+
static VALUE rb_normal__X_(mod, x)
|
483
|
+
VALUE mod, x;
|
484
|
+
{
|
485
|
+
Need_Float(x);
|
486
|
+
return rb_float_new(normaldist(RFLOAT_VALUE(x)) - 0.5);
|
487
|
+
}
|
488
|
+
|
489
|
+
static VALUE rb_normal___x(mod, x)
|
490
|
+
VALUE mod, x;
|
491
|
+
{
|
492
|
+
Need_Float(x);
|
493
|
+
return rb_float_new(1.0 - normaldist(RFLOAT_VALUE(x)));
|
494
|
+
}
|
495
|
+
|
496
|
+
static VALUE rb_normalx__x(mod, x)
|
497
|
+
VALUE mod, x;
|
498
|
+
{
|
499
|
+
Need_Float(x);
|
500
|
+
return rb_float_new(2.0 - normaldist(RFLOAT_VALUE(x)) * 2.0);
|
501
|
+
}
|
502
|
+
|
503
|
+
/* inverse of normal-distribution */
|
504
|
+
static VALUE rb_pnormaldist(mod, x)
|
505
|
+
VALUE mod, x;
|
506
|
+
{
|
507
|
+
Need_Float(x);
|
508
|
+
return rb_float_new(pnormaldist(RFLOAT_VALUE(x)));
|
509
|
+
}
|
510
|
+
|
511
|
+
static VALUE rb_pnormalxXX_(mod, x)
|
512
|
+
VALUE mod, x;
|
513
|
+
{
|
514
|
+
Need_Float(x);
|
515
|
+
return rb_float_new(pnormaldist(RFLOAT_VALUE(x)));
|
516
|
+
}
|
517
|
+
|
518
|
+
static VALUE rb_pnormal__X_(mod, x)
|
519
|
+
VALUE mod, x;
|
520
|
+
{
|
521
|
+
Need_Float(x);
|
522
|
+
return rb_float_new(pnormaldist(RFLOAT_VALUE(x) + 0.5));
|
523
|
+
}
|
524
|
+
|
525
|
+
static VALUE rb_pnormal___x(mod, x)
|
526
|
+
VALUE mod, x;
|
527
|
+
{
|
528
|
+
Need_Float(x);
|
529
|
+
return rb_float_new(pnormaldist(1.0 - RFLOAT_VALUE(x)));
|
530
|
+
}
|
531
|
+
|
532
|
+
static VALUE rb_pnormalx__x(mod, x)
|
533
|
+
VALUE mod, x;
|
534
|
+
{
|
535
|
+
Need_Float(x);
|
536
|
+
return rb_float_new(pnormaldist(1.0 - (RFLOAT_VALUE(x))/2.0));
|
537
|
+
}
|
538
|
+
|
539
|
+
|
540
|
+
/* chi-square-distribution */
|
541
|
+
static VALUE rb_chi2_x(mod, n, x)
|
542
|
+
VALUE mod, n, x;
|
543
|
+
{
|
544
|
+
Need_Float(x);
|
545
|
+
return rb_float_new(1.0 - chi2dist(FIX2INT(n), RFLOAT_VALUE(x)));
|
546
|
+
}
|
547
|
+
|
548
|
+
static VALUE rb_pchi2_x(mod, n, x)
|
549
|
+
VALUE mod, n, x;
|
550
|
+
{
|
551
|
+
Need_Float(x);
|
552
|
+
return rb_float_new(pchi2dist(FIX2INT(n), 1.0 - (RFLOAT_VALUE(x))));
|
553
|
+
}
|
554
|
+
|
555
|
+
static VALUE rb_chi2X_(mod, n, x)
|
556
|
+
VALUE mod, n, x;
|
557
|
+
{
|
558
|
+
Need_Float(x);
|
559
|
+
return rb_float_new(chi2dist(FIX2INT(n), RFLOAT_VALUE(x)));
|
560
|
+
}
|
561
|
+
|
562
|
+
static VALUE rb_pchi2X_(mod, n, x)
|
563
|
+
VALUE mod, n, x;
|
564
|
+
{
|
565
|
+
Need_Float(x);
|
566
|
+
return rb_float_new(pchi2dist(FIX2INT(n), RFLOAT_VALUE(x)));
|
567
|
+
}
|
568
|
+
|
569
|
+
|
570
|
+
/* inverse of chi-square-distribution */
|
571
|
+
static VALUE rb_chi2dist(mod, n, x)
|
572
|
+
VALUE mod, n, x;
|
573
|
+
{
|
574
|
+
Need_Float(x);
|
575
|
+
return rb_float_new(1.0 - (q_chi2(FIX2INT(n), RFLOAT_VALUE(x))));
|
576
|
+
}
|
577
|
+
|
578
|
+
static VALUE rb_pchi2dist(mod, n, x)
|
579
|
+
VALUE mod, n, x;
|
580
|
+
{
|
581
|
+
Need_Float(x);
|
582
|
+
return rb_float_new(pchi2(1.0 - (RFLOAT_VALUE(x)), FIX2INT(n)));
|
583
|
+
}
|
584
|
+
|
585
|
+
|
586
|
+
/* t-distribution */
|
587
|
+
static VALUE rb_tdist(mod, n, x)
|
588
|
+
VALUE mod, n, x;
|
589
|
+
{
|
590
|
+
Need_Float(x);
|
591
|
+
return rb_float_new(tdist(FIX2INT(n), RFLOAT_VALUE(x)));
|
592
|
+
}
|
593
|
+
|
594
|
+
static VALUE rb_tx__x(mod, n, x)
|
595
|
+
VALUE mod, n, x;
|
596
|
+
{
|
597
|
+
Need_Float(x);
|
598
|
+
return rb_float_new(2.0 - tdist(FIX2INT(n), RFLOAT_VALUE(x))*2.0);
|
599
|
+
}
|
600
|
+
|
601
|
+
static VALUE rb_txXX_(mod, n, x)
|
602
|
+
VALUE mod, n, x;
|
603
|
+
{
|
604
|
+
Need_Float(x);
|
605
|
+
return rb_float_new(tdist(FIX2INT(n), RFLOAT_VALUE(x)));
|
606
|
+
}
|
607
|
+
|
608
|
+
static VALUE rb_t__X_(mod, n, x)
|
609
|
+
VALUE mod, n, x;
|
610
|
+
{
|
611
|
+
Need_Float(x);
|
612
|
+
return rb_float_new(tdist(FIX2INT(n), RFLOAT_VALUE(x)) - 0.5);
|
613
|
+
}
|
614
|
+
|
615
|
+
static VALUE rb_t___x(mod, n, x)
|
616
|
+
VALUE mod, n, x;
|
617
|
+
{
|
618
|
+
Need_Float(x);
|
619
|
+
return rb_float_new(1.0 - tdist(FIX2INT(n), RFLOAT_VALUE(x)));
|
620
|
+
}
|
621
|
+
|
622
|
+
/* inverse of t-distribution */
|
623
|
+
static VALUE rb_ptdist(mod, n, x)
|
624
|
+
VALUE mod, n, x;
|
625
|
+
{
|
626
|
+
Need_Float(x);
|
627
|
+
return rb_float_new(ptdist(FIX2INT(n), RFLOAT_VALUE(x)));
|
628
|
+
}
|
629
|
+
|
630
|
+
static VALUE rb_ptx__x(mod, n, x)
|
631
|
+
VALUE mod, n, x;
|
632
|
+
{
|
633
|
+
Need_Float(x);
|
634
|
+
return rb_float_new(ptdist(FIX2INT(n), 1.0 - (RFLOAT_VALUE(x))/2.0));
|
635
|
+
}
|
636
|
+
|
637
|
+
static VALUE rb_ptxXX_(mod, n, x)
|
638
|
+
VALUE mod, n, x;
|
639
|
+
{
|
640
|
+
Need_Float(x);
|
641
|
+
return rb_float_new(ptdist(FIX2INT(n), RFLOAT_VALUE(x)));
|
642
|
+
}
|
643
|
+
|
644
|
+
static VALUE rb_pt__X_(mod, n, x)
|
645
|
+
VALUE mod, n, x;
|
646
|
+
{
|
647
|
+
Need_Float(x);
|
648
|
+
return rb_float_new(ptdist(FIX2INT(n), 0.5 + (RFLOAT_VALUE(x))));
|
649
|
+
}
|
650
|
+
|
651
|
+
static VALUE rb_pt___x(mod, n, x)
|
652
|
+
VALUE mod, n, x;
|
653
|
+
{
|
654
|
+
Need_Float(x);
|
655
|
+
return rb_float_new(ptdist(FIX2INT(n), 1.0 - (RFLOAT_VALUE(x))));
|
656
|
+
}
|
657
|
+
|
658
|
+
/* F-distribution */
|
659
|
+
static VALUE rb_fdist(mod, n1, n2, x)
|
660
|
+
VALUE mod, n1, n2, x;
|
661
|
+
{
|
662
|
+
Need_Float(x);
|
663
|
+
return rb_float_new(fdist(FIX2INT(n1), FIX2INT(n2), RFLOAT_VALUE(x)));
|
664
|
+
}
|
665
|
+
|
666
|
+
|
667
|
+
static VALUE rb_f_x(mod, n1, n2, x)
|
668
|
+
VALUE mod, n1, n2, x;
|
669
|
+
{
|
670
|
+
Need_Float(x);
|
671
|
+
return rb_float_new(1.0 - fdist(FIX2INT(n1), FIX2INT(n2), RFLOAT_VALUE(x)));
|
672
|
+
}
|
673
|
+
|
674
|
+
static VALUE rb_fX_(mod, n1, n2, x)
|
675
|
+
VALUE mod, n1, n2, x;
|
676
|
+
{
|
677
|
+
Need_Float(x);
|
678
|
+
return rb_float_new(fdist(FIX2INT(n1), FIX2INT(n2), RFLOAT_VALUE(x)));
|
679
|
+
}
|
680
|
+
|
681
|
+
/* inverse of F-distribution */
|
682
|
+
static VALUE rb_pfdist(mod, n1, n2, x)
|
683
|
+
VALUE mod, n1, n2, x;
|
684
|
+
{
|
685
|
+
Need_Float(x);
|
686
|
+
return rb_float_new(pfdist(FIX2INT(n1), FIX2INT(n2), RFLOAT_VALUE(x)));
|
687
|
+
}
|
688
|
+
|
689
|
+
static VALUE rb_pf_x(mod, n1, n2, x)
|
690
|
+
VALUE mod, n1, n2, x;
|
691
|
+
{
|
692
|
+
Need_Float(x);
|
693
|
+
return rb_float_new(pfdist(FIX2INT(n1), FIX2INT(n2), 1.0 - (RFLOAT_VALUE(x))));
|
694
|
+
}
|
695
|
+
|
696
|
+
static VALUE rb_pfX_(mod, n1, n2, x)
|
697
|
+
VALUE mod, n1, n2, x;
|
698
|
+
{
|
699
|
+
Need_Float(x);
|
700
|
+
return rb_float_new(pfdist(FIX2INT(n1), FIX2INT(n2), RFLOAT_VALUE(x)));
|
701
|
+
}
|
702
|
+
|
703
|
+
/* discrete distributions */
|
704
|
+
|
705
|
+
static VALUE rb_bindens(mod, n, p, x)
|
706
|
+
VALUE mod, n, p, x;
|
707
|
+
{
|
708
|
+
Need_Float(p);
|
709
|
+
return rb_float_new(bindens(FIX2INT(n), RFLOAT_VALUE(p), FIX2INT(x)));
|
710
|
+
}
|
711
|
+
|
712
|
+
static VALUE rb_bindist(mod, n, p, x)
|
713
|
+
VALUE mod, n, p, x;
|
714
|
+
{
|
715
|
+
Need_Float(p);
|
716
|
+
return rb_float_new(bindist(FIX2INT(n), RFLOAT_VALUE(p), FIX2INT(x)));
|
717
|
+
}
|
718
|
+
|
719
|
+
static VALUE rb_binX_(mod, n, p, x)
|
720
|
+
VALUE mod, n, p, x;
|
721
|
+
{
|
722
|
+
Need_Float(p);
|
723
|
+
return rb_float_new(bindist(FIX2INT(n), RFLOAT_VALUE(p), FIX2INT(x)));
|
724
|
+
}
|
725
|
+
|
726
|
+
static VALUE rb_bin_x(mod, n, p, x)
|
727
|
+
VALUE mod, n, p, x;
|
728
|
+
{
|
729
|
+
Need_Float(p);
|
730
|
+
return rb_float_new(bindist(FIX2INT(n), 1.0 - (RFLOAT_VALUE(p)), FIX2INT(n) - FIX2INT(x)));
|
731
|
+
}
|
732
|
+
|
733
|
+
static VALUE rb_poissondens(mod, m, x)
|
734
|
+
VALUE mod, m, x;
|
735
|
+
{
|
736
|
+
Need_Float(m);
|
737
|
+
return rb_float_new(poissondens(RFLOAT_VALUE(m), FIX2INT(x)));
|
738
|
+
}
|
739
|
+
|
740
|
+
static VALUE rb_poissondist(mod, m, x)
|
741
|
+
VALUE mod, m, x;
|
742
|
+
{
|
743
|
+
Need_Float(m);
|
744
|
+
return rb_float_new(poissondist(RFLOAT_VALUE(m), FIX2INT(x)));
|
745
|
+
}
|
746
|
+
|
747
|
+
static VALUE rb_poissonX_(mod, m, x)
|
748
|
+
VALUE mod, m, x;
|
749
|
+
{
|
750
|
+
Need_Float(m);
|
751
|
+
return rb_float_new(poissondist(RFLOAT_VALUE(m), FIX2INT(x)));
|
752
|
+
}
|
753
|
+
|
754
|
+
/*
|
755
|
+
static VALUE rb_poisson_x(mod, m, x)
|
756
|
+
VALUE mod, m, x;
|
757
|
+
{
|
758
|
+
Need_Float(m);
|
759
|
+
return rb_float_new(1.0 - poissondist((RFLOAT_VALUE(m)), FIX2INT(x) - 1));
|
760
|
+
}
|
761
|
+
*/
|
762
|
+
|
763
|
+
/* ruby interface */
|
764
|
+
|
765
|
+
void
|
766
|
+
Init__statistics3(void)
|
767
|
+
{
|
768
|
+
rb_mStatistics3 = rb_define_module("Statistics3");
|
769
|
+
rb_mExtension = rb_define_module_under(rb_mStatistics3, "Extension");
|
770
|
+
|
771
|
+
rb_define_method(rb_mExtension, "normaldist", rb_normaldist, 1);
|
772
|
+
rb_define_method(rb_mExtension, "normalxXX_", rb_normalxXX_ , 1);
|
773
|
+
rb_define_method(rb_mExtension, "normal__X_", rb_normal__X_, 1);
|
774
|
+
rb_define_method(rb_mExtension, "normal___x", rb_normal___x, 1);
|
775
|
+
rb_define_method(rb_mExtension, "normalx__x", rb_normalx__x, 1);
|
776
|
+
|
777
|
+
rb_define_method(rb_mExtension, "pnormaldist", rb_pnormaldist, 1);
|
778
|
+
rb_define_method(rb_mExtension, "pnormalxXX_", rb_pnormalxXX_, 1);
|
779
|
+
rb_define_method(rb_mExtension, "pnormal__X_", rb_pnormal__X_, 1);
|
780
|
+
rb_define_method(rb_mExtension, "pnormal___x", rb_pnormal___x, 1);
|
781
|
+
rb_define_method(rb_mExtension, "pnormalx__x", rb_pnormalx__x, 1);
|
782
|
+
|
783
|
+
|
784
|
+
rb_define_method(rb_mExtension, "chi2dist", rb_chi2dist, 2);
|
785
|
+
rb_define_method(rb_mExtension, "chi2X_", rb_chi2X_ , 2);
|
786
|
+
rb_define_method(rb_mExtension, "chi2_x", rb_chi2_x, 2);
|
787
|
+
|
788
|
+
rb_define_method(rb_mExtension, "pchi2dist", rb_pchi2dist, 2);
|
789
|
+
rb_define_method(rb_mExtension, "pchi2X_", rb_pchi2X_, 2);
|
790
|
+
rb_define_method(rb_mExtension, "pchi2_x", rb_pchi2_x, 2);
|
791
|
+
|
792
|
+
|
793
|
+
rb_define_method(rb_mExtension, "tdist", rb_tdist, 2);
|
794
|
+
rb_define_method(rb_mExtension, "txXX_", rb_txXX_ , 2);
|
795
|
+
rb_define_method(rb_mExtension, "t__X_", rb_t__X_, 2);
|
796
|
+
rb_define_method(rb_mExtension, "t___x", rb_t___x, 2);
|
797
|
+
rb_define_method(rb_mExtension, "tx__x", rb_tx__x, 2);
|
798
|
+
|
799
|
+
rb_define_method(rb_mExtension, "ptdist", rb_ptdist, 2);
|
800
|
+
rb_define_method(rb_mExtension, "ptxXX_", rb_ptxXX_, 2);
|
801
|
+
rb_define_method(rb_mExtension, "pt__X_", rb_pt__X_, 2);
|
802
|
+
rb_define_method(rb_mExtension, "pt___x", rb_pt___x, 2);
|
803
|
+
rb_define_method(rb_mExtension, "ptx__x", rb_ptx__x, 2);
|
804
|
+
|
805
|
+
|
806
|
+
rb_define_method(rb_mExtension, "fdist", rb_fdist, 3);
|
807
|
+
rb_define_method(rb_mExtension, "fX_", rb_fX_ , 3);
|
808
|
+
rb_define_method(rb_mExtension, "f_x", rb_f_x, 3);
|
809
|
+
|
810
|
+
rb_define_method(rb_mExtension, "pfdist", rb_pfdist, 3);
|
811
|
+
rb_define_method(rb_mExtension, "pfX_", rb_pfX_, 3);
|
812
|
+
rb_define_method(rb_mExtension, "pf_x", rb_pf_x, 3);
|
813
|
+
|
814
|
+
|
815
|
+
rb_define_method(rb_mExtension, "bindens", rb_bindens, 3);
|
816
|
+
rb_define_method(rb_mExtension, "bindist", rb_bindist, 3);
|
817
|
+
rb_define_method(rb_mExtension, "binX_", rb_binX_, 3);
|
818
|
+
rb_define_method(rb_mExtension, "bin_x", rb_bin_x, 3);
|
819
|
+
|
820
|
+
rb_define_method(rb_mExtension, "poissondens", rb_poissondens, 2);
|
821
|
+
rb_define_method(rb_mExtension, "poissondist", rb_poissondist, 2);
|
822
|
+
rb_define_method(rb_mExtension, "poissonX_", rb_poissonX_, 2);
|
823
|
+
rb_define_method(rb_mExtension, "poisson_x", rb_bin_x, 2);
|
824
|
+
}
|