statistics3 0.0.1

data/ext/extconf.rb

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+require "mkmf"
+create_makefile("_statistics3")

data/lib/statistics3/base.rb

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+module Statistics3
+  module Base
+    SQ2PI = Math.sqrt(2 * Math::PI)
+  
+    LOG_2PI = Math.log(2 * Math::PI) # log(2PI)
+    N = 8
+    B0  = 1.0
+    B1  = -1.0 / 2.0
+    B2  = 1.0 / 6.0
+    B4  = -1.0 / 30.0
+    B6  =  1.0 / 42.0
+    B8  = -1.0 / 30.0
+    B10 =  5.0 / 66.0
+    B12 = -691.0 / 2730.0
+    B14 =  7.0 / 6.0
+    B16 = -3617.0 / 510.0
+  
+    # Newton approximation
+    def newton_a(y, ini, epsilon = 1.0e-6, limit = 30)
+      x = ini
+      limit.times do |i|
+        prev = x
+        f, df = yield(prev)
+        x = (y - f)/df + prev
+        if (x - prev).abs < epsilon
+          return x
+        end
+      end
+      $stderr.puts("Warning(newton approximation): over limit")
+      x
+    end
+  
+    # Gamma function
+    def loggamma(x)
+      v = 1.0
+      while (x < N)
+        v *= x
+        x += 1.0
+      end
+      w = 1.0 / (x * x)
+      ret = B16 / (16 * 15)
+      ret = ret * w + B14 / (14 * 13)
+      ret = ret * w + B12 / (12 * 11)
+      ret = ret * w + B10 / (10 *  9)
+      ret = ret * w + B8  / ( 8 *  7)
+      ret = ret * w + B6  / ( 6 *  5)
+      ret = ret * w + B4  / ( 4 *  3)
+      ret = ret * w + B2  / ( 2 *  1)
+      ret = ret / x + 0.5 * LOG_2PI - Math.log(v) - x + (x - 0.5) * Math.log(x)
+      ret
+    end
+  
+    def gamma(x)
+      if (x < 0.0)
+        return Math::PI / (Math.sin(Math.PI * x) * Math.exp(loggamma(1 - x))) #/
+      end
+      Math.exp(loggamma(x))
+    end
+  
+    #normal-distribution
+    # (-\infty, z]
+    def p_nor(z)
+      if z < -12 then return 0.0 end
+      if z > 12 then return 1.0 end
+      if z == 0.0 then return 0.5 end
+  
+      if z > 0.0
+        e = true
+      else
+        e = false
+        z = -z
+      end
+      z = z.to_f
+      z2 = z * z
+      t = q = z * Math.exp(-0.5 * z2) / SQ2PI
+  
+      3.step(199, 2) do |i|
+        prev = q
+        t *= z2 / i
+        q += t
+        if q <= prev
+          return(e ? 0.5 + q : 0.5 - q)
+        end
+      end
+      e ? 1.0 : 0.0
+    end
+  
+    # inverse of normal distribution ([2])
+    # Pr( (-\infty, x] ) = qn -> x
+    def pnorm(qn)
+      b = [1.570796288, 0.03706987906, -0.8364353589e-3,
+           -0.2250947176e-3, 0.6841218299e-5, 0.5824238515e-5,
+           -0.104527497e-5, 0.8360937017e-7, -0.3231081277e-8,
+           0.3657763036e-10, 0.6936233982e-12]
+  
+      if(qn < 0.0 || 1.0 < qn)
+        $stderr.printf("Error : qn <= 0 or qn >= 1  in pnorm()!\n")
+        return 0.0;
+      end
+      qn == 0.5 and return 0.0
+  
+      w1 = qn
+      qn > 0.5 and w1 = 1.0 - w1
+      w3 = -Math.log(4.0 * w1 * (1.0 - w1))
+      w1 = b[0]
+      1.upto 10 do |i|
+        w1 += b[i] * w3**i;
+      end
+      qn > 0.5 and return Math.sqrt(w1 * w3)
+      -Math.sqrt(w1 * w3)
+    end
+  
+    # Returns the integral of normal distribution over (-Infty, x].
+    def normaldist(z)
+      p_nor(z)
+    end
+  
+    # Returns the P-value of normaldist(x).
+    def pnormaldist(y)
+      pnorm(y)
+    end
+  
+    #chi-square distribution ([1])
+    #[x, \infty)
+    def q_chi2(df, chi2)
+      chi2 = chi2.to_f
+      if (df & 1) != 0
+        chi = Math.sqrt(chi2)
+        if (df == 1) then return 2 * normal___x(chi); end
+        s = t = chi * Math.exp(-0.5 * chi2) / SQ2PI
+        k = 3
+        while k < df
+          t *= chi2 / k;  s += t;
+          k += 2
+        end
+        2 * (normal___x(chi) + s)
+      else
+        s = t = Math.exp(-0.5 * chi2)
+        k = 2
+        while k < df
+          t *= chi2 / k;  s += t;
+          k += 2
+        end
+        s
+      end
+    end
+  
+    def chi2dens(n, x)
+      if n == 1
+        1.0/Math.sqrt(2 * Math::PI * x) * Math::E**(-x/2.0)
+      elsif n == 2
+        0.5 * Math::E**(-x/2.0)
+      else
+        n = n.to_f
+        n2 = n/2
+        x = x.to_f
+        1.0 / 2**n2 / gamma(n2) * x**(n2 - 1.0) * Math.exp(-x/2.0)
+      end
+    end
+  
+    # [x, \infty)
+    # Pr([x, \infty)) = y -> x
+    def pchi2(n, y)
+      if n == 1
+        w = pnorm(1 - y/2) # = pnormal___x(y/2)
+        w * w
+      elsif n == 2
+  #      v = (1.0 / y - 1.0) / 33.0
+  #      newton_a(y, v) {|x| [q_chi2(n, x), -chi2dens(n, x)] }
+        -2.0 * Math.log(y)
+      else
+        eps = 1.0e-5
+        v = 0.0
+        s = 10.0
+        loop do
+          v += s
+          if s <= eps then break end
+          if (qe = q_chi2(n, v) - y) == 0.0 then break end
+          if qe < 0.0
+            v -= s
+            s /= 10.0 #/
+          end
+        end
+        v
+      end
+    end
+  
+    # Returns the integral of Chi-squared distribution with n degrees of freedom over [0, x].
+    def chi2dist(n, x); 1.0 - q_chi2(n, x); end
+  
+    # Returns the P-value of chi2dist().
+    def pchi2dist(n, y); pchi2(n, 1.0 - y); end
+  
+    # t-distribution ([1])
+    # (-\infty, x]
+    def p_t(df, t)
+      c2 = df.to_f / (df + t * t);
+      s = Math.sqrt(1.0 - c2)
+      s = -s if t < 0.0
+      p = 0.0;
+      i = df % 2 + 2
+      while i <= df
+        p += s
+        s *= (i - 1) * c2 / i
+        i += 2
+      end
+      if df & 1 != 0
+        0.5+(p*Math.sqrt(c2)+Math.atan(t/Math.sqrt(df)))/Math::PI
+      else
+        (1.0 + p) / 2.0
+      end
+    end
+  
+    # inverse of t-distribution ([2])
+    # (-\infty, -q/2] + [q/2, \infty)
+    def ptsub(q, n)
+      q = q.to_f
+      if(n == 1 && 0.001 < q && q < 0.01)
+        eps = 1.0e-4
+      elsif (n == 2 && q < 0.0001)
+        eps = 1.0e-4
+      elsif (n == 1 && q < 0.001)
+        eps = 1.0e-2
+      else
+        eps = 1.0e-5
+      end
+      s = 10000.0
+      w = 0.0
+      loop do
+        w += s
+        if(s <= eps) then return w end
+        if((qe = 2.0 - p_t(n, w)*2.0 - q) == 0.0) then return w end
+        if(qe < 0.0)
+          w -= s
+          s /= 10.0 #/
+        end
+      end
+    end
+  
+    def pt(q, n)
+      q = q.to_f
+      if(q < 1.0e-5 || q > 1.0 || n < 1)
+        $stderr.printf("Error : Illigal parameter in pt()!\n")
+        return 0.0
+      end
+  
+      if(n <= 5) then return ptsub(q, n) end
+      if(q <= 5.0e-3 && n <= 13) then return ptsub(q, n) end
+  
+      f1 = 4.0 * (f = n.to_f)
+      f5 = (f4 = (f3 = (f2 = f * f) * f) * f) * f
+      f2 *= 96.0
+      f3 *= 384.0
+      f4 *= 92160.0
+      f5 *= 368640.0
+      u = pnormaldist(1.0 - q / 2.0)
+  
+      w0 = (u2 = u * u) * u
+      w1 = w0 * u2
+      w2 = w1 * u2
+      w3 = w2 * u2
+      w4 = w3 * u2
+      w = (w0 + u) / f1
+      w += (5.0 * w1 + 16.0 * w0 + 3.0 * u) / f2
+      w += (3.0 * w2 + 19.0 * w1 + 17.0 * w0 - 15.0 * u) / f3
+      w += (79.0 * w3 + 776.0 * w2 + 1482.0 * w1 - 1920.0 * w0 - 9450.0 * u) / f4
+      w += (27.0 * w4 + 339.0 * w3 + 930.0 * w2 - 1782.0 * w1 - 765.0 * w0 + 17955.0 * u) / f5
+      u + w
+    end
+  
+    # Returns the integral of t-distribution with n degrees of freedom over (-Infty, x].
+    def tdist(n, t); p_t(n, t); end
+  
+    # Returns the P-value of tdist().
+    def ptdist(n, y)
+      if y > 0.5
+        pt(2.0 - y*2.0, n)
+      else
+        - pt(y*2.0, n)
+      end
+    end
+  
+    # F-distribution ([1])
+    # [x, \infty)
+    def q_f(df1, df2, f)
+      if (f <= 0.0) then return 1.0; end
+      if (df1 % 2 != 0 && df2 % 2 == 0)
+        return 1.0 - q_f(df2, df1, 1.0 / f)
+      end
+      cos2 = 1.0 / (1.0 + df1.to_f * f / df2.to_f)
+      sin2 = 1.0 - cos2
+  
+      if (df1 % 2 == 0)
+          prob = cos2 ** (df2.to_f / 2.0)
+          temp = prob
+          i = 2
+          while i < df1
+            temp *= (df2.to_f + i - 2) * sin2 / i
+            prob += temp
+            i += 2
+          end
+          return prob
+      end
+      prob = Math.atan(Math.sqrt(df2.to_f / (df1.to_f * f)))
+      temp = Math.sqrt(sin2 * cos2)
+      i = 3
+      while i <= df1
+        prob += temp
+        temp *= (i - 1).to_f * sin2 / i.to_f;
+        i += 2.0
+      end
+      temp *= df1.to_f
+      i = 3
+      while i <= df2
+        prob -= temp
+        temp *= (df1.to_f + i - 2) * cos2 / i.to_f
+        i += 2
+      end
+      prob * 2.0 / Math::PI
+    end
+  
+    # inverse of F-distribution ([2])
+    def pfsub(x, y, z)
+      (Math.sqrt(z) - y) / x / 2.0
+    end
+  
+    # [x, \infty)
+    def pf(q, n1, n2)
+      if(q < 0.0 || q > 1.0 || n1 < 1 || n2 < 1)
+        $stderr.printf("Error : Illegal parameter in pf()!\n")
+        return 0.0
+      end
+  
+      if n1 <= 240 || n2 <= 240
+        eps = 1.0e-5
+        if(n2 == 1) then eps = 1.0e-4 end
+        fw = 0.0
+        s = 1000.0
+        loop do
+          fw += s
+          if s <= eps  then return fw end
+          if (qe = q_f(n1, n2, fw) - q) == 0.0 then return fw end
+          if qe < 0.0
+            fw -= s
+            s /= 10.0 #/
+          end
+        end
+      end
+  
+      eps = 1.0e-6
+      qn = q
+      if q < 0.5 then qn = 1.0 - q
+        u = pnorm(qn)
+        w1 = 2.0 / n1 / 9.0
+        w2 = 2.0 / n2 / 9.0
+        w3 = 1.0 - w1
+        w4 = 1.0 - w2
+        u2 = u * u
+        a = w4 * w4 - u2 * w2
+        b = -2. * w3 * w4
+        c = w3 * w3 - u2 * w1
+        d = b * b - 4 * a * c
+        if(d < 0.0)
+          fw = pfsub(a, b, 0.0)
+        else
+          if(a.abs > eps)
+            fw = pfsub(a, b, d)
+          else
+            if(b.abs > eps) then return -c / b end
+            fw = pfsub(a, b, 0.0)
+          end
+        end
+        fw * fw * fw
+      end
+    end
+  
+    # Returns the integral of F-distribution with n1 and n2 degrees of freedom over [0, x].
+    def fdist(n1, n2, f); 1.0 - q_f(n1, n2, f); end
+  
+    # Returns the P-value of fdist().
+    def pfdist(n1, n2, y); pf(1.0 - y, n1, n2); end
+  
+    ############################################################################
+    # discrete distributions
+  
+    def perm(n, x = n)
+      raise RangeError if n < 0 || x < 0
+      r = 1
+      while x >= 1
+        r *= n
+        n -= 1
+        x -= 1
+      end
+      r
+    end
+  
+    def combi(n, x)
+      raise RangeError if n < 0 || x < 0
+      x = n - x if x*2 > n
+      perm(n, x) / perm(x, x)
+    end
+  
+    def bindens(n, p, x)
+      p = p.to_f
+      q = 1.0 - p
+      combi(n, x) * p**x * q**(n - x)
+    end
+  
+    def bindist(n, p, x)
+      (0..x).inject(0.0) do |s, k|
+        s + bindens(n, p, k)
+      end
+    end
+  
+    def poissondens(m, x)
+      return 0.0 if x < 0
+      m = m.to_f
+      m ** x * Math::E ** (-m) / perm(x)
+    end
+  
+    def poissondist(m, x)
+      (0..x).inject(0.0) do |s, k|
+        s + poissondens(m, k)
+      end
+    end
+  
+    ############################################################################
+    # normal-distribution
+  
+    # Returns the integral of normal distribution over (-Infty, x].
+    def normalxXX_(z); normaldist(z); end
+  
+    # Returns the integral of normal distribution over [0, x].
+    def normal__X_(z); normaldist(z) - 0.5; end
+  
+    # Returns the integral of normal distribution over [x, Infty).
+    def normal___x(z); 1.0 - normaldist(z); end
+  
+    # Returns the integral of normal distribution over (-Infty, -x] + [x, Infty).
+    def normalx__x(z); 2.0 - normaldist(z) * 2.0; end
+  
+    # inverse of normal-distribution
+  
+    # Return the P-value of the corresponding integral.
+    def pnormalxXX_(z); pnormaldist(z); end
+  
+    # Return the P-value of the corresponding integral.
+    def pnormal__X_(y); pnormalxXX_(y + 0.5); end
+  
+    # Return the P-value of the corresponding integral.
+    def pnormal___x(y); pnormalxXX_(1.0 - y); end
+  
+    # Return the P-value of the corresponding integral.
+    def pnormalx__x(y); pnormalxXX_(1.0 - y/2.0); end
+  
+    # chi2-distribution
+  
+    # Returns the integral of Chi-squared distribution with n degrees of freedom over [x, Infty).
+    def chi2_x(n, x); 1.0 - chi2dist(n, x); end
+  
+    # Returns the integral of Chi-squared distribution with n degrees of freedom over [0, x].
+    def chi2X_(n, x); chi2dist(n, x); end
+  
+    # inverse of chi2-distribution
+  
+    # Return the P-value of the corresponding integral.
+    def pchi2_x(n, y); pchi2dist(n, 1.0 - y); end
+  
+    # Return the P-value of the corresponding integral.
+    def pchi2X_(n, y); pchi2dist(n, y); end
+  
+    # t-distribution
+  
+    # Returns the integral of normal distribution with n degrees of freedom over (-Infty, -x] + [x, Infty).
+    def tx__x(n, x); 2.0 - tdist(n, x) * 2.0; end
+  
+    # Returns the integral of t-distribution with n degrees of freedom over (-Infty, x].
+    def txXX_(n, x); tdist(n, x); end
+  
+    # Returns the integral of t-distribution with n degrees of freedom over [0, x].
+    def t__X_(n, x); tdist(n, x) - 0.5; end
+  
+    # Returns the integral of t-distribution with n degrees of freedom over [x, Infty).
+    def t___x(n, x); 1.0 - tdist(n, x); end
+  
+    # inverse of t-distribution
+  
+    # Return the P-value of the corresponding integral.
+    def ptx__x(n, y); ptdist(n, 1.0 - y / 2.0); end
+  
+    # Return the P-value of the corresponding integral.
+    def ptxXX_(n, y); ptdist(n, y); end
+  
+    # Return the P-value of the corresponding integral.
+    def pt__X_(n, y); ptdist(n, 0.5 + y); end
+  
+    # Return the P-value of the corresponding integral.
+    def pt___x(n, y); ptdist(n, 1.0 - y); end
+  
+    # F-distribution
+  
+    # Returns the integral of F-distribution with n1 and n2 degrees of freedom over [x, Infty).
+    def f_x(n1, n2, x); 1.0 - fdist(n1, n2, x); end
+  
+    # Returns the integral of F-distribution with n1 and n2 degrees of freedom over [0, x].
+    def fX_(n1, n2, x); fdist(n1, n2, x); end
+  
+  
+    # inverse of F-distribution
+  
+    # Return the P-value of the corresponding integral.
+    def pf_x(n1, n2, x); pfdist(n1, n2, 1.0 - x); end
+  
+    # Return the P-value of the corresponding integral.
+    def pfX_(n1, n2, x); pfdist(n1, n2, x); end
+  
+    # discrete distributions
+    def binX_(n, p, x); bindist(n, p, x); end
+    def bin_x(n, p, x); bindist(n, 1.0 - p, n - x);  end
+  
+    def poissonX_(m, x); poissondist(m, x); end
+    def poisson_x(m, x); 1.0 - poissondist(m, x-1); end
+  end
+end
+

data/lib/statistics3/no_ext.rb

@@ -0,0 +1,6 @@
+# Indicate that we should skip loading of the C extension.
+module Statistics3
+  NO_EXT = true
+end
+
+require 'statistics3'

data/lib/statistics3.rb

@@ -0,0 +1,13 @@
+require_relative 'statistics3/base'
+
+module Statistics3
+  extend Base
+
+  if not defined? Statistics3::NO_EXT
+    begin
+      require '_statistics3'
+      extend Extension
+    rescue LoadError
+    end
+  end
+end

data/spec/spec_helper.rb

@@ -0,0 +1,103 @@
+# This file was generated by the `rspec --init` command. Conventionally, all
+# specs live under a `spec` directory, which RSpec adds to the `$LOAD_PATH`.
+# The generated `.rspec` file contains `--require spec_helper` which will cause
+# this file to always be loaded, without a need to explicitly require it in any
+# files.
+#
+# Given that it is always loaded, you are encouraged to keep this file as
+# light-weight as possible. Requiring heavyweight dependencies from this file
+# will add to the boot time of your test suite on EVERY test run, even for an
+# individual file that may not need all of that loaded. Instead, consider making
+# a separate helper file that requires the additional dependencies and performs
+# the additional setup, and require it from the spec files that actually need
+# it.
+#
+# The `.rspec` file also contains a few flags that are not defaults but that
+# users commonly want.
+#
+# See http://rubydoc.info/gems/rspec-core/RSpec/Core/Configuration
+RSpec.configure do |config|
+  # rspec-expectations config goes here. You can use an alternate
+  # assertion/expectation library such as wrong or the stdlib/minitest
+  # assertions if you prefer.
+  config.expect_with :rspec do |expectations|
+    # This option will default to `true` in RSpec 4. It makes the `description`
+    # and `failure_message` of custom matchers include text for helper methods
+    # defined using `chain`, e.g.:
+    #     be_bigger_than(2).and_smaller_than(4).description
+    #     # => "be bigger than 2 and smaller than 4"
+    # ...rather than:
+    #     # => "be bigger than 2"
+    expectations.include_chain_clauses_in_custom_matcher_descriptions = true
+  end
+
+  # rspec-mocks config goes here. You can use an alternate test double
+  # library (such as bogus or mocha) by changing the `mock_with` option here.
+  config.mock_with :rspec do |mocks|
+    # Prevents you from mocking or stubbing a method that does not exist on
+    # a real object. This is generally recommended, and will default to
+    # `true` in RSpec 4.
+    mocks.verify_partial_doubles = true
+  end
+
+  # This option will default to `:apply_to_host_groups` in RSpec 4 (and will
+  # have no way to turn it off -- the option exists only for backwards
+  # compatibility in RSpec 3). It causes shared context metadata to be
+  # inherited by the metadata hash of host groups and examples, rather than
+  # triggering implicit auto-inclusion in groups with matching metadata.
+  config.shared_context_metadata_behavior = :apply_to_host_groups
+
+# The settings below are suggested to provide a good initial experience
+# with RSpec, but feel free to customize to your heart's content.
+=begin
+  # This allows you to limit a spec run to individual examples or groups
+  # you care about by tagging them with `:focus` metadata. When nothing
+  # is tagged with `:focus`, all examples get run. RSpec also provides
+  # aliases for `it`, `describe`, and `context` that include `:focus`
+  # metadata: `fit`, `fdescribe` and `fcontext`, respectively.
+  config.filter_run_when_matching :focus
+
+  # Allows RSpec to persist some state between runs in order to support
+  # the `--only-failures` and `--next-failure` CLI options. We recommend
+  # you configure your source control system to ignore this file.
+  config.example_status_persistence_file_path = "spec/examples.txt"
+
+  # Limits the available syntax to the non-monkey patched syntax that is
+  # recommended. For more details, see:
+  #   - http://rspec.info/blog/2012/06/rspecs-new-expectation-syntax/
+  #   - http://www.teaisaweso.me/blog/2013/05/27/rspecs-new-message-expectation-syntax/
+  #   - http://rspec.info/blog/2014/05/notable-changes-in-rspec-3/#zero-monkey-patching-mode
+  config.disable_monkey_patching!
+
+  # This setting enables warnings. It's recommended, but in some cases may
+  # be too noisy due to issues in dependencies.
+  config.warnings = true
+
+  # Many RSpec users commonly either run the entire suite or an individual
+  # file, and it's useful to allow more verbose output when running an
+  # individual spec file.
+  if config.files_to_run.one?
+    # Use the documentation formatter for detailed output,
+    # unless a formatter has already been configured
+    # (e.g. via a command-line flag).
+    config.default_formatter = 'doc'
+  end
+
+  # Print the 10 slowest examples and example groups at the
+  # end of the spec run, to help surface which specs are running
+  # particularly slow.
+  config.profile_examples = 10
+
+  # Run specs in random order to surface order dependencies. If you find an
+  # order dependency and want to debug it, you can fix the order by providing
+  # the seed, which is printed after each run.
+  #     --seed 1234
+  config.order = :random
+
+  # Seed global randomization in this process using the `--seed` CLI option.
+  # Setting this allows you to use `--seed` to deterministically reproduce
+  # test failures related to randomization by passing the same `--seed` value
+  # as the one that triggered the failure.
+  Kernel.srand config.seed
+=end
+end