statsample 0.10.0 → 0.11.0
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- data.tar.gz.sig +1 -2
- data/History.txt +9 -0
- data/Manifest.txt +6 -2
- data/README.txt +6 -3
- data/Rakefile +4 -19
- data/examples/dominance_analysis.rb +0 -1
- data/examples/parallel_analysis.rb +2 -1
- data/examples/parallel_analysis_tetrachoric.rb +1 -1
- data/examples/reliability.rb +12 -0
- data/lib/statsample.rb +1 -2
- data/lib/statsample/anova.rb +9 -151
- data/lib/statsample/anova/oneway.rb +151 -0
- data/lib/statsample/anova/twoway.rb +211 -0
- data/lib/statsample/bivariate.rb +1 -0
- data/lib/statsample/dataset.rb +15 -1
- data/lib/statsample/dominanceanalysis.rb +10 -13
- data/lib/statsample/factor/parallelanalysis.rb +4 -2
- data/lib/statsample/multiset.rb +6 -0
- data/lib/statsample/regression/multiple/baseengine.rb +1 -1
- data/lib/statsample/reliability.rb +32 -5
- data/lib/statsample/vector.rb +6 -5
- data/test/{test_helpers.rb → helpers_tests.rb} +2 -0
- data/test/test_anovaoneway.rb +1 -2
- data/test/test_anovatwoway.rb +38 -0
- data/test/test_anovatwowaywithdataset.rb +49 -0
- data/test/test_anovawithvectors.rb +1 -1
- data/test/test_bivariate.rb +1 -1
- data/test/test_bivariate_polychoric.rb +1 -1
- data/test/test_codification.rb +1 -1
- data/test/test_combination.rb +1 -1
- data/test/test_crosstab.rb +1 -1
- data/test/test_csv.rb +1 -1
- data/test/test_dataset.rb +8 -1
- data/test/test_distribution.rb +1 -1
- data/test/test_dominance_analysis.rb +2 -1
- data/test/test_factor.rb +1 -1
- data/test/test_ggobi.rb +1 -1
- data/test/test_gsl.rb +1 -1
- data/test/test_histogram.rb +1 -1
- data/test/test_logit.rb +1 -1
- data/test/test_matrix.rb +1 -1
- data/test/test_mle.rb +1 -1
- data/test/test_multiset.rb +1 -1
- data/test/test_permutation.rb +1 -1
- data/test/test_regression.rb +3 -4
- data/test/test_reliability.rb +15 -2
- data/test/test_resample.rb +1 -1
- data/test/test_srs.rb +1 -1
- data/test/test_statistics.rb +1 -1
- data/test/test_stest.rb +1 -1
- data/test/test_stratified.rb +1 -1
- data/test/test_svg_graph.rb +1 -1
- data/test/test_test_f.rb +1 -1
- data/test/test_test_t.rb +1 -1
- data/test/test_umannwhitney.rb +1 -1
- data/test/test_vector.rb +1 -1
- data/test/test_xls.rb +1 -1
- metadata +92 -40
- metadata.gz.sig +0 -0
- data/lib/statistics2.rb +0 -531
data/test/test_vector.rb
CHANGED
data/test/test_xls.rb
CHANGED
metadata
CHANGED
@@ -1,7 +1,12 @@
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--- !ruby/object:Gem::Specification
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name: statsample
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version: !ruby/object:Gem::Version
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prerelease: false
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segments:
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version: 0.11.0
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platform: ruby
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authors:
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- Claudio Bustos
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@@ -30,89 +35,129 @@ cert_chain:
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rpP0jjs0
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-----END CERTIFICATE-----
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-
date: 2010-
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date: 2010-05-03 00:00:00 -04:00
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default_executable:
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dependencies:
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name: spreadsheet
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version_requirements: !ruby/object:Gem::Requirement
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prerelease: false
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requirement: &id001 !ruby/object:Gem::Requirement
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requirements:
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segments:
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version: 0.6.0
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type: :runtime
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version_requirements: *id001
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name: svg-graph
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requirement: &id002 !ruby/object:Gem::Requirement
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requirements:
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segments:
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version: "1.0"
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type: :runtime
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version_requirements: *id002
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name: reportbuilder
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prerelease: false
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requirement: &id003 !ruby/object:Gem::Requirement
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requirements:
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version: "1.0"
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type: :runtime
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version_requirements: *id003
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name: minimization
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prerelease: false
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requirement: &id004 !ruby/object:Gem::Requirement
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version: 0.2.0
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type: :runtime
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version_requirements: *id004
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- !ruby/object:Gem::Dependency
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name: fastercsv
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version_requirements: !ruby/object:Gem::Requirement
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requirement: &id005 !ruby/object:Gem::Requirement
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requirements:
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version: "0"
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type: :runtime
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- !ruby/object:Gem::Dependency
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name: dirty-memoize
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requirement: &id006 !ruby/object:Gem::Requirement
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requirements:
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version: "0.0"
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type: :runtime
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version_requirements: *id006
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- !ruby/object:Gem::Dependency
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name: statistics2
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prerelease: false
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requirements:
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segments:
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version: "0.54"
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type: :runtime
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version_requirements: *id007
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name: rubyforge
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version: 2.0.4
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type: :development
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version_requirements: *id008
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name: hoe
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requirement: &id009 !ruby/object:Gem::Requirement
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version: 2.6.0
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type: :development
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version_requirements: *id009
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description: |-
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A suite for basic and advanced statistics on Ruby. Tested on Ruby 1.8.7, 1.9.1, 1.9.2 (April, 2010) and JRuby 1.4 (Ruby 1.8.7 compatible).
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@@ -162,6 +207,7 @@ files:
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- examples/parallel_analysis_tetrachoric.rb
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- examples/polychoric.rb
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- examples/principal_axis.rb
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- examples/reliability.rb
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- examples/t_test.rb
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- examples/tetrachoric.rb
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- examples/vector.rb
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@@ -172,9 +218,10 @@ files:
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- lib/distribution/normalbivariate.rb
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- lib/distribution/t.rb
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- lib/spss.rb
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- lib/statistics2.rb
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- lib/statsample.rb
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- lib/statsample/anova.rb
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- lib/statsample/anova/oneway.rb
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- lib/statsample/anova/twoway.rb
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- lib/statsample/bivariate.rb
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- lib/statsample/bivariate/polychoric.rb
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- lib/statsample/bivariate/tetrachoric.rb
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- po/es/statsample.po
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- po/statsample.pot
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- setup.rb
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- test/helpers_tests.rb
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- test/test_anovaoneway.rb
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- test/test_anovatwoway.rb
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- test/test_anovatwowaywithdataset.rb
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- test/test_anovawithvectors.rb
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- test/test_bivariate.rb
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- test/test_bivariate_polychoric.rb
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@@ -245,7 +295,6 @@ files:
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- test/test_factor.rb
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- test/test_ggobi.rb
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- test/test_gsl.rb
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- test/test_helpers.rb
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- test/test_histogram.rb
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- test/test_logit.rb
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- test/test_matrix.rb
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version: "0"
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required_rubygems_version: !ruby/object:Gem::Requirement
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version: "0"
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requirements: []
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rubyforge_project: ruby-statsample
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rubygems_version: 1.3.
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rubygems_version: 1.3.6
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signing_key:
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specification_version: 3
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summary: A suite for basic and advanced statistics on Ruby
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@@ -301,8 +352,8 @@ test_files:
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- test/test_factor.rb
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- test/test_permutation.rb
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- test/test_codification.rb
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- test/test_anovatwowaywithdataset.rb
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- test/test_umannwhitney.rb
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- test/test_helpers.rb
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- test/test_anovawithvectors.rb
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- test/test_crosstab.rb
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- test/test_distribution.rb
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@@ -323,6 +374,7 @@ test_files:
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- test/test_stest.rb
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- test/test_statistics.rb
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- test/test_reliability.rb
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- test/test_anovatwoway.rb
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- test/test_test_f.rb
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- test/test_test_t.rb
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- test/test_histogram.rb
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metadata.gz.sig
CHANGED
Binary file
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data/lib/statistics2.rb
DELETED
@@ -1,531 +0,0 @@
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# statistics2.rb
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#
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# distributions of statistics
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# by Shin-ichiro HARA
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# URL: http://blade.nagaokaut.ac.jp/~sinara/ruby/math/
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#
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# 2003.09.25
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#
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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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module Statistics2 # :nodoc:
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SQ2PI = Math.sqrt(2 * Math::PI)
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# Newton approximation
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def newton_a(y, ini, epsilon = 1.0e-6, limit = 30)
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x = ini
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limit.times do |i|
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prev = x
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f, df = yield(prev)
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x = (y - f)/df + prev
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if (x - prev).abs < epsilon
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return x
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end
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end
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$stderr.puts("Warning(newton approximation): over limit")
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x
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end
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module_function :newton_a
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private :newton_a
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private_class_method :newton_a
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# Gamma function
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LOG_2PI = Math.log(2 * Math::PI)# log(2PI)
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N = 8
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B0 = 1.0
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B1 = -1.0 / 2.0
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B2 = 1.0 / 6.0
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B4 = -1.0 / 30.0
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B6 = 1.0 / 42.0
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B8 = -1.0 / 30.0
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B10 = 5.0 / 66.0
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B12 = -691.0 / 2730.0
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B14 = 7.0 / 6.0
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B16 = -3617.0 / 510.0
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-
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def loggamma(x)
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v = 1.0
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while (x < N)
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v *= x
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x += 1.0
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-
end
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w = 1.0 / (x * x)
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ret = B16 / (16 * 15)
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ret = ret * w + B14 / (14 * 13)
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ret = ret * w + B12 / (12 * 11)
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ret = ret * w + B10 / (10 * 9)
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ret = ret * w + B8 / ( 8 * 7)
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ret = ret * w + B6 / ( 6 * 5)
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ret = ret * w + B4 / ( 4 * 3)
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ret = ret * w + B2 / ( 2 * 1)
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ret = ret / x + 0.5 * LOG_2PI - Math.log(v) - x + (x - 0.5) * Math.log(x)
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ret
|
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-
end
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-
|
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-
def gamma(x)
|
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if (x < 0.0)
|
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return Math::PI / (Math.sin(Math.PI * x) * Math.exp(loggamma(1 - x))) #/
|
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end
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Math.exp(loggamma(x))
|
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end
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-
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module_function :loggamma, :gamma
|
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private :loggamma, :gamma
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private_class_method :loggamma, :gamma
|
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-
|
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#normal-distribution
|
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# (-\infty, z]
|
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def p_nor(z)
|
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if z < -12 then return 0.0 end
|
83
|
-
if z > 12 then return 1.0 end
|
84
|
-
if z == 0.0 then return 0.5 end
|
85
|
-
|
86
|
-
if z > 0.0
|
87
|
-
e = true
|
88
|
-
else
|
89
|
-
e = false
|
90
|
-
z = -z
|
91
|
-
end
|
92
|
-
z = z.to_f
|
93
|
-
z2 = z * z
|
94
|
-
t = q = z * Math.exp(-0.5 * z2) / SQ2PI
|
95
|
-
|
96
|
-
3.step(199, 2) do |i|
|
97
|
-
prev = q
|
98
|
-
t *= z2 / i
|
99
|
-
q += t
|
100
|
-
if q <= prev
|
101
|
-
return(e ? 0.5 + q : 0.5 - q)
|
102
|
-
end
|
103
|
-
end
|
104
|
-
e ? 1.0 : 0.0
|
105
|
-
end
|
106
|
-
|
107
|
-
# inverse of normal distribution ([2])
|
108
|
-
# Pr( (-\infty, x] ) = qn -> x
|
109
|
-
def pnorm(qn)
|
110
|
-
b = [1.570796288, 0.03706987906, -0.8364353589e-3,
|
111
|
-
-0.2250947176e-3, 0.6841218299e-5, 0.5824238515e-5,
|
112
|
-
-0.104527497e-5, 0.8360937017e-7, -0.3231081277e-8,
|
113
|
-
0.3657763036e-10, 0.6936233982e-12]
|
114
|
-
|
115
|
-
if(qn < 0.0 || 1.0 < qn)
|
116
|
-
$stderr.printf("Error : qn <= 0 or qn >= 1 in pnorm()!\n")
|
117
|
-
return 0.0;
|
118
|
-
end
|
119
|
-
qn == 0.5 and return 0.0
|
120
|
-
|
121
|
-
w1 = qn
|
122
|
-
qn > 0.5 and w1 = 1.0 - w1
|
123
|
-
w3 = -Math.log(4.0 * w1 * (1.0 - w1))
|
124
|
-
w1 = b[0]
|
125
|
-
1.upto 10 do |i|
|
126
|
-
w1 += b[i] * w3**i;
|
127
|
-
end
|
128
|
-
qn > 0.5 and return Math.sqrt(w1 * w3)
|
129
|
-
-Math.sqrt(w1 * w3)
|
130
|
-
end
|
131
|
-
|
132
|
-
private :p_nor, :pnorm
|
133
|
-
module_function :p_nor, :pnorm
|
134
|
-
private_class_method :p_nor, :pnorm
|
135
|
-
|
136
|
-
#normal-distribution interface
|
137
|
-
def normaldist(z)
|
138
|
-
p_nor(z)
|
139
|
-
end
|
140
|
-
|
141
|
-
def pnormaldist(y)
|
142
|
-
pnorm(y)
|
143
|
-
end
|
144
|
-
|
145
|
-
#chi-square distribution ([1])
|
146
|
-
#[x, \infty)
|
147
|
-
def q_chi2(df, chi2)
|
148
|
-
chi2 = chi2.to_f
|
149
|
-
if (df & 1) != 0
|
150
|
-
chi = Math.sqrt(chi2)
|
151
|
-
if (df == 1) then return 2 * normal___x(chi); end
|
152
|
-
s = t = chi * Math.exp(-0.5 * chi2) / SQ2PI
|
153
|
-
k = 3
|
154
|
-
while k < df
|
155
|
-
t *= chi2 / k; s += t;
|
156
|
-
k += 2
|
157
|
-
end
|
158
|
-
2 * (normal___x(chi) + s)
|
159
|
-
else
|
160
|
-
s = t = Math.exp(-0.5 * chi2)
|
161
|
-
k = 2
|
162
|
-
while k < df
|
163
|
-
t *= chi2 / k; s += t;
|
164
|
-
k += 2
|
165
|
-
end
|
166
|
-
s
|
167
|
-
end
|
168
|
-
end
|
169
|
-
|
170
|
-
def chi2dens(n, x)
|
171
|
-
if n == 1
|
172
|
-
1.0/Math.sqrt(2 * Math::PI * x) * Math::E**(-x/2.0)
|
173
|
-
elsif n == 2
|
174
|
-
0.5 * Math::E**(-x/2.0)
|
175
|
-
else
|
176
|
-
n = n.to_f
|
177
|
-
n2 = n/2
|
178
|
-
x = x.to_f
|
179
|
-
1.0 / 2**n2 / gamma(n2) * x**(n2 - 1.0) * Math.exp(-x/2.0)
|
180
|
-
end
|
181
|
-
end
|
182
|
-
|
183
|
-
# [x, \infty)
|
184
|
-
# Pr([x, \infty)) = y -> x
|
185
|
-
def pchi2(n, y)
|
186
|
-
if n == 1
|
187
|
-
w = pnorm(1 - y/2) # = pnormal___x(y/2)
|
188
|
-
w * w
|
189
|
-
elsif n == 2
|
190
|
-
# v = (1.0 / y - 1.0) / 33.0
|
191
|
-
# newton_a(y, v) {|x| [q_chi2(n, x), -chi2dens(n, x)] }
|
192
|
-
-2.0 * Math.log(y)
|
193
|
-
else
|
194
|
-
eps = 1.0e-5
|
195
|
-
v = 0.0
|
196
|
-
s = 10.0
|
197
|
-
loop do
|
198
|
-
v += s
|
199
|
-
if s <= eps then break end
|
200
|
-
if (qe = q_chi2(n, v) - y) == 0.0 then break end
|
201
|
-
if qe < 0.0
|
202
|
-
v -= s
|
203
|
-
s /= 10.0 #/
|
204
|
-
end
|
205
|
-
end
|
206
|
-
v
|
207
|
-
end
|
208
|
-
end
|
209
|
-
|
210
|
-
private :q_chi2, :pchi2, :chi2dens
|
211
|
-
module_function :q_chi2, :pchi2, :chi2dens
|
212
|
-
private_class_method :q_chi2, :pchi2, :chi2dens
|
213
|
-
|
214
|
-
# chi-square-distribution interface
|
215
|
-
def chi2dist(n, x); 1.0 - q_chi2(n, x); end
|
216
|
-
def pchi2dist(n, y); pchi2(n, 1.0 - y); end
|
217
|
-
|
218
|
-
|
219
|
-
# t-distribution ([1])
|
220
|
-
# (-\infty, x]
|
221
|
-
def p_t(df, t)
|
222
|
-
c2 = df.to_f / (df + t * t);
|
223
|
-
s = Math.sqrt(1.0 - c2)
|
224
|
-
s = -s if t < 0.0
|
225
|
-
p = 0.0;
|
226
|
-
i = df % 2 + 2
|
227
|
-
while i <= df
|
228
|
-
p += s
|
229
|
-
s *= (i - 1) * c2 / i
|
230
|
-
i += 2
|
231
|
-
end
|
232
|
-
if df.is_a? Float or df & 1 != 0
|
233
|
-
0.5+(p*Math.sqrt(c2)+Math.atan(t/Math.sqrt(df)))/Math::PI
|
234
|
-
else
|
235
|
-
(1.0 + p) / 2.0
|
236
|
-
end
|
237
|
-
end
|
238
|
-
|
239
|
-
# inverse of t-distribution ([2])
|
240
|
-
# (-\infty, -q/2] + [q/2, \infty)
|
241
|
-
def ptsub(q, n)
|
242
|
-
q = q.to_f
|
243
|
-
if(n == 1 && 0.001 < q && q < 0.01)
|
244
|
-
eps = 1.0e-4
|
245
|
-
elsif (n == 2 && q < 0.0001)
|
246
|
-
eps = 1.0e-4
|
247
|
-
elsif (n == 1 && q < 0.001)
|
248
|
-
eps = 1.0e-2
|
249
|
-
else
|
250
|
-
eps = 1.0e-5
|
251
|
-
end
|
252
|
-
s = 10000.0
|
253
|
-
w = 0.0
|
254
|
-
loop do
|
255
|
-
w += s
|
256
|
-
if(s <= eps) then return w end
|
257
|
-
if((qe = 2.0 - p_t(n, w)*2.0 - q) == 0.0) then return w end
|
258
|
-
if(qe < 0.0)
|
259
|
-
w -= s
|
260
|
-
s /= 10.0 #/
|
261
|
-
end
|
262
|
-
end
|
263
|
-
end
|
264
|
-
|
265
|
-
def pt(q, n)
|
266
|
-
q = q.to_f
|
267
|
-
if(q < 1.0e-5 || q > 1.0 || n < 1)
|
268
|
-
$stderr.printf("Error : Illigal parameter in pt()!\n")
|
269
|
-
return 0.0
|
270
|
-
end
|
271
|
-
|
272
|
-
if(n <= 5) then return ptsub(q, n) end
|
273
|
-
if(q <= 5.0e-3 && n <= 13) then return ptsub(q, n) end
|
274
|
-
|
275
|
-
f1 = 4.0 * (f = n.to_f)
|
276
|
-
f5 = (f4 = (f3 = (f2 = f * f) * f) * f) * f
|
277
|
-
f2 *= 96.0
|
278
|
-
f3 *= 384.0
|
279
|
-
f4 *= 92160.0
|
280
|
-
f5 *= 368640.0
|
281
|
-
u = pnormaldist(1.0 - q / 2.0)
|
282
|
-
|
283
|
-
w0 = (u2 = u * u) * u
|
284
|
-
w1 = w0 * u2
|
285
|
-
w2 = w1 * u2
|
286
|
-
w3 = w2 * u2
|
287
|
-
w4 = w3 * u2
|
288
|
-
w = (w0 + u) / f1
|
289
|
-
w += (5.0 * w1 + 16.0 * w0 + 3.0 * u) / f2
|
290
|
-
w += (3.0 * w2 + 19.0 * w1 + 17.0 * w0 - 15.0 * u) / f3
|
291
|
-
w += (79.0 * w3 + 776.0 * w2 + 1482.0 * w1 - 1920.0 * w0 - 9450.0 * u) / f4
|
292
|
-
w += (27.0 * w4 + 339.0 * w3 + 930.0 * w2 - 1782.0 * w1 - 765.0 * w0 + 17955.0 * u) / f5
|
293
|
-
u + w
|
294
|
-
end
|
295
|
-
|
296
|
-
private :p_t, :pt, :ptsub
|
297
|
-
module_function :p_t, :pt, :ptsub
|
298
|
-
private_class_method :p_t, :pt, :ptsub
|
299
|
-
|
300
|
-
# t-distribution interface
|
301
|
-
def tdist(n, t); p_t(n, t); end
|
302
|
-
def ptdist(n, y)
|
303
|
-
if y > 0.5
|
304
|
-
pt(2.0 - y*2.0, n)
|
305
|
-
else
|
306
|
-
- pt(y*2.0, n)
|
307
|
-
end
|
308
|
-
end
|
309
|
-
|
310
|
-
# F-distribution ([1])
|
311
|
-
# [x, \infty)
|
312
|
-
def q_f(df1, df2, f)
|
313
|
-
if (f <= 0.0) then return 1.0; end
|
314
|
-
if (df1 % 2 != 0 && df2 % 2 == 0)
|
315
|
-
return 1.0 - q_f(df2, df1, 1.0 / f)
|
316
|
-
end
|
317
|
-
cos2 = 1.0 / (1.0 + df1.to_f * f / df2.to_f)
|
318
|
-
sin2 = 1.0 - cos2
|
319
|
-
|
320
|
-
if (df1 % 2 == 0)
|
321
|
-
prob = cos2 ** (df2.to_f / 2.0)
|
322
|
-
temp = prob
|
323
|
-
i = 2
|
324
|
-
while i < df1
|
325
|
-
temp *= (df2.to_f + i - 2) * sin2 / i
|
326
|
-
prob += temp
|
327
|
-
i += 2
|
328
|
-
end
|
329
|
-
return prob
|
330
|
-
end
|
331
|
-
prob = Math.atan(Math.sqrt(df2.to_f / (df1.to_f * f)))
|
332
|
-
temp = Math.sqrt(sin2 * cos2)
|
333
|
-
i = 3
|
334
|
-
while i <= df1
|
335
|
-
prob += temp
|
336
|
-
temp *= (i - 1).to_f * sin2 / i.to_f;
|
337
|
-
i += 2.0
|
338
|
-
end
|
339
|
-
temp *= df1.to_f
|
340
|
-
i = 3
|
341
|
-
while i <= df2
|
342
|
-
prob -= temp
|
343
|
-
temp *= (df1.to_f + i - 2) * cos2 / i.to_f
|
344
|
-
i += 2
|
345
|
-
end
|
346
|
-
prob * 2.0 / Math::PI
|
347
|
-
end
|
348
|
-
|
349
|
-
# inverse of F-distribution ([2])
|
350
|
-
def pfsub(x, y, z)
|
351
|
-
(Math.sqrt(z) - y) / x / 2.0
|
352
|
-
end
|
353
|
-
|
354
|
-
# [x, \infty)
|
355
|
-
def pf(q, n1, n2)
|
356
|
-
if(q < 0.0 || q > 1.0 || n1 < 1 || n2 < 1)
|
357
|
-
$stderr.printf("Error : Illegal parameter in pf()!\n")
|
358
|
-
return 0.0
|
359
|
-
end
|
360
|
-
|
361
|
-
if n1 <= 240 || n2 <= 240
|
362
|
-
eps = 1.0e-5
|
363
|
-
if(n2 == 1) then eps = 1.0e-4 end
|
364
|
-
fw = 0.0
|
365
|
-
s = 1000.0
|
366
|
-
loop do
|
367
|
-
fw += s
|
368
|
-
if s <= eps then return fw end
|
369
|
-
if (qe = q_f(n1, n2, fw) - q) == 0.0 then return fw end
|
370
|
-
if qe < 0.0
|
371
|
-
fw -= s
|
372
|
-
s /= 10.0 #/
|
373
|
-
end
|
374
|
-
end
|
375
|
-
end
|
376
|
-
|
377
|
-
eps = 1.0e-6
|
378
|
-
qn = q
|
379
|
-
if q < 0.5 then qn = 1.0 - q
|
380
|
-
u = pnorm(qn)
|
381
|
-
w1 = 2.0 / n1 / 9.0
|
382
|
-
w2 = 2.0 / n2 / 9.0
|
383
|
-
w3 = 1.0 - w1
|
384
|
-
w4 = 1.0 - w2
|
385
|
-
u2 = u * u
|
386
|
-
a = w4 * w4 - u2 * w2
|
387
|
-
b = -2. * w3 * w4
|
388
|
-
c = w3 * w3 - u2 * w1
|
389
|
-
d = b * b - 4 * a * c
|
390
|
-
if(d < 0.0)
|
391
|
-
fw = pfsub(a, b, 0.0)
|
392
|
-
else
|
393
|
-
if(a.abs > eps)
|
394
|
-
fw = pfsub(a, b, d)
|
395
|
-
else
|
396
|
-
if(b.abs > eps) then return -c / b end
|
397
|
-
fw = pfsub(a, b, 0.0)
|
398
|
-
end
|
399
|
-
end
|
400
|
-
fw * fw * fw
|
401
|
-
end
|
402
|
-
end
|
403
|
-
|
404
|
-
private :q_f, :pf, :pfsub
|
405
|
-
module_function :q_f, :pf, :pfsub
|
406
|
-
private_class_method :q_f, :pf, :pfsub
|
407
|
-
|
408
|
-
# F-distribution interface
|
409
|
-
def fdist(n1, n2, f); 1.0 - q_f(n1, n2, f); end
|
410
|
-
def pfdist(n1, n2, y); pf(1.0 - y, n1, n2); end
|
411
|
-
|
412
|
-
############################################################################
|
413
|
-
# discrete distributions
|
414
|
-
|
415
|
-
def perm(n, x = n)
|
416
|
-
raise RangeError if n < 0 || x < 0
|
417
|
-
r = 1
|
418
|
-
while x >= 1
|
419
|
-
r *= n
|
420
|
-
n -= 1
|
421
|
-
x -= 1
|
422
|
-
end
|
423
|
-
r
|
424
|
-
end
|
425
|
-
|
426
|
-
def combi(n, x)
|
427
|
-
raise RangeError if n < 0 || x < 0
|
428
|
-
x = n - x if x*2 > n
|
429
|
-
perm(n, x) / perm(x, x)
|
430
|
-
end
|
431
|
-
|
432
|
-
module_function :perm, :combi
|
433
|
-
private_class_method :perm, :combi
|
434
|
-
|
435
|
-
def bindens(n, p, x)
|
436
|
-
p = p.to_f
|
437
|
-
q = 1.0 - p
|
438
|
-
combi(n, x) * p**x * q**(n - x)
|
439
|
-
end
|
440
|
-
|
441
|
-
def bindist(n, p, x)
|
442
|
-
(0..x).inject(0.0) do |s, k|
|
443
|
-
s + bindens(n, p, k)
|
444
|
-
end
|
445
|
-
end
|
446
|
-
|
447
|
-
def poissondens(m, x)
|
448
|
-
return 0.0 if x < 0
|
449
|
-
m = m.to_f
|
450
|
-
m ** x * Math::E ** (-m) / perm(x)
|
451
|
-
end
|
452
|
-
|
453
|
-
def poissondist(m, x)
|
454
|
-
(0..x).inject(0.0) do |s, k|
|
455
|
-
s + poissondens(m, k)
|
456
|
-
end
|
457
|
-
end
|
458
|
-
|
459
|
-
############################################################################
|
460
|
-
|
461
|
-
# normal-distribution
|
462
|
-
def normalxXX_(z); normaldist(z); end
|
463
|
-
def normal__X_(z); normaldist(z) - 0.5; end
|
464
|
-
def normal___x(z); 1.0 - normaldist(z); end
|
465
|
-
def normalx__x(z); 2.0 - normaldist(z) * 2.0; end
|
466
|
-
module_function :normaldist, :normalxXX_, :normal__X_, :normal___x, :normalx__x
|
467
|
-
|
468
|
-
# inverse of normal-distribution
|
469
|
-
def pnormalxXX_(z); pnormaldist(z); end
|
470
|
-
def pnormal__X_(y); pnormalxXX_(y + 0.5); end
|
471
|
-
def pnormal___x(y); pnormalxXX_(1.0 - y); end
|
472
|
-
def pnormalx__x(y); pnormalxXX_(1.0 - y/2.0); end
|
473
|
-
module_function :pnormaldist, :pnormalxXX_, :pnormal__X_, :pnormal___x, :pnormalx__x
|
474
|
-
|
475
|
-
|
476
|
-
# chi2-distribution
|
477
|
-
def chi2_x(n, x); 1.0 - chi2dist(n, x); end
|
478
|
-
def chi2X_(n, x); chi2dist(n, x); end
|
479
|
-
module_function :chi2dist, :chi2X_, :chi2_x
|
480
|
-
|
481
|
-
# inverse of chi2-distribution
|
482
|
-
def pchi2_x(n, y); pchi2dist(n, 1.0 - y); end
|
483
|
-
def pchi2X_(n, y); pchi2dist(n, y); end
|
484
|
-
module_function :pchi2dist, :pchi2X_, :pchi2_x
|
485
|
-
|
486
|
-
|
487
|
-
# t-distribution
|
488
|
-
def tx__x(n, x); 2.0 - tdist(n, x) * 2.0; end
|
489
|
-
def txXX_(n, x); tdist(n, x); end
|
490
|
-
def t__X_(n, x); tdist(n, x) - 0.5; end
|
491
|
-
def t___x(n, x); 1.0 - tdist(n, x); end
|
492
|
-
module_function :tdist, :txXX_, :t__X_, :t___x, :tx__x
|
493
|
-
|
494
|
-
# inverse of t-distribution
|
495
|
-
def ptx__x(n, y); ptdist(n, 1.0 - y / 2.0); end
|
496
|
-
def ptxXX_(n, y); ptdist(n, y); end
|
497
|
-
def pt__X_(n, y); ptdist(n, 0.5 + y); end
|
498
|
-
def pt___x(n, y); ptdist(n, 1.0 - y); end
|
499
|
-
module_function :ptdist, :ptxXX_, :pt__X_, :pt___x, :ptx__x
|
500
|
-
|
501
|
-
|
502
|
-
# F-distribution
|
503
|
-
def f_x(n1, n2, x); 1.0 - fdist(n1, n2, x); end
|
504
|
-
def fX_(n1, n2, x); fdist(n1, n2, x); end
|
505
|
-
module_function :fdist, :fX_, :f_x
|
506
|
-
|
507
|
-
# inverse of F-distribution
|
508
|
-
def pf_x(n1, n2, x); pfdist(n1, n2, 1.0 - x); end
|
509
|
-
def pfX_(n1, n2, x); pfdist(n1, n2, x); end
|
510
|
-
module_function :pfdist, :pfX_, :pf_x
|
511
|
-
|
512
|
-
# discrete distributions
|
513
|
-
def binX_(n, p, x); bindist(n, p, x); end
|
514
|
-
def bin_x(n, p, x); bindist(n, 1.0 - p, n - x); end
|
515
|
-
module_function :bindens, :bindist, :binX_, :bin_x
|
516
|
-
|
517
|
-
def poissonX_(m, x); poissondist(m, x); end
|
518
|
-
def poisson_x(m, x); 1.0 - poissondist(m, x-1); end
|
519
|
-
module_function :poissondens, :poissondist, :poissonX_, :poisson_x
|
520
|
-
end
|
521
|
-
|
522
|
-
|
523
|
-
if $0 == __FILE__
|
524
|
-
if ARGV.empty?
|
525
|
-
puts "Example:"
|
526
|
-
puts " #$0 normaldist 0.01"
|
527
|
-
puts " #$0 pf_x 2 3 0.01"
|
528
|
-
exit
|
529
|
-
end
|
530
|
-
p Statistics2.send(ARGV[0], *ARGV[1..-1].map{|x| eval(x)})
|
531
|
-
end
|