statsample 0.3.4 → 0.4.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- data/History.txt +8 -0
- data/Manifest.txt +20 -2
- data/data/crime.txt +47 -0
- data/data/test_binomial.csv +201 -0
- data/demo/distribution_t.rb +2 -2
- data/demo/regression.rb +2 -1
- data/lib/distribution.rb +8 -0
- data/lib/distribution/chisquare.rb +24 -0
- data/lib/distribution/f.rb +25 -0
- data/lib/distribution/normal.rb +25 -0
- data/lib/distribution/t.rb +22 -0
- data/lib/matrix_extension.rb +78 -0
- data/lib/statistics2.rb +531 -0
- data/lib/statsample.rb +12 -9
- data/lib/statsample/anova.rb +1 -5
- data/lib/statsample/bivariate.rb +24 -20
- data/lib/statsample/combination.rb +14 -4
- data/lib/statsample/converters.rb +17 -1
- data/lib/statsample/dataset.rb +66 -10
- data/lib/statsample/dominanceanalysis/bootstrap.rb +1 -3
- data/lib/statsample/graph/gdchart.rb +2 -3
- data/lib/statsample/graph/svggraph.rb +8 -4
- data/lib/statsample/mle.rb +137 -0
- data/lib/statsample/mle/logit.rb +95 -0
- data/lib/statsample/mle/normal.rb +83 -0
- data/lib/statsample/mle/probit.rb +93 -0
- data/lib/statsample/regression.rb +3 -1
- data/lib/statsample/regression/binomial.rb +65 -0
- data/lib/statsample/regression/binomial/logit.rb +13 -0
- data/lib/statsample/regression/binomial/probit.rb +13 -0
- data/lib/statsample/regression/multiple.rb +61 -58
- data/lib/statsample/regression/multiple/rubyengine.rb +1 -1
- data/lib/statsample/srs.rb +5 -5
- data/lib/statsample/vector.rb +129 -59
- data/test/test_anova.rb +0 -5
- data/test/test_dataset.rb +13 -1
- data/test/test_distribution.rb +57 -0
- data/test/test_gsl.rb +22 -0
- data/test/test_logit.rb +22 -0
- data/test/test_mle.rb +140 -0
- data/test/test_r.rb +9 -0
- data/test/test_regression.rb +12 -4
- data/test/test_srs.rb +0 -4
- data/test/test_stata.rb +11 -0
- data/test/test_statistics.rb +0 -15
- data/test/test_vector.rb +11 -0
- metadata +28 -4
- data/lib/statsample/chidistribution.rb +0 -39
- data/lib/statsample/regression/logit.rb +0 -35
data/History.txt
CHANGED
@@ -1,3 +1,11 @@
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=== 0.4.0 / 2009-09-10
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* New Distribution module, based on statistics2.rb by Shin-ichiro HARA. Replaces all instances of GSL distributions pdf and cdf calculations for native calculation.
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* New Maximum Likehood Estimation for Logit, Probit and Normal Distribution using Von Tessin(2005) algorithm. See MLE class and subclasses for more information.
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* New Binomial regression subclasses (Logit and Probit), usign MLE class
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* Added tests for gsl, Distribution, MLE and Logit
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* Bug fix on svggraph.rb. Added check_type for scale graphics
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* Bug fix on gdchart. Replaced old Nominal, Ordinal and Scale for Vector
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=== 0.3.4 / 2009-08-21
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* Works with statsample-optimization 2.0.0
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* Vector doesn't uses delegation. All methods are part of Vector
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data/Manifest.txt
CHANGED
@@ -3,7 +3,9 @@ LICENSE.txt
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Manifest.txt
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README.txt
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bin/statsample
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data/crime.txt
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data/locale/es/LC_MESSAGES/statsample.mo
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data/test_binomial.csv
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demo/benchmark.rb
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demo/chi-square.rb
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demo/crosstab.rb
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@@ -19,11 +21,17 @@ demo/sample_test.csv
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demo/strata_proportion.rb
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demo/stratum.rb
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demo/t-student.rb
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lib/distribution.rb
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lib/distribution/chisquare.rb
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lib/distribution/f.rb
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lib/distribution/normal.rb
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lib/distribution/t.rb
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lib/matrix_extension.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/bivariate.rb
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lib/statsample/chidistribution.rb
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lib/statsample/codification.rb
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lib/statsample/combination.rb
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lib/statsample/converters.rb
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@@ -37,9 +45,15 @@ lib/statsample/graph/svggraph.rb
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lib/statsample/graph/svghistogram.rb
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lib/statsample/graph/svgscatterplot.rb
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lib/statsample/htmlreport.rb
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lib/statsample/mle.rb
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lib/statsample/mle/logit.rb
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lib/statsample/mle/normal.rb
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lib/statsample/mle/probit.rb
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lib/statsample/multiset.rb
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lib/statsample/regression.rb
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lib/statsample/regression/
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lib/statsample/regression/binomial.rb
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lib/statsample/regression/binomial/logit.rb
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lib/statsample/regression/binomial/probit.rb
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lib/statsample/regression/multiple.rb
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lib/statsample/regression/multiple/alglibengine.rb
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lib/statsample/regression/multiple/gslengine.rb
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@@ -61,7 +75,11 @@ test/test_crosstab.rb
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test/test_csv.csv
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test/test_csv.rb
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test/test_dataset.rb
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test/test_distribution.rb
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test/test_ggobi.rb
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test/test_gsl.rb
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test/test_logit.rb
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test/test_mle.rb
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test/test_multiset.rb
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test/test_regression.rb
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test/test_reliability.rb
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data/data/crime.txt
ADDED
@@ -0,0 +1,47 @@
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79.1 151 1 9.1 58 56 510 950 33 301 108 41 394 261
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163.5 143 0 11.3 103 95 583 1012 13 102 96 36 557 194
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57.8 142 1 8.9 45 44 533 969 18 219 94 33 318 250
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196.9 136 0 12.1 149 141 577 994 157 80 102 39 673 167
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123.4 141 0 12.1 109 101 591 985 18 30 91 20 578 174
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68.2 121 0 11.0 118 115 547 964 25 44 84 29 689 126
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96.3 127 1 11.1 82 79 519 982 4 139 97 38 620 168
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155.5 131 1 10.9 115 109 542 969 50 179 79 35 472 206
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9
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85.6 157 1 9.0 65 62 553 955 39 286 81 28 421 239
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70.5 140 0 11.8 71 68 632 1029 7 15 100 24 526 174
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167.4 124 0 10.5 121 116 580 966 101 106 77 35 657 170
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84.9 134 0 10.8 75 71 595 972 47 59 83 31 580 172
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51.1 128 0 11.3 67 60 624 972 28 10 77 25 507 206
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66.4 135 0 11.7 62 61 595 986 22 46 77 27 529 190
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79.8 152 1 8.7 57 53 530 986 30 72 92 43 405 264
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94.6 142 1 8.8 81 77 497 956 33 321 116 47 427 247
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53.9 143 0 11.0 66 63 537 977 10 6 114 35 487 166
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92.9 135 1 10.4 123 115 537 978 31 170 89 34 631 165
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75.0 130 0 11.6 128 128 536 934 51 24 78 34 627 135
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122.5 125 0 10.8 113 105 567 985 78 94 130 58 626 166
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74.2 126 0 10.8 74 67 602 984 34 12 102 33 557 195
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43.9 157 1 8.9 47 44 512 962 22 423 97 34 288 276
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121.6 132 0 9.6 87 83 564 953 43 92 83 32 513 227
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96.8 131 0 11.6 78 73 574 1038 7 36 142 42 540 176
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52.3 130 0 11.6 63 57 641 984 14 26 70 21 486 196
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199.3 131 0 12.1 160 143 631 1071 3 77 102 41 674 152
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34.2 135 0 10.9 69 71 540 965 6 4 80 22 564 139
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121.6 152 0 11.2 82 76 571 1018 10 79 103 28 537 215
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104.3 119 0 10.7 166 157 521 938 168 89 92 36 637 154
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69.6 166 1 8.9 58 54 521 973 46 254 72 26 396 237
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37.3 140 0 9.3 55 54 535 1045 6 20 135 40 453 200
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75.4 125 0 10.9 90 81 586 964 97 82 105 43 617 163
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107.2 147 1 10.4 63 64 560 972 23 95 76 24 462 233
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92.3 126 0 11.8 97 97 542 990 18 21 102 35 589 166
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65.3 123 0 10.2 97 87 526 948 113 76 124 50 572 158
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127.2 150 0 10.0 109 98 531 964 9 24 87 38 559 153
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83.1 177 1 8.7 58 56 638 974 24 349 76 28 382 254
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56.6 133 0 10.4 51 47 599 1024 7 40 99 27 425 225
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82.6 149 1 8.8 61 54 515 953 36 165 86 35 395 251
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115.1 145 1 10.4 82 74 560 981 96 126 88 31 488 228
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88.0 148 0 12.2 72 66 601 998 9 19 84 20 590 144
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54.2 141 0 10.9 56 54 523 968 4 2 107 37 489 170
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82.3 162 1 9.9 75 70 522 996 40 208 73 27 496 224
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103.0 136 0 12.1 95 96 574 1012 29 36 111 37 622 162
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45.5 139 1 8.8 46 41 480 968 19 49 135 53 457 249
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50.8 126 0 10.4 106 97 599 989 40 24 78 25 593 171
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84.9 130 0 12.1 90 91 623 1049 3 22 113 40 588 160
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@@ -0,0 +1,201 @@
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a,b,c,y
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|
92
|
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|
93
|
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|
94
|
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|
95
|
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96
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97
|
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98
|
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|
99
|
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|
100
|
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|
101
|
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|
102
|
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|
103
|
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|
104
|
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|
105
|
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|
106
|
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|
107
|
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|
108
|
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|
109
|
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|
110
|
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-107.146277874964,103.735504363015,109.010106082004,1.0
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111
|
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-108.299680591253,105.221040236174,109.433289426765,1.0
|
112
|
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-108.483982549154,106.450953357466,110.204651921964,1.0
|
113
|
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|
114
|
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-110.908323481598,107.109110976433,113.280776112873,1.0
|
115
|
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-112.467924011291,108.685764539417,113.830693757837,1.0
|
116
|
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-113.205608139008,110.215691301935,114.433169300046,0.0
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117
|
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118
|
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|
119
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120
|
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121
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122
|
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123
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124
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|
125
|
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-121.203532711179,118.217415486896,124.033131679149,1.0
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126
|
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-122.799770233652,119.066944773458,125.957266439052,0.0
|
127
|
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-123.25939666012,121.092648631783,126.957392689029,1.0
|
128
|
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-124.665594116895,122.943504248815,126.726922729708,1.0
|
129
|
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-126.45629792163,123.680027227716,128.578446920242,1.0
|
130
|
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-126.478395127934,124.860787507164,129.382354701582,1.0
|
131
|
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-128.287481953834,124.904366629726,130.857704333381,1.0
|
132
|
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-129.634518688906,126.002157605703,130.664679201595,1.0
|
133
|
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-130.832869120258,126.312676682549,131.028091005298,1.0
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134
|
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-131.824704198069,128.491040094009,132.438881937649,1.0
|
135
|
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-131.027748413386,128.666245091681,134.386819143277,1.0
|
136
|
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-133.251129013031,129.041770903105,135.442572078667,0.0
|
137
|
+
-134.69199358524,131.797330031224,135.990306488139,1.0
|
138
|
+
-134.269836322383,131.114035752663,137.455991445092,1.0
|
139
|
+
-136.322562482609,133.458573512031,137.051219239798,1.0
|
140
|
+
-137.181797709245,134.690639765394,139.80399233003,1.0
|
141
|
+
-138.996622047529,135.735702581706,140.012525838337,1.0
|
142
|
+
-139.215574081352,135.215412440418,141.384571880875,1.0
|
143
|
+
-140.25643517594,136.693217029473,141.619094359002,1.0
|
144
|
+
-141.091696435808,138.544186252854,143.447467807219,1.0
|
145
|
+
-141.615279226692,139.247015471284,143.781551942357,1.0
|
146
|
+
-143.738916186876,140.442376021513,145.690446407267,1.0
|
147
|
+
-143.406661315583,141.611755086021,146.834954933569,1.0
|
148
|
+
-145.539994351071,141.864759154179,146.821868669993,1.0
|
149
|
+
-146.759792237469,143.72389809576,147.648189754648,1.0
|
150
|
+
-147.742745321685,143.773042536024,148.335412957969,1.0
|
151
|
+
-147.827110918347,144.891157822512,150.991195838727,1.0
|
152
|
+
-149.385928352478,146.506476517532,151.284254745032,1.0
|
153
|
+
-150.977776481931,146.021859562023,152.768419217875,1.0
|
154
|
+
-150.312752816396,148.730155452661,152.038272157343,1.0
|
155
|
+
-151.558966920835,148.800062079608,153.169105510546,1.0
|
156
|
+
-152.600091618579,150.820711027947,154.708689228766,1.0
|
157
|
+
-153.408136649531,151.844749166301,156.485789011581,1.0
|
158
|
+
-155.851442988913,152.727616801779,157.051864933563,1.0
|
159
|
+
-155.804122660613,153.080067542298,157.928538460402,1.0
|
160
|
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-157.073427576551,153.343498427848,158.067904946476,1.0
|
161
|
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-157.107508909122,154.26235452322,160.34811507316,1.0
|
162
|
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-159.484841744779,155.071935569765,161.331016311668,1.0
|
163
|
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-160.494393486944,156.832393661499,162.766796789861,1.0
|
164
|
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-160.993630097021,157.641448785465,162.16966187911,1.0
|
165
|
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-162.552759845799,159.539687734098,163.085996347117,1.0
|
166
|
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-163.564091719115,159.348960279159,164.704726412269,1.0
|
167
|
+
-163.726283737347,161.928264713823,165.777638968284,1.0
|
168
|
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-165.875733565084,162.238166456333,167.748146433357,1.0
|
169
|
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-166.396130106934,163.168469688741,167.777541018587,1.0
|
170
|
+
-166.362936492002,164.060990842406,168.793540054343,1.0
|
171
|
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-167.190830641697,164.69633527615,169.716276093277,1.0
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172
|
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-169.856337102559,165.948746195011,171.767907484416,1.0
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173
|
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-170.437574285639,166.585793448766,172.423441930238,1.0
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174
|
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-171.364589341033,167.713387609531,172.424258150602,1.0
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175
|
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-171.719858914268,168.568258270241,174.186728478313,1.0
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176
|
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-172.222432925774,169.341495037779,175.014592418557,1.0
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177
|
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178
|
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|
179
|
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-175.685134632762,172.597439708769,178.865842811381,1.0
|
180
|
+
-177.037735766697,174.337033018417,178.526154196112,1.0
|
181
|
+
-177.695754636999,175.158079880788,179.090845324338,1.0
|
182
|
+
-178.530965125958,175.998360662267,180.756244303945,1.0
|
183
|
+
-179.33859605694,177.055963520977,182.537104759468,1.0
|
184
|
+
-181.051026538749,178.749994896864,182.511752447157,1.0
|
185
|
+
-181.910324655635,178.191126997934,183.205490333945,1.0
|
186
|
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-182.658814367512,179.821227820741,184.077256331919,1.0
|
187
|
+
-184.92643232869,181.744602320009,185.895789796461,1.0
|
188
|
+
-185.336918062898,181.363095955327,186.129937394056,1.0
|
189
|
+
-185.267288986526,182.500514904395,188.252778726315,1.0
|
190
|
+
-186.872953708712,184.965877299035,188.828219832583,1.0
|
191
|
+
-188.918306879815,185.051974487609,190.899813628421,1.0
|
192
|
+
-189.763521615511,185.68824128269,190.220429056165,1.0
|
193
|
+
-190.644174012638,187.750343044182,191.493983126918,1.0
|
194
|
+
-190.321219894606,187.817497818665,193.40572238254,1.0
|
195
|
+
-192.79354360347,188.86697228881,193.159805548127,1.0
|
196
|
+
-192.025564246072,189.147494777077,194.034017243282,1.0
|
197
|
+
-193.32579637306,190.629543307974,195.316361684183,1.0
|
198
|
+
-194.09803396593,192.184663556046,196.170525930209,1.0
|
199
|
+
-196.951286736902,192.950569139836,198.865411666979,1.0
|
200
|
+
-197.273285018295,193.455170048879,199.984457526702,1.0
|
201
|
+
-197.367054178611,194.765784862729,199.831724804912,1.0
|
data/demo/distribution_t.rb
CHANGED
@@ -71,8 +71,8 @@ Gnuplot.open do |gp|
|
|
71
71
|
xxt.push(t)
|
72
72
|
prev+=y
|
73
73
|
xy.push(prev.to_f/tests)
|
74
|
-
xt.push(
|
75
|
-
xz.push(
|
74
|
+
xt.push(Distribution::T.cdf(t, ss-1))
|
75
|
+
xz.push(Distribution::Normal.cdf(z))
|
76
76
|
|
77
77
|
}
|
78
78
|
plot.data << Gnuplot::DataSet.new( [xxt,xy] ) do |ds|
|
data/demo/regression.rb
CHANGED
@@ -32,6 +32,7 @@ else
|
|
32
32
|
|
33
33
|
|
34
34
|
end
|
35
|
+
|
35
36
|
ds.update_valid_data
|
36
37
|
|
37
38
|
if !File.exists? "regression.dab"
|
@@ -39,7 +40,7 @@ if !File.exists? "regression.dab"
|
|
39
40
|
else
|
40
41
|
da=Statsample.load("regression.dab")
|
41
42
|
end
|
42
|
-
times=
|
43
|
+
times=20
|
43
44
|
if(true)
|
44
45
|
Benchmark.bm(7) do |x|
|
45
46
|
if HAS_GSL
|
data/lib/distribution.rb
ADDED
@@ -0,0 +1,24 @@
|
|
1
|
+
module Distribution
|
2
|
+
# Calculate cdf and inverse cdf for Chi Square Distribution.
|
3
|
+
#
|
4
|
+
# Based on Babatunde, Iyiola & Eni () :
|
5
|
+
# "A Numerical Procedure for Computing Chi-Square Percentage Points"
|
6
|
+
#
|
7
|
+
module ChiSquare
|
8
|
+
class << self
|
9
|
+
# Return the P-value of the corresponding integral with
|
10
|
+
# k degrees of freedom
|
11
|
+
def p_value(pr,k)
|
12
|
+
Statistics2.pchi2X_(k, pr)
|
13
|
+
end
|
14
|
+
# Chi-square cumulative distribution function (cdf).
|
15
|
+
#
|
16
|
+
# Returns the integral of Chi-squared distribution
|
17
|
+
# with k degrees of freedom over [0, x]
|
18
|
+
#
|
19
|
+
def cdf(x,k)
|
20
|
+
Statistics2.chi2dist(k,x)
|
21
|
+
end
|
22
|
+
end
|
23
|
+
end
|
24
|
+
end
|
@@ -0,0 +1,25 @@
|
|
1
|
+
module Distribution
|
2
|
+
# Calculate cdf and inverse cdf for Fisher Distribution.
|
3
|
+
# Uses Statistics2 module
|
4
|
+
module F
|
5
|
+
class << self
|
6
|
+
# Return the P-value of the corresponding integral with
|
7
|
+
# k degrees of freedom
|
8
|
+
#
|
9
|
+
# Distribution::F.p_value(0.95,1,2)
|
10
|
+
def p_value(pr,k1,k2)
|
11
|
+
Statistics2.pfdist(k1,k2, pr)
|
12
|
+
end
|
13
|
+
# F cumulative distribution function (cdf).
|
14
|
+
#
|
15
|
+
# Returns the integral of F-distribution
|
16
|
+
# with k1 and k2 degrees of freedom
|
17
|
+
# over [0, x].
|
18
|
+
# Distribution::F.cdf(20,3,2)
|
19
|
+
#
|
20
|
+
def cdf(x, k1, k2)
|
21
|
+
Statistics2.fdist(k1, k2,x)
|
22
|
+
end
|
23
|
+
end
|
24
|
+
end
|
25
|
+
end
|
@@ -0,0 +1,25 @@
|
|
1
|
+
module Distribution
|
2
|
+
# Calculate cdf and inverse cdf for Normal Distribution.
|
3
|
+
# Uses Statistics2 module
|
4
|
+
module Normal
|
5
|
+
class << self
|
6
|
+
# Return the P-value of the corresponding integral
|
7
|
+
def p_value(pr)
|
8
|
+
Statistics2.pnormaldist(pr)
|
9
|
+
end
|
10
|
+
# Normal cumulative distribution function (cdf).
|
11
|
+
#
|
12
|
+
# Returns the integral of normal distribution
|
13
|
+
# over (-Infty, x].
|
14
|
+
#
|
15
|
+
def cdf(x)
|
16
|
+
Statistics2.normaldist(x)
|
17
|
+
end
|
18
|
+
# Normal probability density function (pdf)
|
19
|
+
# With x=0 and sigma=1
|
20
|
+
def pdf(x)
|
21
|
+
(1.0/Math::sqrt(2*Math::PI))*Math::exp(-(x**2/2.0))
|
22
|
+
end
|
23
|
+
end
|
24
|
+
end
|
25
|
+
end
|
@@ -0,0 +1,22 @@
|
|
1
|
+
module Distribution
|
2
|
+
|
3
|
+
# Calculate cdf and inverse cdf for T Distribution.
|
4
|
+
# Uses Statistics2 Module.
|
5
|
+
module T
|
6
|
+
class << self
|
7
|
+
# Return the P-value of the corresponding integral with
|
8
|
+
# k degrees of freedom
|
9
|
+
def p_value(pr,k)
|
10
|
+
Statistics2.ptdist(k, pr)
|
11
|
+
end
|
12
|
+
# T cumulative distribution function (cdf).
|
13
|
+
#
|
14
|
+
# Returns the integral of t-distribution
|
15
|
+
# with n degrees of freedom over (-Infty, x].
|
16
|
+
#
|
17
|
+
def cdf(x,k)
|
18
|
+
Statistics2.tdist(k, x)
|
19
|
+
end
|
20
|
+
end
|
21
|
+
end
|
22
|
+
end
|