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.
Files changed (49) hide show
  1. data/History.txt +8 -0
  2. data/Manifest.txt +20 -2
  3. data/data/crime.txt +47 -0
  4. data/data/test_binomial.csv +201 -0
  5. data/demo/distribution_t.rb +2 -2
  6. data/demo/regression.rb +2 -1
  7. data/lib/distribution.rb +8 -0
  8. data/lib/distribution/chisquare.rb +24 -0
  9. data/lib/distribution/f.rb +25 -0
  10. data/lib/distribution/normal.rb +25 -0
  11. data/lib/distribution/t.rb +22 -0
  12. data/lib/matrix_extension.rb +78 -0
  13. data/lib/statistics2.rb +531 -0
  14. data/lib/statsample.rb +12 -9
  15. data/lib/statsample/anova.rb +1 -5
  16. data/lib/statsample/bivariate.rb +24 -20
  17. data/lib/statsample/combination.rb +14 -4
  18. data/lib/statsample/converters.rb +17 -1
  19. data/lib/statsample/dataset.rb +66 -10
  20. data/lib/statsample/dominanceanalysis/bootstrap.rb +1 -3
  21. data/lib/statsample/graph/gdchart.rb +2 -3
  22. data/lib/statsample/graph/svggraph.rb +8 -4
  23. data/lib/statsample/mle.rb +137 -0
  24. data/lib/statsample/mle/logit.rb +95 -0
  25. data/lib/statsample/mle/normal.rb +83 -0
  26. data/lib/statsample/mle/probit.rb +93 -0
  27. data/lib/statsample/regression.rb +3 -1
  28. data/lib/statsample/regression/binomial.rb +65 -0
  29. data/lib/statsample/regression/binomial/logit.rb +13 -0
  30. data/lib/statsample/regression/binomial/probit.rb +13 -0
  31. data/lib/statsample/regression/multiple.rb +61 -58
  32. data/lib/statsample/regression/multiple/rubyengine.rb +1 -1
  33. data/lib/statsample/srs.rb +5 -5
  34. data/lib/statsample/vector.rb +129 -59
  35. data/test/test_anova.rb +0 -5
  36. data/test/test_dataset.rb +13 -1
  37. data/test/test_distribution.rb +57 -0
  38. data/test/test_gsl.rb +22 -0
  39. data/test/test_logit.rb +22 -0
  40. data/test/test_mle.rb +140 -0
  41. data/test/test_r.rb +9 -0
  42. data/test/test_regression.rb +12 -4
  43. data/test/test_srs.rb +0 -4
  44. data/test/test_stata.rb +11 -0
  45. data/test/test_statistics.rb +0 -15
  46. data/test/test_vector.rb +11 -0
  47. metadata +28 -4
  48. data/lib/statsample/chidistribution.rb +0 -39
  49. data/lib/statsample/regression/logit.rb +0 -35
data/History.txt CHANGED
@@ -1,3 +1,11 @@
1
+ === 0.4.0 / 2009-09-10
2
+ * New Distribution module, based on statistics2.rb by Shin-ichiro HARA. Replaces all instances of GSL distributions pdf and cdf calculations for native calculation.
3
+ * New Maximum Likehood Estimation for Logit, Probit and Normal Distribution using Von Tessin(2005) algorithm. See MLE class and subclasses for more information.
4
+ * New Binomial regression subclasses (Logit and Probit), usign MLE class
5
+ * Added tests for gsl, Distribution, MLE and Logit
6
+ * Bug fix on svggraph.rb. Added check_type for scale graphics
7
+ * Bug fix on gdchart. Replaced old Nominal, Ordinal and Scale for Vector
8
+
1
9
  === 0.3.4 / 2009-08-21
2
10
  * Works with statsample-optimization 2.0.0
3
11
  * Vector doesn't uses delegation. All methods are part of Vector
data/Manifest.txt CHANGED
@@ -3,7 +3,9 @@ LICENSE.txt
3
3
  Manifest.txt
4
4
  README.txt
5
5
  bin/statsample
6
+ data/crime.txt
6
7
  data/locale/es/LC_MESSAGES/statsample.mo
8
+ data/test_binomial.csv
7
9
  demo/benchmark.rb
8
10
  demo/chi-square.rb
9
11
  demo/crosstab.rb
@@ -19,11 +21,17 @@ demo/sample_test.csv
19
21
  demo/strata_proportion.rb
20
22
  demo/stratum.rb
21
23
  demo/t-student.rb
24
+ lib/distribution.rb
25
+ lib/distribution/chisquare.rb
26
+ lib/distribution/f.rb
27
+ lib/distribution/normal.rb
28
+ lib/distribution/t.rb
29
+ lib/matrix_extension.rb
22
30
  lib/spss.rb
31
+ lib/statistics2.rb
23
32
  lib/statsample.rb
24
33
  lib/statsample/anova.rb
25
34
  lib/statsample/bivariate.rb
26
- lib/statsample/chidistribution.rb
27
35
  lib/statsample/codification.rb
28
36
  lib/statsample/combination.rb
29
37
  lib/statsample/converters.rb
@@ -37,9 +45,15 @@ lib/statsample/graph/svggraph.rb
37
45
  lib/statsample/graph/svghistogram.rb
38
46
  lib/statsample/graph/svgscatterplot.rb
39
47
  lib/statsample/htmlreport.rb
48
+ lib/statsample/mle.rb
49
+ lib/statsample/mle/logit.rb
50
+ lib/statsample/mle/normal.rb
51
+ lib/statsample/mle/probit.rb
40
52
  lib/statsample/multiset.rb
41
53
  lib/statsample/regression.rb
42
- lib/statsample/regression/logit.rb
54
+ lib/statsample/regression/binomial.rb
55
+ lib/statsample/regression/binomial/logit.rb
56
+ lib/statsample/regression/binomial/probit.rb
43
57
  lib/statsample/regression/multiple.rb
44
58
  lib/statsample/regression/multiple/alglibengine.rb
45
59
  lib/statsample/regression/multiple/gslengine.rb
@@ -61,7 +75,11 @@ test/test_crosstab.rb
61
75
  test/test_csv.csv
62
76
  test/test_csv.rb
63
77
  test/test_dataset.rb
78
+ test/test_distribution.rb
64
79
  test/test_ggobi.rb
80
+ test/test_gsl.rb
81
+ test/test_logit.rb
82
+ test/test_mle.rb
65
83
  test/test_multiset.rb
66
84
  test/test_regression.rb
67
85
  test/test_reliability.rb
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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+ 69.6 166 1 8.9 58 54 521 973 46 254 72 26 396 237
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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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+ 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
data/data/test_binomial.csv ADDED
@@ -0,0 +1,201 @@
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+ a,b,c,y
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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(GSL::Cdf.tdist_P(t, ss-1))
75
- xz.push(GSL::Cdf.gaussian_P(z))
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=1
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 +1,8 @@
1
+ require 'statistics2'
2
+ module Distribution
3
+ autoload(:ChiSquare, 'distribution/chisquare')
4
+ autoload(:T, 'distribution/t')
5
+ autoload(:F, 'distribution/f')
6
+ autoload(:Normal, 'distribution/normal')
7
+
8
+ end
data/lib/distribution/chisquare.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
data/lib/distribution/f.rb ADDED
@@ -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
data/lib/distribution/normal.rb ADDED
@@ -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
data/lib/distribution/t.rb ADDED
@@ -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