statsample 0.3.4 → 0.4.0

data/History.txt

@@ -1,3 +1,11 @@
+=== 0.4.0 / 2009-09-10
+* New Distribution module, based on statistics2.rb by Shin-ichiro HARA. Replaces all instances of GSL distributions pdf and cdf calculations for native calculation.
+* New Maximum Likehood Estimation for Logit, Probit and Normal Distribution using Von Tessin(2005) algorithm. See MLE class and subclasses for more information.
+* New Binomial regression subclasses (Logit and Probit), usign MLE class
+* Added tests for gsl, Distribution, MLE and Logit
+* Bug fix on svggraph.rb. Added check_type for scale graphics
+* Bug fix on gdchart. Replaced old Nominal, Ordinal and Scale for Vector
+
 === 0.3.4 / 2009-08-21
 * Works with statsample-optimization 2.0.0
 * Vector doesn't uses delegation. All methods are part of Vector

data/Manifest.txt

@@ -3,7 +3,9 @@ LICENSE.txt
 Manifest.txt
 README.txt
 bin/statsample
+data/crime.txt
 data/locale/es/LC_MESSAGES/statsample.mo
+data/test_binomial.csv
 demo/benchmark.rb
 demo/chi-square.rb
 demo/crosstab.rb
@@ -19,11 +21,17 @@ demo/sample_test.csv
 demo/strata_proportion.rb
 demo/stratum.rb
 demo/t-student.rb
+lib/distribution.rb
+lib/distribution/chisquare.rb
+lib/distribution/f.rb
+lib/distribution/normal.rb
+lib/distribution/t.rb
+lib/matrix_extension.rb
 lib/spss.rb
+lib/statistics2.rb
 lib/statsample.rb
 lib/statsample/anova.rb
 lib/statsample/bivariate.rb
-lib/statsample/chidistribution.rb
 lib/statsample/codification.rb
 lib/statsample/combination.rb
 lib/statsample/converters.rb
@@ -37,9 +45,15 @@ lib/statsample/graph/svggraph.rb
 lib/statsample/graph/svghistogram.rb
 lib/statsample/graph/svgscatterplot.rb
 lib/statsample/htmlreport.rb
+lib/statsample/mle.rb
+lib/statsample/mle/logit.rb
+lib/statsample/mle/normal.rb
+lib/statsample/mle/probit.rb
 lib/statsample/multiset.rb
 lib/statsample/regression.rb
-lib/statsample/regression/logit.rb
+lib/statsample/regression/binomial.rb
+lib/statsample/regression/binomial/logit.rb
+lib/statsample/regression/binomial/probit.rb
 lib/statsample/regression/multiple.rb
 lib/statsample/regression/multiple/alglibengine.rb
 lib/statsample/regression/multiple/gslengine.rb
@@ -61,7 +75,11 @@ test/test_crosstab.rb
 test/test_csv.csv
 test/test_csv.rb
 test/test_dataset.rb
+test/test_distribution.rb
 test/test_ggobi.rb
+test/test_gsl.rb
+test/test_logit.rb
+test/test_mle.rb
 test/test_multiset.rb
 test/test_regression.rb
 test/test_reliability.rb

data/data/crime.txt

@@ -0,0 +1,47 @@
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+163.5 143 0 11.3 103  95 583 1012  13 102  96 36 557 194
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+ 70.5 140 0 11.8  71  68 632 1029   7  15 100 24 526 174
+167.4 124 0 10.5 121 116 580  966 101 106  77 35 657 170
+ 84.9 134 0 10.8  75  71 595  972  47  59  83 31 580 172
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+ 50.8 126 0 10.4 106  97 599  989  40  24  78 25 593 171
+ 84.9 130 0 12.1  90  91 623 1049   3  22 113 40 588 160

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+-189.763521615511,185.68824128269,190.220429056165,1.0
+-190.644174012638,187.750343044182,191.493983126918,1.0
+-190.321219894606,187.817497818665,193.40572238254,1.0
+-192.79354360347,188.86697228881,193.159805548127,1.0
+-192.025564246072,189.147494777077,194.034017243282,1.0
+-193.32579637306,190.629543307974,195.316361684183,1.0
+-194.09803396593,192.184663556046,196.170525930209,1.0
+-196.951286736902,192.950569139836,198.865411666979,1.0
+-197.273285018295,193.455170048879,199.984457526702,1.0
+-197.367054178611,194.765784862729,199.831724804912,1.0

data/demo/distribution_t.rb

@@ -71,8 +71,8 @@ Gnuplot.open do |gp|
         xxt.push(t)
 		prev+=y
 		xy.push(prev.to_f/tests)
-		xt.push(GSL::Cdf.tdist_P(t, ss-1))
-		xz.push(GSL::Cdf.gaussian_P(z))
+		xt.push(Distribution::T.cdf(t, ss-1))
+		xz.push(Distribution::Normal.cdf(z))
 
 	}
 	plot.data << Gnuplot::DataSet.new( [xxt,xy] ) do |ds|

data/demo/regression.rb

@@ -32,6 +32,7 @@ else
     
     
 end
+
 ds.update_valid_data
 
 if !File.exists? "regression.dab"
@@ -39,7 +40,7 @@ if !File.exists? "regression.dab"
 else
     da=Statsample.load("regression.dab")
 end
-times=1
+times=20
 if(true)
 Benchmark.bm(7) do |x|
     if HAS_GSL

data/lib/distribution.rb

@@ -0,0 +1,8 @@
+require 'statistics2'
+module Distribution
+    autoload(:ChiSquare, 'distribution/chisquare')
+    autoload(:T, 'distribution/t')
+    autoload(:F, 'distribution/f')
+    autoload(:Normal, 'distribution/normal')
+    
+end

data/lib/distribution/chisquare.rb

@@ -0,0 +1,24 @@
+module Distribution
+    # Calculate cdf and inverse cdf for Chi Square Distribution.
+    # 
+    # Based on Babatunde, Iyiola & Eni () : 
+    # "A Numerical Procedure for Computing Chi-Square Percentage Points"
+    # 
+    module ChiSquare
+        class << self
+            # Return the P-value of the corresponding integral with 
+            # k degrees of freedom
+            def p_value(pr,k)
+                Statistics2.pchi2X_(k, pr)
+            end
+            # Chi-square cumulative distribution function (cdf).
+            # 
+            # Returns the integral of Chi-squared distribution 
+            # with k degrees of freedom over [0, x]
+            # 
+            def cdf(x,k)
+                Statistics2.chi2dist(k,x)
+            end
+        end
+    end
+end

data/lib/distribution/f.rb

@@ -0,0 +1,25 @@
+module Distribution
+    # Calculate cdf and inverse cdf for Fisher Distribution.
+    # Uses Statistics2 module
+    module F
+        class << self
+            # Return the P-value of the corresponding integral with 
+            # k degrees of freedom
+            #
+            #   Distribution::F.p_value(0.95,1,2)
+            def p_value(pr,k1,k2)
+                Statistics2.pfdist(k1,k2, pr)
+            end
+            # F cumulative distribution function (cdf).
+            # 
+            # Returns the integral of F-distribution 
+            # with k1 and k2 degrees of freedom
+            # over [0, x].
+            #   Distribution::F.cdf(20,3,2)
+            # 
+            def cdf(x, k1, k2)
+                Statistics2.fdist(k1, k2,x)
+            end
+        end
+    end
+end

data/lib/distribution/normal.rb

@@ -0,0 +1,25 @@
+module Distribution
+    # Calculate cdf and inverse cdf for Normal Distribution.
+    # Uses Statistics2 module
+    module Normal
+        class << self
+            # Return the P-value of the corresponding integral
+            def p_value(pr)
+                Statistics2.pnormaldist(pr)
+            end
+            # Normal cumulative distribution function (cdf).
+            # 
+            # Returns the integral of  normal distribution 
+            # over (-Infty, x].
+            # 
+            def cdf(x)
+                Statistics2.normaldist(x)
+            end
+            # Normal probability density function (pdf)
+            # With x=0 and sigma=1
+            def pdf(x)
+                (1.0/Math::sqrt(2*Math::PI))*Math::exp(-(x**2/2.0))
+            end
+        end
+    end
+end

data/lib/distribution/t.rb

@@ -0,0 +1,22 @@
+module Distribution
+
+    # Calculate cdf and inverse cdf for T Distribution.
+    # Uses Statistics2 Module.
+    module T
+        class << self
+            # Return the P-value of the corresponding integral with 
+            # k degrees of freedom
+            def p_value(pr,k)
+                Statistics2.ptdist(k, pr)
+            end
+            # T cumulative distribution function (cdf).
+            # 
+            # Returns the integral of t-distribution 
+            # with n degrees of freedom over (-Infty, x].
+            # 
+            def cdf(x,k)
+                Statistics2.tdist(k, x)
+            end
+        end
+    end
+end