statsample 0.3.4 → 0.4.0
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- 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
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module Statsample
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# Based on Babatunde, Iyiola & Eni () :
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# "A Numerical Procedure for Computing Chi-Square Percentage Points"
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#
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module ChiDistribution
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class << self
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def steps(av, bv, itv)
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steps = ((bv.to_f - av.to_f) / itv.to_f).to_i
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end
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def loggamma(k)
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c1 = 76.18009173
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c2 = -86.50532033
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c3 = 24.01409822
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c4 = -1.231739516
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c5 = 0.00120858
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c6 = -0.000005364
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c7 = 2.506628275
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x1 = k - 1
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ws = x1 + 5.5
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ws = (x1 + 0.5) * Math::log(ws) - ws
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s = 1 + c1 / (x1 + 1) + c2 / (x1 + 2) + c3 / (x1 + 3) + c4 / (x1 + 4) + c5 / (x1 + 5) + c6 / (x1 + 6)
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ws + Math::log(c7 * s)
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end
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def f(x, k)
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Math::exp(0.5 * k * Math::log(0.5 * x) - Math::log(x) - loggamma(0.5 * k) - 0.5 * x)
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end
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def cdf(b,k)
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a = 0.001
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b=b.to_f
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if k==2
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1 - Math::exp( -b.to_f / 2)
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else
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w = (b - a) / 28.to_f
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2 * w / 45 * (7 * (f(a, k) + f(a + 28 * w, k)) + 12 * (f(a + 2 * w, k) + f(a + 6 * w, k) + f(a + 10 * w, k) + f(a + 14 * w, k) + f(a + 18 * w, k) + f(a + 22 * w, k) + f(a + 26 * w, k)) + 14 * (f(a + 4 * w, k) + f(a + 8 * w, k) + f(a + 12 * w, k) + f(a + 16 * w, k) + f(a + 20 * w, k) + f(a + 24 * w, k)) + 32 * (f(a + w, k) + f(a + 3 * w, k) + f(a + 5 * w, k) + f(a + 7 * w, k) + f(a + 9 * w, k) + f(a + 11 * w, k) + f(a + 13 * w, k) + f(a + 15 * w, k) + f(a + 17 * w, k) + f(a + 19 * w, k) + f(a + 21 * w, k) + f(a + 23 * w, k) + f(a + 25 * w, k) + f(a + 27 * w, k)))
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end
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end
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end
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end
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end
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module Statsample
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module Regression
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class Logit
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def initialize(ds,y_var)
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@ds=ds
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@y_var=y_var
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end
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def vp(x1,x2)
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sum=0
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x1.each_index{|i|
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sum+=x1[i]*x2[i]
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}
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sum
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end
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# F(B'Xi)
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def f(b,x)
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Math::exp(vp(b,x)) / (1+Math::exp(vp(b,x)))
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end
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# f(B'Xi)
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def fa(b,x)
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f(b,x)*(1-f(b,x))
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end
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def l(b)
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prod=1
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y=@ds[@y_var]
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@ds.each_array{|x|
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x.unshift(1) # add constant
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l=(f(b,x)**y[@ds.i])*((1.0-f(b,x))**(1.0-y[@ds.i]))
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prod=prod*l
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}
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prod
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end
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end
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end
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end
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