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Statistical Distributions multi library wrapper. Uses Ruby by default and C (statistics2/GSL) or Java extensions where available.
Ruby
Branch: master

README.md

Distribution Quick Start

git clone https://github.com/sciruby/distribution

Description:

Statistical Distributions library. Includes Normal univariate and bivariate, T, F, Chi Square, Binomial, Hypergeometric, Exponential, Poisson, Beta, LogNormal and Gamma.

Uses Ruby by default and C (statistics2/GSL) or Java extensions where available.

Includes code from statistics2 on Normal, T, F and Chi Square ruby code [http://blade.nagaokaut.ac.jp/~sinara/ruby/math/statistics2]

Synopsis:

  • Returns Gaussian PDF for x pdf=Distribution::Normal.pdf(x)
  • Returns Gaussian CDF for x cdf=Distribution::Normal.cdf(x)
  • Returns inverse CDF (or p-value) for x pv=Distribution::Normal.p_value(x)

System Requirements:

To increase (notably!) the speed, please install

  • Ruby 1.9-2.1: rb-gsl
  • Java: Not yet implemented

User Installation:

  gem install distribution

To speep up

  gem install gsl

Developers:

After checking out the source, run:

  $ rake newb

This task will install any missing dependencies, run the tests/specs, and generate the RDoc.

If you want to provide a new distribution, /lib/distribution run

  $ distribution --new your_distribution

This should create the main distribution file, the directory with ruby and gsl engines and the rspec on /spec directory.

API Structure

Distribution::.(cdf|pdf|p_value|rng)

On discrete distributions, exact Ruby implementations of pdf, cdf and p_value could be provided, using

  Distribution::<name>.exact_(cdf|pdf|p_value)

module Distribution::Shorthand provides (you guess?) shortands method to call all methods

  <Distribution shortname>_(cdf|pdf|p|r)

On discrete distributions, exact cdf, pdf and p_value are

  <Distribution shortname>_(ecdf|epdf|ep)

Shortnames for distributions:

  • Normal: norm
  • Bivariate Normal: bnor
  • T: tdist
  • F: fdist
  • Chi Square: chisq
  • Binomial: bino
  • Hypergeometric: hypg
  • Exponential: expo
  • Poisson: pois
  • Beta: beta
  • Gamma: gamma
  • LogNormal: lognormal

API Structure Example

  Distribution::T.cdf

could be called after including Distribution::Shorthand

  tdist_cdf

Features

  • Very fast ruby 1.8.7/1.9.+ implementation, with improved method to calculate factorials and others common functions
  • All methods tested on several ranges. See spec/

Issues

  • On Jruby and Rubinius, BivariateNormal returns incorrect pdf

For current issues see the issue tracker pages

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