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Distributions #1

Merged
merged 21 commits into from Sep 11, 2017
Merged

Distributions #1

merged 21 commits into from Sep 11, 2017

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estebanz01
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@estebanz01 estebanz01 commented Aug 9, 2017 •
edited

The idea behind this PR is to implement a bunch of distributions in order to do some stats with them.

Roadmap for the PR

  • Write a bunch of continuous distributions.
  • Write a bunch of discrete distributions.
  • Support arrays for p.d.f (Probability density functions). not necessary.
  • Allow to get a sample from distribution.
  • Write c.d.f for current continuous functions (Cumulative distribution function).
  • Extract special functions to independent module.

Current distributions (last updated 2017-09-11)

Discrete functions

  • Binomial.
  • Poisson.

Continuous functions

  • Beta.
  • Normal.
  • Standard Uniform.
  • Chi-squared.
  • F.
  • T-Student.
  • Uniform.
  • Weibull.

esteban zapata and others added 10 commits August 9, 2017 18:26
distribution: beta: Initial port.
5e338ae
specs: Load all classes and libs when running rspec.
eb7d972
distributions: Beta distribution.
ca70153 
This change adds the Beta distribution with the following methods:
  * Beta function. If x,y not specified, it will use alpha, beta.
  * Probability density function (density_function).
  * Beta mode.
  * Beta mean.
distributions: Normal and Standard normal distributions.
7b32e17 
This change adds two distributions: Normal and Standard Normal.
The following methods are available:
* Probability density function (density_function).
* Normal mode.
* Normal variance.
* Standard Normal mode.
* Standard Normal variance.
distributions: beta: Ensure float values in alpha, beta.
8f22ce5
distributions: Chi-squared distribution.
b8b5e73 
This change includes the following methods for the Chi-squared distribution:

* Probability density function.
* Mode.
* Variance.
distributions: beta: Extract beta function to class method.
b280bd1
distributions: F distribution.
207f6ff 
This change adds the following methods for the F distribution:
* Probability density function.
* Mean.
* Mode.
distributions: T-Student distribution.
66e291a 
This change adds the following methods for the T-Student distribution:
* Probability density function.
* Mean.
* Variance.
* Mode.
distributions: Uniform distribution.
e47d8cb 
This changes adds the following methods for the Uniform distribution:
* Probability density function.
* Mean.
* Median.
* Variance.
Esteban Zapata Rojas and others added 11 commits August 9, 2017 19:57
distributions: Add alias to Statistics::Distribution.
5eaeb2c 
This change allows to do Distribution:: instead of Statistics::Distribution::
fix-me-up-later: Weibull distribution.
fc60d98
distribution: Weibull distribution.
20e37e4 
This change adds the following methods for the Weibull distribution:
* Probability density function.
* Mean.
* Mode.
* Variance.
@estebanz01
Distributions: Cumulative Functions feature. (#2)
e2d752a 
* distribution: weibull: Add Cumulative function.

This change allows to calculate probabilities based on the specified
scale and shape at initialize time.

* distribution: uniform: Add cumulative function.

This change allows to calculate the probability using the uniform
distribution for the specified value.

* distribution: weibull: Fix variance formula.

* distribution: beta: Add Cumulative distribution function.

This is a big change. It is composed by two changes:
  1. Implementation of the generalized incomplete beta function.
  2. The introduction of the cumulative distribution function, which
     is the same as the generalized incomplete beta function for the
     beta distribution.

Woot!

* distributions: t-student: Add Cumulative function.

This change allows to calculate probabilites based on the specified
degrees of freedom at initialize time.

* distribution: normal: Add cumulative function.

This change allows to use the CDF for the normal distribution and
the standard normal distribution as well.

* distribution: f: Add Cumulative function.

This change implements the cumulative distribution function for
the F-Distribution.

* distribution: chi-squared: Add cumulative function.

This change also includes a couple of special functions:
  * The composite simpson's rule.
  * The lower incomplete gamma function.
math: Override math module to include special functions.
de49f15
statistics: Implement special functions in Math mixin.
56ad6c7
math: Implement some basic statistical functions.
84d6ede 
* Factorial for integer values.
* Combinations.
* Permutations.
distributions: Binomial distribution.
336a500 
This is the first of multiple discrete distributions. It brings:
* Binomial Cumulative distribution function.
* Binomial Probability mass function.
* Binomial mean.
* Binomial variance.
* Binomial mode.
squash: spec: Compare real part of result instead of rounded values.
2dad6d5
statistics: Require 'descriptive_statistics' gem.
c6cc842
distribution: Add Poisson distribution.
ee0da84 
Added poisson distribution with probability mass function and
cumulative function. It also includes mean and variance.
@estebanz01
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Leaving the sampling from a distribution as a TO-DO.

@estebanz01 estebanz01 merged commit 07b918c into master Sep 11, 2017
@estebanz01 estebanz01 deleted the distributions branch September 11, 2017 15:28
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