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# = distribution.rb -
# Distribution - Statistical Distributions package for Ruby
#
# Copyright (C) 2011-2014 Claudio Bustos
#
# This program is free software; you can redistribute it and/or
# modify it under the terms of the GNU General Public License
# as published by the Free Software Foundation; either version 2
# of the License, or (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program; if not, write to the Free Software
# Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
#
# == Other Sources
#
# * Code of several Ruby engines came from statistics2.rb,
# created by Shin-ichiro HARA(sinara@blade.nagaokaut.ac.jp).
# Retrieve from http://blade.nagaokaut.ac.jp/~sinara/ruby/math/statistics2/
# * Code of Beta and Gamma distribution came from GSL project.
# Ported by John O. Woods
# Specific notices will be placed where there are appropiate
#
require 'distribution/math_extension'
require 'distribution/version'
# Several distributions modules to calculate pdf, cdf, inverse cdf and generate
# pseudo-random numbers for several statistical distributions
#
# == Usage:
# Distribution::Normal.cdf(1.96)
# => 0.97500210485178
# Distribution::Normal.p_value(0.95)
# => 1.64485364660836
module Distribution
SQ2PI = Math.sqrt(2 * Math::PI)
module Shorthand
EQUIVALENCES = { p_value: :p, cdf: :cdf, pdf: :pdf, rng: :r,
exact_pdf: :epdf, exact_cdf: :ecdf, exact_p_value: :ep }
def self.add_shortcut(shortcut, method, &block)
if EQUIVALENCES.include? method.to_sym
name = shortcut + "_#{method}"
define_method(name, &block)
name = shortcut + "_#{EQUIVALENCES[method.to_sym]}"
define_method(name, &block)
end
end
end
# Create a method 'has_<library>' on Module
# which require a library and return true or false
# according to success of failure
def self.create_has_library(library) #:nodoc:
define_singleton_method("has_#{library}?") do
cv = "@@#{library}"
unless class_variable_defined? cv
begin
require library.to_s
class_variable_set(cv, true)
rescue LoadError
class_variable_set(cv, false)
end
end
class_variable_get(cv)
end
end
# Retrieves the libraries used to calculate
# distributions
def self.libraries_order
order = [:Ruby_]
order.unshift(:Statistics2_) if has_statistics2?
order.unshift(:GSL_) if has_gsl?
order.unshift(:Java_) if has_java?
order
end
create_has_library :gsl
create_has_library :statistics2
create_has_library :java
# Magic module
module Distributable #:nodoc:
# Create methods for each module and add methods to
# Distribution::Shorthand.
#
# Traverse Distribution.libraries_order adding
# methods availables for each engine module on
# the current library
#
# Kids: Metaprogramming trickery! Don't do at work.
# This section was created between a very long reunion
# and a 456 Km. travel
def create_distribution_methods
Distribution.libraries_order.each do |l_name|
if const_defined? l_name
l = const_get(l_name)
# Add methods from engine to base base, if not yet included
l.singleton_methods.each do |m|
unless singleton_methods.include? m
define_method(m) do |*args|
l.send(m, *args)
end
# Add method to Distribution::Shorthand
sh = const_get(:SHORTHAND)
Distribution::Shorthand.add_shortcut(sh, m) do |*args|
l.send(m, *args)
end
module_function m
end
end
end
end
# create alias for common methods
alias_method :inverse_cdf, :p_value if singleton_methods.include? :p_value
end
end
def self.init_java
$LOAD_PATH.unshift File.expand_path('../../vendor/java', __FILE__)
require 'commons-math-2.2.jar'
java_import 'org.apache.commons.math.distribution.NormalDistributionImpl'
java_import 'org.apache.commons.math.distribution.PoissonDistributionImpl'
end
require 'distribution/normal'
require 'distribution/chisquare'
require 'distribution/gamma'
require 'distribution/beta'
require 'distribution/t'
require 'distribution/f'
require 'distribution/bivariatenormal'
require 'distribution/binomial'
require 'distribution/hypergeometric'
require 'distribution/exponential'
require 'distribution/poisson'
require 'distribution/logistic'
require 'distribution/lognormal'
require 'distribution/weibull'
init_java if has_java?
end
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