= distribution

* https://github.com/clbustos/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]

== FEATURES/PROBLEMS:

* 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/

* On Jruby and Rubinius, BivariateNormal returns incorrect pdf

== API structure

Distribution::<name>.(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

For example

Distribution::T.cdf

could be called after including Distribution::Shorthand

tdist_cdf

== 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)

== REQUIREMENTS:

I try to provide a Ruby version for each method. To increase (notably!) the speed, please install

* Ruby 1.8-1.9: gsl (prefered) or statistics2

* Java: Not yet implemented

== INSTALL:

gem install distribution

To speep up

gem install gsl

gem install statistics

== 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.

== LICENSE:

Copyright (c) 2011-2012, Claudio Bustos

All rights reserved.

Redistribution and use in source and binary forms, with or without

modification, are permitted provided that the following conditions are met:

* Redistributions of source code must retain the above copyright

notice, this list of conditions and the following disclaimer.

* Redistributions in binary form must reproduce the above copyright

notice, this list of conditions and the following disclaimer in the

documentation and/or other materials provided with the distribution.

* Neither the name of the copyright holder nor the

names of its contributors may be used to endorse or promote products

derived from this software without specific prior written permission.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND

ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED

WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE

DISCLAIMED. IN NO EVENT SHALL <COPYRIGHT HOLDER> BE LIABLE FOR ANY

DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES

(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;

LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND

ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT

(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS

SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

* https://github.com/clbustos/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]

== FEATURES/PROBLEMS:

* 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/

* On Jruby and Rubinius, BivariateNormal returns incorrect pdf

== API structure

Distribution::<name>.(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

For example

Distribution::T.cdf

could be called after including Distribution::Shorthand

tdist_cdf

== 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)

== REQUIREMENTS:

I try to provide a Ruby version for each method. To increase (notably!) the speed, please install

* Ruby 1.8-1.9: gsl (prefered) or statistics2

* Java: Not yet implemented

== INSTALL:

gem install distribution

To speep up

gem install gsl

gem install statistics

== 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.

== LICENSE:

Copyright (c) 2011-2012, Claudio Bustos

All rights reserved.

Redistribution and use in source and binary forms, with or without

modification, are permitted provided that the following conditions are met:

* Redistributions of source code must retain the above copyright

notice, this list of conditions and the following disclaimer.

* Redistributions in binary form must reproduce the above copyright

notice, this list of conditions and the following disclaimer in the

documentation and/or other materials provided with the distribution.

* Neither the name of the copyright holder nor the

names of its contributors may be used to endorse or promote products

derived from this software without specific prior written permission.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND

ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED

WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE

DISCLAIMED. IN NO EVENT SHALL <COPYRIGHT HOLDER> BE LIABLE FOR ANY

DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES

(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;

LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND

ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT

(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS

SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.