Distribution Quick Start

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


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


* 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


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


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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


  • 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

For current issues see the issue tracker pages