ruby-alglib

• statistics.h of ALGLIB for Ruby.
• ALGLIB is a numerical analysis and data processing library. This repository provides bindings primarily for statistics.

Installation

From source code:

git clone https://github.com/kojix2/ruby-alglib
cd ruby-alglib
bundle install
rake ext:alglib # Download ALGLIB Free Edition from https://www.alglib.net/ and extract to ext/alglib.
rake compile
rake install

• Note that the license of ALGLIB Free Edition is GPL or Personal/Academic license.
• If you want to use ALGLIB in a commercial application, you will need to purchase a commercial license.
  • Can I use ALGLIB Free Edition in a commercial application which runs on server?
• You can also use the Commercial Edition of ALGLIB. In that case, you need to replace the files in ext/alglib with the files in the Commercial Edition.
• Windows is not supported.

Usage

sample_moments sample_mean sample_variance sample_skewness sample_kurtosis sample_adev sample_median sample_percentile cov2 pearson_corr2 spearman_corr2 pearson_correlation_significance spearman_rank_correlation_significance jarque_bera_test f_test one_sample_variance_test wilcoxon_signed_rank_test mann_whitney_u_test student_test_1 student_test_2 unequal_variance_t_test

Development

Not-To-Do List

• Creating namespaces under Alglib. (e.g. Alglib::Statistics)
• Trying to implement all functions even if you do not plan to use them.
• Adding features that will require frequent maintenance.
• Enforcing the above policies on forked repos.

License

• ruby-alglib itself is distributed under the MIT license.
• However, ALGLIB for C++ Free Edition is under the GPL+ license.
• Please read FAQ carefully before you use ALGLIB to understand what is allowed in the free version.
  • Can I use ALGLIB Free Edition in a commercial application which runs on server? > You can, but there is at least one reason to buy commercial license. Everything is OK while it is just running on your server. But any action connected with distribution - selling, sublicensing, transferring to someone under nondisclosure agreement - will trigger copyleft clause. So it is safer and more convenient to buy commercial license.
• Theoretically, ruby-alglib should work with the commercial version. That is why it is MIT. But we have not verified this.