Rubystats

DESCRIPTION:

This is a set of Ruby statistics libraries ported from the PHPMath libraries.
PHPMath libraries created by Paul Meagher (many of which were ported from 
various sources).
See http://www.phpmath.com/ for PHPMath libraries.

Currently includes classes for normal, binomial, beta and exponential distributions, with more
planned to be added.

See examples and tests for usage.

NOTE for version 0.2.0:

The API has changed somewhat in version 0.2. All tests pass with the old API, but
You now if you want to load just one of the distributions, you must require it like:

require 'rubystats/normal_distribution'

Then prefix the class name with the Rubystats module name:
norm = Rubystats::NormalDistribution.new(10, 2)

Alternatively, you can simply require 'rubystats' and have all the classes loaded, and 
have the Rubystats module included.

Author:

Bryan Donovan
2006-2008

WARNING:

This is beta-quality software. It works well according to my tests, but the API may change and other features may be added.

FEATURES:

Classes for continuous distributions:

  • Beta

  • Cauchy

  • Exponential

  • Gamma

  • Lognormal

  • Multivariate Normal

  • Normal

  • Student t

  • Uniform

  • Weibull

Classes for discrete distributions:

  • Binomial

  • Poisson

Also includes Fisher's Exact Test

SYNOPSIS:

Example: normal distribution with mean of 10 and standard deviation of 2

norm = Rubystats::NormalDistribution.new(10.0, 2.0)
cdf = norm.cdf(11)
pdf = norm.pdf(11)
puts "CDF(11): #{cdf}"
puts "PDF(11): #{pdf}"

Output:

CDF(11): 0.691462461274013
PDF(11): 0.17603266338214973

Example: get some random numbers from a normal distribution

puts "Random numbers from normal distribution:"
10.times do
  puts norm.rng
end

(sample) Output:

18.8877297946427
-15.4463065628574
4.55538065315298
17.0281528150355
3.16543873165151
2.48599492216993
14.3947330544886
-3.47989062859462
5.05832591294848
31.2952983108343

REQUIREMENTS:

  • Ruby >= 1.9.3 (may work with earlier versions)

INSTALL:

  • sudo gem install rubystats

LICENSE:

(The MIT License)

Copyright © 2008

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the 'Software'), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED 'AS IS', WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.