Class: Rubystats::NormalDistribution

Inherits:
ProbabilityDistribution show all
Includes:
SpecialMath
Defined in:
lib/rubystats/normal_distribution.rb

Constant Summary

Constants included from NumericalConstants

Rubystats::NumericalConstants::EPS, Rubystats::NumericalConstants::GAMMA, Rubystats::NumericalConstants::GAMMA_X_MAX_VALUE, Rubystats::NumericalConstants::GOLDEN_RATIO, Rubystats::NumericalConstants::LOG_GAMMA_X_MAX_VALUE, Rubystats::NumericalConstants::MAX_FLOAT, Rubystats::NumericalConstants::MAX_ITERATIONS, Rubystats::NumericalConstants::MAX_VALUE, Rubystats::NumericalConstants::PRECISION, Rubystats::NumericalConstants::SQRT2, Rubystats::NumericalConstants::SQRT2PI, Rubystats::NumericalConstants::TWO_PI, Rubystats::NumericalConstants::XMININ

Instance Attribute Summary

Attributes included from SpecialMath

#log_beta_cache_p, #log_beta_cache_q, #log_beta_cache_res, #log_gamma_cache_res, #log_gamma_cache_x

Instance Method Summary collapse

Methods included from SpecialMath

#beta, #beta_fraction, #complementary_error, #error, #gamma, #gamma_fraction, #gamma_series_expansion, #incomplete_beta, #incomplete_gamma, #log_beta, #log_gamma, #orig_gamma

Methods inherited from ProbabilityDistribution

#cdf, #check_range, #find_root, #get_factorial, #icdf, #mean, #pdf, #rng, #variance

Methods included from ExtraMath

#binomial

Constructor Details

#initialize(mu = 0.0, sigma = 1.0) ⇒ NormalDistribution

Constructs a normal distribution (defaults to zero mean and unity variance).



13
14
15
16
17
18
19
20
21
22
23
 
# File 'lib/rubystats/normal_distribution.rb', line 13

def initialize(mu=0.0, sigma=1.0)
  @mean = mu.to_f
  if sigma <= 0.0
    raise "error, invalid sigma #{sigma}, should be > 0"
  end
  @stdev = sigma.to_f
  @variance = sigma**2
  @pdf_denominator = SQRT2PI * Math.sqrt(@variance)
  @cdf_denominator = SQRT2   * Math.sqrt(@variance)
  @use_last = nil
end

Instance Method Details

#get_mean ⇒ Object

Returns the mean of the distribution



26
27
28
 
# File 'lib/rubystats/normal_distribution.rb', line 26

def get_mean 
  return @mean
end

#get_standard_deviation ⇒ Object

Returns the standard deviation of the distribution



31
32
33
 
# File 'lib/rubystats/normal_distribution.rb', line 31

def get_standard_deviation
  return @stdev
end

#get_variance ⇒ Object

Returns the variance of the distribution



36
37
38
 
# File 'lib/rubystats/normal_distribution.rb', line 36

def get_variance
  return @variance
end