Class: Rust::RandomVariableSlice

Inherits:
Object
  • Object
show all
Defined in:
lib/rust/stats/probabilities.rb

Overview

Represents a slice of a random variable, for which no check is made in terms of cumulative probability.

Direct Known Subclasses

RandomVariable

Instance Method Summary collapse

Constructor Details

#initialize(values) ⇒ RandomVariableSlice

Creates a new slice of random variable. values is a hash of values associated with their probabilities.

Raises:

  • (TypeError) 


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# File 'lib/rust/stats/probabilities.rb', line 56

def initialize(values)
    raise TypeError, "Expected Hash" unless values.is_a?(Hash)
    
    @values = values
end

Instance Method Details

#<(n) ⇒ Object

Returns a slice with the values that are lower than n.



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# File 'lib/rust/stats/probabilities.rb', line 119

def <(n)
    self.so_that { |k| k < n }
end

#<=(n) ⇒ Object

Returns a slice with the values that are lower than or equal to n.



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# File 'lib/rust/stats/probabilities.rb', line 126

def <=(n)
    self.so_that { |k| k <= n }
end

#==(n) ⇒ Object

Returns a slice with the value n.



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# File 'lib/rust/stats/probabilities.rb', line 133

def ==(n)
    self.so_that { |k| k == n }
end

#>(n) ⇒ Object

Returns a slice with the values that are greater than n.



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# File 'lib/rust/stats/probabilities.rb', line 105

def >(n)
    self.so_that { |k| k > n }
end

#>=(n) ⇒ Object

Returns a slice with the values that are greater than or equal to n.



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# File 'lib/rust/stats/probabilities.rb', line 112

def >=(n)
    self.so_that { |k| k >= n }
end

#between(a, b) ⇒ Object

Returns a slice with the values between a and b.



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# File 'lib/rust/stats/probabilities.rb', line 140

def between(a, b)
    self.so_that { |k| k.between?(a, b) }
end

#expected ⇒ Object

Returns the expected value for this slice.



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# File 'lib/rust/stats/probabilities.rb', line 84

def expected
    @values.map { |k, v| k*v }.sum
end

#ml ⇒ Object

Returns the value with the maximum probability.



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# File 'lib/rust/stats/probabilities.rb', line 77

def ml
    @values.max_by { |k, v| v }[0]
end

#plot ⇒ Object

Creates a bar plot of the distribution



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# File 'lib/rust/stats/probabilities.rb', line 154

def plot
    Rust::Plots::BarPlot.new(@values.sort_by { |k, v| k }.to_h)
end

#probability(v = nil) ⇒ Object

Gets the probability of a value v. If v is not specified, returns the cumulative probability of the whole slice.



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# File 'lib/rust/stats/probabilities.rb', line 66

def probability(v=nil)
    unless v
        return @values.values.sum
    else
        return @values[v]
    end
end

#sd ⇒ Object

Returns the standard deviation for this slice.



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# File 'lib/rust/stats/probabilities.rb', line 98

def sd
    Math.sqrt(self.variance)
end

#so_that ⇒ Object

Returns a slice with the values for which the given block returns true.



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# File 'lib/rust/stats/probabilities.rb', line 147

def so_that
    RandomVariableSlice.new(@values.select { |k, v| yield(k) })
end

#variance ⇒ Object

Returns the variance for this slice.



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# File 'lib/rust/stats/probabilities.rb', line 91

def variance
    @values.map { |k, v| k**2 * v }.sum - (self.expected ** 2)
end