Statistics3 – Statistical Distributions for Ruby
I forked Shin-ichiro’s statistics2 (sinara@blade.nagaokaut.ac.jp), work, because
it is in serious need of modernization for the latest Ruby, and I am
currently depending on this library for my RubyNEAT work.
For more information (in Japanese and so use Google Translate)
. http://www5.airnet.ne.jp/tomy/cpro/sslib11.htm
REQUIREMENTS
Ruby 2.2.2 or higher
Installation
Documentation
Note that I’ve just modernized this fork, and will attempt
to add more documentation as time permits.
List of all available functions
- binX_(n, p, x)
- bin_x(n, p, x)
- bindens(n, p, x)
- bindist(n, p, x)
- chi2X_(n, x)
- chi2_x(n, x)
- chi2dens(n, x)
- chi2dist(n, x)
- combi(n, x)
- fX_(n1, n2, x)
- f_x(n1, n2, x)
- fdist(n1, n2, f)
- gamma(x)
- loggamma(x)
- newton_a(y, ini, epsilon = 1.0e-6, limit = 30)
- normal__X_(z)
- normal___x(z)
- normaldist(z)
- normalxXX_(z)
- normalx__x(z)
- p_nor(z)
- p_t(df, t)
- pchi2(n, y)
- pchi2X_(n, y)
- pchi2_x(n, y)
- pchi2dist(n, y)
- perm(n, x = n)
- pf(q, n1, n2)
- pfX_(n1, n2, x)
- pf_x(n1, n2, x)
- pfdist(n1, n2, y)
- pfsub(x, y, z)
- pnorm(qn)
- pnormal__X_(y)
- pnormal___x(y)
- pnormaldist(y)
- pnormalxXX_(z)
- pnormalx__x(y)
- poissonX_(m, x)
- poisson_x(m, x)
- poissondens(m, x)
- poissondist(m, x)
- pt(q, n)
- pt__X_(n, y)
- pt___x(n, y)
- ptdist(n, y)
- ptsub(q, n)
- ptxXX_(n, y)
- ptx__x(n, y)
- q_chi2(df, chi2)
- q_f(df1, df2, f)
- t__X_(n, x)
- t___x(n, x)
- tdist(n, t)
- txXX_(n, x)
- tx__x(n, x)
Distribution
Normal Distribution
| Integral of normal distribution over (-Infty, x]. |
normalxXX_(z) |
| Integral of normal distribution over [0, x]. |
normal__X_(z) |
| Integral of normal distribution over [x, Infty). |
normal___x(z) |
| Integral of normal distribution over (-Infty, -x] + [x, Infty). |
normalx__x(z) |
Inverse of normal-distribution
| P-value of the corresponding integral. |
pnormalxXX_(z) |
| P-value of the corresponding integral. |
pnormal__X_(y) |
| P-value of the corresponding integral. |
pnormal___x(y) |
| P-value of the corresponding integral. |
pnormalx__x(y) |
Chi2-distribution
| Integral of Chi-squared distribution with n degrees of freedom over [x, Infty). |
chi2_x(n, x) |
| Integral of Chi-squared distribution with n degrees of freedom over [0, x]. |
chi2X_(n, x) |
Inverse of chi2-distribution
| P-value of the corresponding integral. |
pchi2_x(n, y) |
| P-value of the corresponding integral. |
pchi2X_(n, y) |
t-distribution
| Integral of normal distribution with n degrees of freedom over (-Infty, -x] + [x, Infty). |
tx__x(n, x) |
| Integral of t-distribution with n degrees of freedom over (-Infty, x]. |
txXX_(n, x) |
| Integral of t-distribution with n degrees of freedom over [0, x]. |
t__X_(n, x) |
| Integral of t-distribution with n degrees of freedom over [x, Infty). |
t___x(n, x) |
inverse of t-distribution
| P-value of the corresponding integral. |
ptx__x(n, y) |
| P-value of the corresponding integral. |
ptxXX_(n, y) |
| P-value of the corresponding integral. |
pt__X_(n, y) |
| P-value of the corresponding integral. |
pt___x(n, y) |
F-distribution
| Integral of F-distribution with n1 and n2 degrees of freedom over [x, Infty). |
f_x(n1, n2, x) |
| Integral of F-distribution with n1 and n2 degrees of freedom over [0, x]. |
fX_(n1, n2, x) |
Inverse of F-distribution
| P-value of the corresponding integral. |
pf_x(n1, n2, x) |
| P-value of the corresponding integral. |
pfX_(n1, n2, x) |
Discrete distributions
- binX_(n, p, x)
- bin_x(n, p, x)
- poissonX_(m, x)
- poisson_x(m, x)
Usage
Example:
require "statistics3"
puts Statistics3.normaldist(0.27) #=> 0.60641987319804
If you don’t want to use the C extension:
require "statistics3/no_ext"
puts Statistics3.normaldist(0.27) #=> 0.606419873198039 (delta of 9.99200722162641e-16)
LICENSE:
MIT