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Arthur Poulet | 924893d02d | |
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30
CHANGELOG.md
30
CHANGELOG.md
|
@ -1,30 +0,0 @@
|
|||
# v0.1.6
|
||||
- Improve factorial (handle BigInt)
|
||||
- Improve distributions (handle BigFloat and BigInt)
|
||||
- Define more specs
|
||||
- Improve Normale Distribution parameters (min-max instead of a-b)
|
||||
|
||||
# v0.1.5
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||||
- add specs for every function
|
||||
- improve file architecture
|
||||
|
||||
# v0.1.4
|
||||
- fix binomial distribution
|
||||
|
||||
# v0.1.3
|
||||
- renamed crystal_proba to stats
|
||||
|
||||
# v0.1.2
|
||||
- renamed CrystalProba to crystal_proba
|
||||
|
||||
# v0.1.0
|
||||
|
||||
## Added
|
||||
- Initialization of the project
|
||||
- The Binomial Distribution and Normale Distribution are added
|
||||
- Basic specs are provided as documentation and unitary tests
|
||||
- License set to MIT
|
||||
- Compatibility with crystal v0.18
|
||||
|
||||
## Notes
|
||||
- Project inherited from RubyBinomial and RubyNormale, from myself
|
687
LICENSE
687
LICENSE
|
@ -1,21 +1,674 @@
|
|||
The MIT License (MIT)
|
||||
GNU GENERAL PUBLIC LICENSE
|
||||
Version 3, 29 June 2007
|
||||
|
||||
Copyright (c) 2016 Arthur Poulet
|
||||
Copyright (C) 2007 Free Software Foundation, Inc. <http://fsf.org/>
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||||
Everyone is permitted to copy and distribute verbatim copies
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Permission is hereby granted, free of charge, to any person obtaining a copy
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The above copyright notice and this permission notice shall be included in
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|
||||
this License without regard to the additional permissions.
|
||||
|
||||
When you convey a copy of a covered work, you may at your option
|
||||
remove any additional permissions from that copy, or from any part of
|
||||
it. (Additional permissions may be written to require their own
|
||||
removal in certain cases when you modify the work.) You may place
|
||||
additional permissions on material, added by you to a covered work,
|
||||
for which you have or can give appropriate copyright permission.
|
||||
|
||||
Notwithstanding any other provision of this License, for material you
|
||||
add to a covered work, you may (if authorized by the copyright holders of
|
||||
that material) supplement the terms of this License with terms:
|
||||
|
||||
a) Disclaiming warranty or limiting liability differently from the
|
||||
terms of sections 15 and 16 of this License; or
|
||||
|
||||
b) Requiring preservation of specified reasonable legal notices or
|
||||
author attributions in that material or in the Appropriate Legal
|
||||
Notices displayed by works containing it; or
|
||||
|
||||
c) Prohibiting misrepresentation of the origin of that material, or
|
||||
requiring that modified versions of such material be marked in
|
||||
reasonable ways as different from the original version; or
|
||||
|
||||
d) Limiting the use for publicity purposes of names of licensors or
|
||||
authors of the material; or
|
||||
|
||||
e) Declining to grant rights under trademark law for use of some
|
||||
trade names, trademarks, or service marks; or
|
||||
|
||||
f) Requiring indemnification of licensors and authors of that
|
||||
material by anyone who conveys the material (or modified versions of
|
||||
it) with contractual assumptions of liability to the recipient, for
|
||||
any liability that these contractual assumptions directly impose on
|
||||
those licensors and authors.
|
||||
|
||||
All other non-permissive additional terms are considered "further
|
||||
restrictions" within the meaning of section 10. If the Program as you
|
||||
received it, or any part of it, contains a notice stating that it is
|
||||
governed by this License along with a term that is a further
|
||||
restriction, you may remove that term. If a license document contains
|
||||
a further restriction but permits relicensing or conveying under this
|
||||
License, you may add to a covered work material governed by the terms
|
||||
of that license document, provided that the further restriction does
|
||||
not survive such relicensing or conveying.
|
||||
|
||||
If you add terms to a covered work in accord with this section, you
|
||||
must place, in the relevant source files, a statement of the
|
||||
additional terms that apply to those files, or a notice indicating
|
||||
where to find the applicable terms.
|
||||
|
||||
Additional terms, permissive or non-permissive, may be stated in the
|
||||
form of a separately written license, or stated as exceptions;
|
||||
the above requirements apply either way.
|
||||
|
||||
8. Termination.
|
||||
|
||||
You may not propagate or modify a covered work except as expressly
|
||||
provided under this License. Any attempt otherwise to propagate or
|
||||
modify it is void, and will automatically terminate your rights under
|
||||
this License (including any patent licenses granted under the third
|
||||
paragraph of section 11).
|
||||
|
||||
However, if you cease all violation of this License, then your
|
||||
license from a particular copyright holder is reinstated (a)
|
||||
provisionally, unless and until the copyright holder explicitly and
|
||||
finally terminates your license, and (b) permanently, if the copyright
|
||||
holder fails to notify you of the violation by some reasonable means
|
||||
prior to 60 days after the cessation.
|
||||
|
||||
Moreover, your license from a particular copyright holder is
|
||||
reinstated permanently if the copyright holder notifies you of the
|
||||
violation by some reasonable means, this is the first time you have
|
||||
received notice of violation of this License (for any work) from that
|
||||
copyright holder, and you cure the violation prior to 30 days after
|
||||
your receipt of the notice.
|
||||
|
||||
Termination of your rights under this section does not terminate the
|
||||
licenses of parties who have received copies or rights from you under
|
||||
this License. If your rights have been terminated and not permanently
|
||||
reinstated, you do not qualify to receive new licenses for the same
|
||||
material under section 10.
|
||||
|
||||
9. Acceptance Not Required for Having Copies.
|
||||
|
||||
You are not required to accept this License in order to receive or
|
||||
run a copy of the Program. Ancillary propagation of a covered work
|
||||
occurring solely as a consequence of using peer-to-peer transmission
|
||||
to receive a copy likewise does not require acceptance. However,
|
||||
nothing other than this License grants you permission to propagate or
|
||||
modify any covered work. These actions infringe copyright if you do
|
||||
not accept this License. Therefore, by modifying or propagating a
|
||||
covered work, you indicate your acceptance of this License to do so.
|
||||
|
||||
10. Automatic Licensing of Downstream Recipients.
|
||||
|
||||
Each time you convey a covered work, the recipient automatically
|
||||
receives a license from the original licensors, to run, modify and
|
||||
propagate that work, subject to this License. You are not responsible
|
||||
for enforcing compliance by third parties with this License.
|
||||
|
||||
An "entity transaction" is a transaction transferring control of an
|
||||
organization, or substantially all assets of one, or subdividing an
|
||||
organization, or merging organizations. If propagation of a covered
|
||||
work results from an entity transaction, each party to that
|
||||
transaction who receives a copy of the work also receives whatever
|
||||
licenses to the work the party's predecessor in interest had or could
|
||||
give under the previous paragraph, plus a right to possession of the
|
||||
Corresponding Source of the work from the predecessor in interest, if
|
||||
the predecessor has it or can get it with reasonable efforts.
|
||||
|
||||
You may not impose any further restrictions on the exercise of the
|
||||
rights granted or affirmed under this License. For example, you may
|
||||
not impose a license fee, royalty, or other charge for exercise of
|
||||
rights granted under this License, and you may not initiate litigation
|
||||
(including a cross-claim or counterclaim in a lawsuit) alleging that
|
||||
any patent claim is infringed by making, using, selling, offering for
|
||||
sale, or importing the Program or any portion of it.
|
||||
|
||||
11. Patents.
|
||||
|
||||
A "contributor" is a copyright holder who authorizes use under this
|
||||
License of the Program or a work on which the Program is based. The
|
||||
work thus licensed is called the contributor's "contributor version".
|
||||
|
||||
A contributor's "essential patent claims" are all patent claims
|
||||
owned or controlled by the contributor, whether already acquired or
|
||||
hereafter acquired, that would be infringed by some manner, permitted
|
||||
by this License, of making, using, or selling its contributor version,
|
||||
but do not include claims that would be infringed only as a
|
||||
consequence of further modification of the contributor version. For
|
||||
purposes of this definition, "control" includes the right to grant
|
||||
patent sublicenses in a manner consistent with the requirements of
|
||||
this License.
|
||||
|
||||
Each contributor grants you a non-exclusive, worldwide, royalty-free
|
||||
patent license under the contributor's essential patent claims, to
|
||||
make, use, sell, offer for sale, import and otherwise run, modify and
|
||||
propagate the contents of its contributor version.
|
||||
|
||||
In the following three paragraphs, a "patent license" is any express
|
||||
agreement or commitment, however denominated, not to enforce a patent
|
||||
(such as an express permission to practice a patent or covenant not to
|
||||
sue for patent infringement). To "grant" such a patent license to a
|
||||
party means to make such an agreement or commitment not to enforce a
|
||||
patent against the party.
|
||||
|
||||
If you convey a covered work, knowingly relying on a patent license,
|
||||
and the Corresponding Source of the work is not available for anyone
|
||||
to copy, free of charge and under the terms of this License, through a
|
||||
publicly available network server or other readily accessible means,
|
||||
then you must either (1) cause the Corresponding Source to be so
|
||||
available, or (2) arrange to deprive yourself of the benefit of the
|
||||
patent license for this particular work, or (3) arrange, in a manner
|
||||
consistent with the requirements of this License, to extend the patent
|
||||
license to downstream recipients. "Knowingly relying" means you have
|
||||
actual knowledge that, but for the patent license, your conveying the
|
||||
covered work in a country, or your recipient's use of the covered work
|
||||
in a country, would infringe one or more identifiable patents in that
|
||||
country that you have reason to believe are valid.
|
||||
|
||||
If, pursuant to or in connection with a single transaction or
|
||||
arrangement, you convey, or propagate by procuring conveyance of, a
|
||||
covered work, and grant a patent license to some of the parties
|
||||
receiving the covered work authorizing them to use, propagate, modify
|
||||
or convey a specific copy of the covered work, then the patent license
|
||||
you grant is automatically extended to all recipients of the covered
|
||||
work and works based on it.
|
||||
|
||||
A patent license is "discriminatory" if it does not include within
|
||||
the scope of its coverage, prohibits the exercise of, or is
|
||||
conditioned on the non-exercise of one or more of the rights that are
|
||||
specifically granted under this License. You may not convey a covered
|
||||
work if you are a party to an arrangement with a third party that is
|
||||
in the business of distributing software, under which you make payment
|
||||
to the third party based on the extent of your activity of conveying
|
||||
the work, and under which the third party grants, to any of the
|
||||
parties who would receive the covered work from you, a discriminatory
|
||||
patent license (a) in connection with copies of the covered work
|
||||
conveyed by you (or copies made from those copies), or (b) primarily
|
||||
for and in connection with specific products or compilations that
|
||||
contain the covered work, unless you entered into that arrangement,
|
||||
or that patent license was granted, prior to 28 March 2007.
|
||||
|
||||
Nothing in this License shall be construed as excluding or limiting
|
||||
any implied license or other defenses to infringement that may
|
||||
otherwise be available to you under applicable patent law.
|
||||
|
||||
12. No Surrender of Others' Freedom.
|
||||
|
||||
If conditions are imposed on you (whether by court order, agreement or
|
||||
otherwise) that contradict the conditions of this License, they do not
|
||||
excuse you from the conditions of this License. If you cannot convey a
|
||||
covered work so as to satisfy simultaneously your obligations under this
|
||||
License and any other pertinent obligations, then as a consequence you may
|
||||
not convey it at all. For example, if you agree to terms that obligate you
|
||||
to collect a royalty for further conveying from those to whom you convey
|
||||
the Program, the only way you could satisfy both those terms and this
|
||||
License would be to refrain entirely from conveying the Program.
|
||||
|
||||
13. Use with the GNU Affero General Public License.
|
||||
|
||||
Notwithstanding any other provision of this License, you have
|
||||
permission to link or combine any covered work with a work licensed
|
||||
under version 3 of the GNU Affero General Public License into a single
|
||||
combined work, and to convey the resulting work. The terms of this
|
||||
License will continue to apply to the part which is the covered work,
|
||||
but the special requirements of the GNU Affero General Public License,
|
||||
section 13, concerning interaction through a network will apply to the
|
||||
combination as such.
|
||||
|
||||
14. Revised Versions of this License.
|
||||
|
||||
The Free Software Foundation may publish revised and/or new versions of
|
||||
the GNU General Public License from time to time. Such new versions will
|
||||
be similar in spirit to the present version, but may differ in detail to
|
||||
address new problems or concerns.
|
||||
|
||||
Each version is given a distinguishing version number. If the
|
||||
Program specifies that a certain numbered version of the GNU General
|
||||
Public License "or any later version" applies to it, you have the
|
||||
option of following the terms and conditions either of that numbered
|
||||
version or of any later version published by the Free Software
|
||||
Foundation. If the Program does not specify a version number of the
|
||||
GNU General Public License, you may choose any version ever published
|
||||
by the Free Software Foundation.
|
||||
|
||||
If the Program specifies that a proxy can decide which future
|
||||
versions of the GNU General Public License can be used, that proxy's
|
||||
public statement of acceptance of a version permanently authorizes you
|
||||
to choose that version for the Program.
|
||||
|
||||
Later license versions may give you additional or different
|
||||
permissions. However, no additional obligations are imposed on any
|
||||
author or copyright holder as a result of your choosing to follow a
|
||||
later version.
|
||||
|
||||
15. Disclaimer of Warranty.
|
||||
|
||||
THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY
|
||||
APPLICABLE LAW. EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT
|
||||
HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY
|
||||
OF ANY KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING, BUT NOT LIMITED TO,
|
||||
THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
|
||||
PURPOSE. THE ENTIRE RISK AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM
|
||||
IS WITH YOU. SHOULD THE PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF
|
||||
ALL NECESSARY SERVICING, REPAIR OR CORRECTION.
|
||||
|
||||
16. Limitation of Liability.
|
||||
|
||||
IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING
|
||||
WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MODIFIES AND/OR CONVEYS
|
||||
THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY
|
||||
GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE
|
||||
USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF
|
||||
DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD
|
||||
PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS),
|
||||
EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF
|
||||
SUCH DAMAGES.
|
||||
|
||||
17. Interpretation of Sections 15 and 16.
|
||||
|
||||
If the disclaimer of warranty and limitation of liability provided
|
||||
above cannot be given local legal effect according to their terms,
|
||||
reviewing courts shall apply local law that most closely approximates
|
||||
an absolute waiver of all civil liability in connection with the
|
||||
Program, unless a warranty or assumption of liability accompanies a
|
||||
copy of the Program in return for a fee.
|
||||
|
||||
END OF TERMS AND CONDITIONS
|
||||
|
||||
How to Apply These Terms to Your New Programs
|
||||
|
||||
If you develop a new program, and you want it to be of the greatest
|
||||
possible use to the public, the best way to achieve this is to make it
|
||||
free software which everyone can redistribute and change under these terms.
|
||||
|
||||
To do so, attach the following notices to the program. It is safest
|
||||
to attach them to the start of each source file to most effectively
|
||||
state the exclusion of warranty; and each file should have at least
|
||||
the "copyright" line and a pointer to where the full notice is found.
|
||||
|
||||
{one line to give the program's name and a brief idea of what it does.}
|
||||
Copyright (C) {year} {name of author}
|
||||
|
||||
This program is free software: you can redistribute it and/or modify
|
||||
it under the terms of the GNU General Public License as published by
|
||||
the Free Software Foundation, either version 3 of the License, or
|
||||
(at your option) any later version.
|
||||
|
||||
This program is distributed in the hope that it will be useful,
|
||||
but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
GNU General Public License for more details.
|
||||
|
||||
You should have received a copy of the GNU General Public License
|
||||
along with this program. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
Also add information on how to contact you by electronic and paper mail.
|
||||
|
||||
If the program does terminal interaction, make it output a short
|
||||
notice like this when it starts in an interactive mode:
|
||||
|
||||
{project} Copyright (C) {year} {fullname}
|
||||
This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'.
|
||||
This is free software, and you are welcome to redistribute it
|
||||
under certain conditions; type `show c' for details.
|
||||
|
||||
The hypothetical commands `show w' and `show c' should show the appropriate
|
||||
parts of the General Public License. Of course, your program's commands
|
||||
might be different; for a GUI interface, you would use an "about box".
|
||||
|
||||
You should also get your employer (if you work as a programmer) or school,
|
||||
if any, to sign a "copyright disclaimer" for the program, if necessary.
|
||||
For more information on this, and how to apply and follow the GNU GPL, see
|
||||
<http://www.gnu.org/licenses/>.
|
||||
|
||||
The GNU General Public License does not permit incorporating your program
|
||||
into proprietary programs. If your program is a subroutine library, you
|
||||
may consider it more useful to permit linking proprietary applications with
|
||||
the library. If this is what you want to do, use the GNU Lesser General
|
||||
Public License instead of this License. But first, please read
|
||||
<http://www.gnu.org/philosophy/why-not-lgpl.html>.
|
||||
|
|
119
README.md
119
README.md
|
@ -1,7 +1,9 @@
|
|||
**Migrated to <https://git.sceptique.eu/Sceptique/stats>**
|
||||
|
||||
# stats
|
||||
|
||||
An expressive implementation of statistical distributions.
|
||||
Compatible with crystal v0.18
|
||||
Compatible with crystal v0.27.0.
|
||||
|
||||
## Installation
|
||||
|
||||
|
@ -9,30 +11,131 @@ Add this to your application's `shard.yml`:
|
|||
|
||||
```yaml
|
||||
dependencies:
|
||||
Stats:
|
||||
github: Nephos/stats
|
||||
stats:
|
||||
git: https://git.sceptique.eu/Sceptique/stats
|
||||
```
|
||||
|
||||
|
||||
## Usage
|
||||
|
||||
### Include it
|
||||
|
||||
```crystal
|
||||
require "stats"
|
||||
include Stats
|
||||
```
|
||||
|
||||
You should read the specs to understand how it works.
|
||||
### Normal distribution
|
||||
|
||||
```crystal
|
||||
NormaleDistribution::between standard_deviation: 15, esperance: 100, min: 85, max: 115 # => 0.6826894921370859
|
||||
Math.binomial_distribution(tries: 3, probability: 0.5, success: 1) # => 0.375
|
||||
NormaleDistribution.between # less_than, greater_than
|
||||
standard_deviation: 15,
|
||||
esperance: 100,
|
||||
min: 85,
|
||||
max: 115
|
||||
# => 0.6826894921370859
|
||||
```
|
||||
|
||||
### Binomial distribution
|
||||
|
||||
```crystal
|
||||
Math.binomial_distribution(
|
||||
tries: 3,
|
||||
probability: 0.5,
|
||||
success: 1)
|
||||
# => 0.375
|
||||
```
|
||||
|
||||
### Binomial coefficient
|
||||
|
||||
```crystal
|
||||
Math.coef_binomial(5, 2) # => 10
|
||||
```
|
||||
|
||||
### Factorial
|
||||
|
||||
```crystal
|
||||
Math.factorial(4) # => 24
|
||||
```
|
||||
|
||||
### Radian and degree
|
||||
|
||||
```crystal
|
||||
90.radian # => (Math::PI / 2)
|
||||
(Math::PI / 4) # => 45.0
|
||||
```
|
||||
|
||||
### Series & Statistics
|
||||
|
||||
```crystal
|
||||
[1, 2, 3].mean # => 2.0
|
||||
[1, 2, 3].variance # => 0.6667
|
||||
[1, 2, 3].standard_deviation # => 0.8165
|
||||
[1, 2, 3].quadratic_mean # => 2.16
|
||||
[2, 32].geometric_mean # => 8.0
|
||||
[40, 60].harmonic_mean # => 48.0
|
||||
[1,2,3,2,1].macd 3 # => [2.0, 2.333, 2.0]
|
||||
```
|
||||
|
||||
### Correlations
|
||||
|
||||
```crystal
|
||||
[1,2,3,4].covariance [4,2,1,0] # => -1.625
|
||||
[1,2,3,4].correlation_coef [1,2,3,3] + 1 > 1.5 # => true
|
||||
[1,2,3,4].correlation_coef [-14,14,101,-100] + 1 > 1.5 # => false
|
||||
```
|
||||
|
||||
### Median
|
||||
|
||||
```crystal
|
||||
[1, 2, 5].median # => 2.0
|
||||
[42, 1337].median # => 685.5
|
||||
```
|
||||
|
||||
### Quartiles & Boxplot
|
||||
|
||||
*Note: not big compatible yet*
|
||||
|
||||
```crystal
|
||||
[1, 3, 5].first_quartile # => 2.0 (alias of lower_quartile)
|
||||
[1, 3, 5].second_quartile # => 3.0 (alias of median)
|
||||
[1, 3, 5].third_quartile # => 4.0 (alias of upper_quartile)
|
||||
[1, 3, 5].quartiles # => [2.0, 3.0, 4.0] ([Q1, Q2, Q3])
|
||||
```
|
||||
|
||||
```crystal
|
||||
arr = [-23, -5, 2, 5, 5, 6, 7, 8, 14, 15, 42, 1337]
|
||||
|
||||
arr.first_quartile # => 3.5 (Q1)
|
||||
arr.second_quartile # => 6.5 (Q2)
|
||||
arr.third_quartile # => 14.5 (Q3)
|
||||
arr.interquartile_range # => 11.0 (alias of iqr) (IQR = Q3 - Q1)
|
||||
|
||||
# Tukey's fences with k = 1.5 (default parameter value)
|
||||
arr.lower_fence # => -13.0 (Q1 - 1.5 * IQR)
|
||||
arr.upper_fence # => 31 (Q3 + 1.5 * IQR)
|
||||
arr.lower_outliers # => [-23]
|
||||
arr.upper_outliers # => [42, 1337]
|
||||
|
||||
# Tukey's fences with k = 3 for "far out" outliers
|
||||
arr.upper_fence(3) # => 47.5 (Q3 + 3 * IQR)
|
||||
arr.upper_outliers(3) # => [1337]
|
||||
```
|
||||
|
||||
### Frequency
|
||||
|
||||
```crystal
|
||||
[0, 1, 2, 3].frequency_of(0) # => 0.25 (amount of X in the population, by the size of the population)
|
||||
[0, 0, 1, 2, 3].all_frequencies # => { 0 => 0.4, 1 => 0.2, 2 => 0.2, 3 => 0.2}
|
||||
```
|
||||
|
||||
## Development
|
||||
|
||||
- The lib is adapted to be usable with BigInt and BigFloat values
|
||||
- The lib should take care of "big" numbers
|
||||
|
||||
## Contributing
|
||||
|
||||
1. Fork it ( https://github.com/Nephos/crystal_proba/fork )
|
||||
1. Fork it ( https://github.com/Nephos/stats/fork )
|
||||
2. Create your feature branch (git checkout -b my-new-feature)
|
||||
3. Commit your changes (git commit -am 'Add some feature')
|
||||
4. Push to the branch (git push origin my-new-feature)
|
||||
|
|
|
@ -1,7 +1,7 @@
|
|||
name: stats
|
||||
version: 0.1.6
|
||||
version: 0.3.0
|
||||
|
||||
authors:
|
||||
- Arthur Poulet <arthur.poulet@mailoo.org>
|
||||
|
||||
license: MIT
|
||||
license: GPL-3.0
|
||||
|
|
|
@ -1,35 +1,34 @@
|
|||
describe Math do
|
||||
include Stats
|
||||
|
||||
describe Math do
|
||||
it "binomial_distribution" do
|
||||
0.0.step(by: 0.1, limit: 1.0) do |proba|
|
||||
0.0.step(by: 0.1, to: 1.0) do |proba|
|
||||
Math.binomial_distribution(tries: 1, probability: proba, success: 1).should eq(proba)
|
||||
end
|
||||
Math.binomial_distribution(tries: 10, probability: 0.2, success: 3).round(3).should eq(0.201)
|
||||
Math.binomial_distribution(tries: 10, probability: 0.2, success: 6).round(4).should eq(0.0055)
|
||||
end
|
||||
|
||||
end
|
||||
|
||||
describe BinomialDistribution do
|
||||
|
||||
it "initialize" do
|
||||
BinomialDistribution.new(0).should be_a(BinomialDistribution)
|
||||
BinomialDistribution.new(1).should be_a(BinomialDistribution)
|
||||
BinomialDistribution.new(100).should be_a(BinomialDistribution)
|
||||
BinomialDistribution.new(1, 0).should be_a(BinomialDistribution)
|
||||
BinomialDistribution.new(1, 0.5).should be_a(BinomialDistribution)
|
||||
BinomialDistribution.new(1, 1).should be_a(BinomialDistribution)
|
||||
BinomialDistribution(Int32, Float64).new(0).should be_a(BinomialDistribution(Int32, Float64))
|
||||
BinomialDistribution(Int32, Float64).new(1).should be_a(BinomialDistribution(Int32, Float64))
|
||||
BinomialDistribution(Int32, Float64).new(100).should be_a(BinomialDistribution(Int32, Float64))
|
||||
BinomialDistribution(Int32, Int32).new(1, 0).should be_a(BinomialDistribution(Int32, Int32))
|
||||
BinomialDistribution.new(1, 0.5).should be_a(BinomialDistribution(Int32, Float64))
|
||||
BinomialDistribution.new(1, 1).should be_a(BinomialDistribution(Int32, Int32))
|
||||
end
|
||||
|
||||
it "initialize errors" do
|
||||
expect_raises { BinomialDistribution.new(-1) }
|
||||
expect_raises { BinomialDistribution.new(0, -1) }
|
||||
expect_raises { BinomialDistribution.new(0, 1.5) }
|
||||
expect_raises(Math::DomainError) { BinomialDistribution(Int32, Float64).new(-1) }
|
||||
expect_raises(Math::DomainError) { BinomialDistribution.new(0, -1) }
|
||||
expect_raises(Math::DomainError) { BinomialDistribution.new(0, 1.5) }
|
||||
end
|
||||
|
||||
it "distribute" do
|
||||
b = BinomialDistribution.new(2, 0.5)
|
||||
b.should be_a(BinomialDistribution)
|
||||
b.should be_a(BinomialDistribution(Int32, Float64))
|
||||
b.distribute(0).should eq 0.25
|
||||
b.distribute(1).should eq 0.5
|
||||
b.distribute(2).should eq 0.25
|
||||
|
@ -38,9 +37,16 @@ describe BinomialDistribution do
|
|||
b.distribute([2, 1]).should eq 0.75
|
||||
end
|
||||
|
||||
it "with BitNumber" do
|
||||
BinomialDistribution.new(
|
||||
BigInt.new(1), BigFloat.new(1)).should be_a(BinomialDistribution)
|
||||
it "with spaces tests" do
|
||||
end
|
||||
|
||||
it "with BitNumber" do
|
||||
BinomialDistribution.new(BigInt.new(1), BigFloat.new(1)).should be_a(BinomialDistribution(BigInt, BigFloat))
|
||||
((a = BinomialDistribution.new(BigInt.new(10), BigFloat.new(0.02)).distribute(BigInt.new(1)..BigInt.new(10))) > 0.02).should be_true
|
||||
((b = BinomialDistribution.new(BigInt.new(20), BigFloat.new(0.02)).distribute(BigInt.new(1)..BigInt.new(20))) > 0.02).should be_true
|
||||
((c = BinomialDistribution.new(BigInt.new(50), BigFloat.new(0.02)).distribute(BigInt.new(1)..BigInt.new(50))) > 0.02).should be_true
|
||||
(b > a).should be_true
|
||||
(c > b).should be_true
|
||||
# p a, b, c
|
||||
end
|
||||
end
|
||||
|
|
|
@ -0,0 +1,15 @@
|
|||
describe Math::Angle do
|
||||
it "verify radian to degree" do
|
||||
45.radian.should eq(Math::PI / 4)
|
||||
90.radian.should eq(Math::PI / 2)
|
||||
180.radian.should eq(Math::PI)
|
||||
360.radian.should eq(Math::PI * 2)
|
||||
end
|
||||
|
||||
it "verify degree to radian" do
|
||||
(Math::PI / 4).degree.should eq(45)
|
||||
(Math::PI / 2).degree.should eq(90)
|
||||
(Math::PI).degree.should eq(180)
|
||||
(Math::PI * 2).degree.should eq(360)
|
||||
end
|
||||
end
|
|
@ -12,11 +12,11 @@ describe Math do
|
|||
Math.coef_binomial(261, 262).should eq 0
|
||||
Math.coef_binomial(261, 263).should eq 0
|
||||
Math.coef_binomial(261, 26372).should eq 0
|
||||
20.times {|i| Math.coef_binomial(i + 1, i + rand(1..5) + 1).should eq 0}
|
||||
20.times { |i| Math.coef_binomial(i + 1, i + rand(1..5) + 1).should eq 0 }
|
||||
end
|
||||
|
||||
it "coef binomial tests a = b" do
|
||||
20.times {|i| Math.coef_binomial(i + 1, i + 1).should eq 1}
|
||||
20.times { |i| Math.coef_binomial(i + 1, i + 1).should eq 1 }
|
||||
end
|
||||
|
||||
it "coef_binomial with BigInt" do
|
||||
|
@ -25,5 +25,4 @@ describe Math do
|
|||
BigInt.new("fffffffffffffffffffffffffffffffe", 16),
|
||||
BigInt.new("ffffffffffffffffffffffffffffffff", 16)).should eq 0
|
||||
end
|
||||
|
||||
end
|
||||
|
|
|
@ -0,0 +1,21 @@
|
|||
require "big"
|
||||
|
||||
describe Math::Correlation do
|
||||
it "test basic confidence interval" do
|
||||
arr1 = [1, 2, 2.5, 3, 3.5, 3.8, 4, 4.2, 4.4, 4.5]
|
||||
arr2 = [1, 2, 3, 4, 5, 6.5, 8, 10, 12, 15]
|
||||
arr1.mean.round(4).should eq 3.29
|
||||
arr2.mean.round(4).should eq 6.65
|
||||
arr1.size.should eq 10
|
||||
arr2.size.should eq 10
|
||||
arr1.covariance(arr2).round(4).should eq 4.2215
|
||||
arr1.correlation_coef(arr2).round(4).should eq 0.8906
|
||||
end
|
||||
|
||||
it "test big" do
|
||||
[BigInt.new(1), 2].correlation_coef([2, 3])
|
||||
[1, 2].correlation_coef([BigInt.new(2), 3])
|
||||
[BigInt.new(1), 2].correlation_coef([BigInt.new(2), 3])
|
||||
[1, 2].correlation_coef([BigInt.new(2), BigInt.new(3)])
|
||||
end
|
||||
end
|
|
@ -1,5 +1,4 @@
|
|||
describe Math do
|
||||
|
||||
it "factorial" do
|
||||
Math.factorial(0).should eq 1
|
||||
Math.factorial(1).should eq 1
|
||||
|
@ -11,9 +10,8 @@ describe Math do
|
|||
Math.factorial(6).should eq 720
|
||||
end
|
||||
|
||||
it "factorial bigint" do
|
||||
res = (1..20).to_a.reduce(BigInt.new 1) {|e, i| e * BigInt.new(i) }
|
||||
Math.factorial(BigInt.new 20).should eq res
|
||||
it "factorial big" do
|
||||
res = (1..20).to_a.reduce(BigInt.new(1)) { |e, i| e * BigInt.new(i) }
|
||||
Math.factorial(BigInt.new(20)).should eq res
|
||||
end
|
||||
|
||||
end
|
||||
|
|
|
@ -0,0 +1,34 @@
|
|||
FREQ_LIMIT = 100
|
||||
|
||||
describe Math::Frequency do
|
||||
it "test trivia" do
|
||||
([] of Int32).frequency_of(0).should eq 0.0
|
||||
[0, 1, 2, 3].frequency_of(0).should eq 0.25
|
||||
[0, 0, 1, 2, 3].frequency_of(0).should eq 0.40
|
||||
[0, 0, 1, 2, 3].all_frequencies.should eq({0 => 0.4, 1 => 0.2, 2 => 0.2, 3 => 0.2})
|
||||
# allfreq1 = [0, 0, 1, 2, 3].all_frequencies(2)
|
||||
# allfreq1[1].should eq 0.4
|
||||
# allfreq1.size.should eq 2
|
||||
# expect_raises(Error) { [0, 0, 1, 2, 3].all_frequencies(2, true) }
|
||||
end
|
||||
|
||||
it "test basic" do
|
||||
FREQ_LIMIT.times do |modi|
|
||||
modulo = modi + 1
|
||||
# we should have the same or more because we don't / modulo in the freq
|
||||
arr = FREQ_LIMIT.times.to_a.map { |e| e % modulo }
|
||||
(arr.frequency_of(0) >= (1.0f64 / modulo)).should be_true
|
||||
|
||||
next if modulo <= 20
|
||||
# make an array with less or equal amount of iterations
|
||||
arr_less = FREQ_LIMIT.times.to_a.map { |e| e % (modulo + 5) }
|
||||
(arr.frequency_of(0) >= arr_less.frequency_of(0)).should be_true
|
||||
|
||||
# make an array with more or equal amount of iterations
|
||||
arr_more = FREQ_LIMIT.times.to_a.map { |e| e % (modulo - 5) }
|
||||
(arr.frequency_of(0) <= arr_more.frequency_of(0)).should be_true
|
||||
end
|
||||
|
||||
[0, 0, 0, 0, 1, 1, 1, 2, 2, 3].all_frequencies.should eq({0 => 0.4, 1 => 0.3, 2 => 0.2, 3 => 0.1})
|
||||
end
|
||||
end
|
|
@ -0,0 +1,11 @@
|
|||
require "big"
|
||||
|
||||
describe Math::MACD do
|
||||
it "test basic macd" do
|
||||
[1, 2, 3, 2, 1].macd(3).map { |e| e.round(3) }.should eq [2, 2.333, 2]
|
||||
end
|
||||
|
||||
it "test big basic macd" do
|
||||
puts [BigInt.new(1), BigInt.new(2), BigInt.new(3), BigInt.new(2), 1].macd(3).map { |e| e.round(3) }.should eq [2, 2.333, 2]
|
||||
end
|
||||
end
|
|
@ -0,0 +1,43 @@
|
|||
require "big"
|
||||
|
||||
describe Math::Mean do
|
||||
it "test several basic mean special case" do
|
||||
arr = ([] of Int32)
|
||||
arr.mean.should eq 0.0
|
||||
arr.quadratic_mean.should eq 0.0
|
||||
arr.harmonic_mean.should eq 0.0
|
||||
arr.geometric_mean.should eq 0.0
|
||||
end
|
||||
|
||||
it "test mean on Array(Float64)" do
|
||||
[1.0, 2.0, 3.0].mean.should eq 2.0
|
||||
[1.0, 2.0, -3.0].mean.should eq 0.0
|
||||
end
|
||||
|
||||
it "test mean on Array(Int32)" do
|
||||
[1, 2, 3].mean.should eq 2.0
|
||||
[1, 2, -3].mean.should eq 0.0
|
||||
end
|
||||
|
||||
it "test mean on big" do
|
||||
[BigInt.new(1), 2, 3].mean.should eq 2.0
|
||||
[BigInt.new(1), BigInt.new(2), BigFloat.new(-3)].mean.should eq 0.0
|
||||
end
|
||||
|
||||
it "test quadratic mean" do
|
||||
[1, 2, 3, 2].quadratic_mean.round(4).should eq(2.1213)
|
||||
[1, 2, 1, 5, 10, 9, 1, -13, 2].quadratic_mean.round(4).should eq(6.549)
|
||||
end
|
||||
|
||||
it "test geometric mean" do
|
||||
[2, 32].geometric_mean.should eq(8)
|
||||
[10, 15].geometric_mean.round(2).should eq(12.25)
|
||||
[5, 3, 12].geometric_mean.round(2).should eq(5.65)
|
||||
[7, 9, 12].geometric_mean.round(2).should eq(9.11)
|
||||
end
|
||||
|
||||
it "test harmonic mean" do
|
||||
[1, 4, 1, 2].harmonic_mean.round(3).should eq(1.455)
|
||||
[13, 23, 12, 44, 55].harmonic_mean.round(3).should eq(20.438)
|
||||
end
|
||||
end
|
|
@ -0,0 +1,23 @@
|
|||
require "big"
|
||||
|
||||
describe Math::Median do
|
||||
it "test trivia" do
|
||||
arr = ([] of Int32)
|
||||
arr.median.should eq 0.0
|
||||
end
|
||||
|
||||
it "test basic" do
|
||||
[1.0, 2.0].median.should eq 1.5
|
||||
[42, 1337].median.should eq 689.5
|
||||
|
||||
[1, 2, 5].median.should eq 2.0
|
||||
[2, 5, 1].median.should eq 2.0
|
||||
|
||||
[4, 1, 1, 1, 2].median.should eq 1.0
|
||||
end
|
||||
|
||||
it "test big" do
|
||||
[BigInt.new(1.0), 2.0].median.should eq 1.5
|
||||
[BigInt.new(1.0), BigFloat.new(2.0)].median.should eq 1.5
|
||||
end
|
||||
end
|
|
@ -0,0 +1,98 @@
|
|||
require "big"
|
||||
|
||||
module Math::Quartile
|
||||
it "trivial" do
|
||||
arr = [1, 3, 5]
|
||||
|
||||
arr.first_quartile.should eq 2.0
|
||||
arr.second_quartile.should eq 3.0
|
||||
arr.third_quartile.should eq 4.0
|
||||
|
||||
arr.quartiles.should eq [2.0, 3.0, 4.0]
|
||||
|
||||
arr.iqr.should eq 2.0
|
||||
end
|
||||
|
||||
# TODO
|
||||
# it "big" do
|
||||
# arr = [BigInt.new(1), BigFloat.new(3), 5]
|
||||
#
|
||||
# arr.first_quartile.should eq 2.0
|
||||
# arr.second_quartile.should eq 3.0
|
||||
# arr.third_quartile.should eq 4.0
|
||||
#
|
||||
# arr.quartiles.should eq [2.0, 3.0, 4.0]
|
||||
#
|
||||
# arr.iqr.should eq 2.0
|
||||
# end
|
||||
|
||||
it "odd size input" do
|
||||
arr = [6, 7, 15, 36, 39, 40, 41, 42, 43, 47, 49]
|
||||
|
||||
arr.first_quartile.should eq 25.5
|
||||
arr.second_quartile.should eq 40
|
||||
arr.third_quartile.should eq 42.5
|
||||
|
||||
arr.quartiles.should eq [25.5, 40, 42.5]
|
||||
|
||||
arr.iqr.should eq 17.0
|
||||
end
|
||||
|
||||
it "even size input" do
|
||||
arr = [7, 15, 36, 39, 40, 41]
|
||||
|
||||
arr.first_quartile.should eq 15.0
|
||||
arr.second_quartile.should eq 37.5
|
||||
arr.third_quartile.should eq 40.0
|
||||
|
||||
arr.quartiles.should eq [15, 37.5, 40]
|
||||
|
||||
arr.iqr.should eq 25.0
|
||||
end
|
||||
|
||||
it "complex" do
|
||||
arr = [7, 7, 31, 31, 47, 75, 87, 115, 116, 119, 119, 155, 177]
|
||||
|
||||
arr.first_quartile.should eq 31
|
||||
arr.second_quartile.should eq 87
|
||||
arr.third_quartile.should eq 119
|
||||
|
||||
arr.quartiles.should eq [31, 87, 119]
|
||||
|
||||
arr.iqr.should eq 88
|
||||
end
|
||||
|
||||
it "complex 2" do
|
||||
# https://en.wikipedia.org/wiki/Quartile#Example_1
|
||||
arr = [6, 7, 15, 36, 39, 40, 41, 42, 43, 47, 49]
|
||||
|
||||
arr.first_quartile.should eq 25.5
|
||||
arr.second_quartile.should eq 40
|
||||
arr.third_quartile.should eq 42.5
|
||||
|
||||
arr.quartiles.should eq [25.5, 40, 42.5]
|
||||
|
||||
arr.iqr.should eq 17
|
||||
end
|
||||
|
||||
it "boxplot values" do
|
||||
arr = [-23, -5, 2, 5, 5, 6, 7, 8, 14, 15, 42, 1337]
|
||||
|
||||
arr.first_quartile.should eq 3.5
|
||||
arr.second_quartile.should eq 6.5
|
||||
arr.third_quartile.should eq 14.5
|
||||
|
||||
arr.quartiles.should eq [3.5, 6.5, 14.5]
|
||||
|
||||
arr.iqr.should eq 11.0
|
||||
|
||||
arr.lower_fence.should eq -13.0
|
||||
arr.upper_fence.should eq 31
|
||||
|
||||
arr.lower_outliers.should eq [-23]
|
||||
arr.upper_outliers.should eq [42, 1337]
|
||||
|
||||
arr.upper_fence(3).should eq 47.5
|
||||
arr.upper_outliers(3).should eq [1337]
|
||||
end
|
||||
end
|
|
@ -0,0 +1,37 @@
|
|||
describe Math::StandardDeviation do
|
||||
it "test variance & std dev explained" do
|
||||
arr = [1, 2, 3, 4, 4]
|
||||
mean = (4 + 4 + 3 + 2 + 1) / 5.0
|
||||
variance = ((4 - mean)**2 + (4 - mean)**2 + (3 - mean)**2 + (2 - mean)**2 + (1 - mean)**2) / 5.0
|
||||
standard_deviation = Math.sqrt(variance)
|
||||
arr.mean.should eq(mean)
|
||||
arr.variance.should eq(variance)
|
||||
arr.standard_deviation.should eq(standard_deviation)
|
||||
end
|
||||
|
||||
it "test big" do
|
||||
arr = [BigInt.new(1), BigFloat.new(2), 3, 4.0, 4]
|
||||
mean = (4 + 4 + 3 + 2 + 1) / 5.0
|
||||
variance = ((4 - mean)**2 + (4 - mean)**2 + (3 - mean)**2 + (2 - mean)**2 + (1 - mean)**2) / 5.0
|
||||
standard_deviation = Math.sqrt(variance)
|
||||
arr.mean.should eq(mean)
|
||||
arr.variance.should eq(variance)
|
||||
arr.standard_deviation.should eq(standard_deviation)
|
||||
end
|
||||
|
||||
it "test standard deviation without explanations" do
|
||||
arr = [1, 5, 23, 2, 0, 0, 1]
|
||||
arr.mean.round(2).should eq 4.57
|
||||
arr.variance.round(2).should eq 59.10
|
||||
arr.standard_deviation.round(2).should eq 7.69
|
||||
|
||||
[1.0, 2.0, 3.0].variance.round(4).should eq(0.6667)
|
||||
[1.0, 2.0, 3.0].standard_deviation.round(4).should eq(0.8165)
|
||||
end
|
||||
|
||||
it "test several special case" do
|
||||
arr = [] of Int32
|
||||
arr.variance.should eq 0.0
|
||||
arr.standard_deviation.should eq 0.0
|
||||
end
|
||||
end
|
|
@ -1,3 +1,5 @@
|
|||
include Stats
|
||||
|
||||
describe NormaleDistribution do
|
||||
it "between" do
|
||||
bet = NormaleDistribution.between standard_deviation: 1, esperance: 0, min: -1, max: 1
|
||||
|
@ -8,11 +10,10 @@ describe NormaleDistribution do
|
|||
end
|
||||
|
||||
describe NormaleDistribution::Persistant do
|
||||
|
||||
it "instances" do
|
||||
NormaleDistribution::Persistant.new
|
||||
NormaleDistribution::Persistant.new(standard_deviation: 12).standard_deviation.should eq(12)
|
||||
NormaleDistribution::Persistant.new(esperance: 14).esperance.should eq(14)
|
||||
NormaleDistribution::Persistant(Float64, Float64).new
|
||||
NormaleDistribution::Persistant(Int32, Float64).new(standard_deviation: 12).standard_deviation.should eq(12)
|
||||
NormaleDistribution::Persistant(Float64, Int32).new(esperance: 14).esperance.should eq(14)
|
||||
end
|
||||
|
||||
it "instances with BigNumber" do
|
||||
|
@ -29,8 +30,8 @@ describe NormaleDistribution::Persistant do
|
|||
end
|
||||
|
||||
it "centroid" do
|
||||
[0.1, 1, 2, 4.1324].each do |space|
|
||||
[0, 1, -1, 12, 41, 0.2, 0.233].each do |center|
|
||||
[0.1, 1.0, 2.0, 4.1324].each do |space|
|
||||
[0.0, 1.0, -1.0, 12.0, 41.0, 0.2, 0.233].each do |center|
|
||||
rule = NormaleDistribution::Persistant.new standard_deviation: space, esperance: center
|
||||
[0.2, 0.4, 0.45, 0.55, 0.94, 1.1].each do |diff|
|
||||
(-rule.between(diff, center)).should eq(rule.between(center, diff))
|
||||
|
@ -40,8 +41,7 @@ describe NormaleDistribution::Persistant do
|
|||
end
|
||||
|
||||
it "must fail" do
|
||||
expect_raises { NormaleDistribution::Persistant.new standard_deviation: -1 }
|
||||
expect_raises { NormaleDistribution::Persistant.new standard_deviation: 0 }
|
||||
expect_raises(ArgumentError) { NormaleDistribution::Persistant(Int32, Float64).new standard_deviation: -1 }
|
||||
expect_raises(ArgumentError) { NormaleDistribution::Persistant(Int32, Float64).new standard_deviation: 0 }
|
||||
end
|
||||
|
||||
end
|
||||
|
|
|
@ -1,12 +1,12 @@
|
|||
class BinomialDistribution
|
||||
|
||||
@n : Int::All
|
||||
@p : Number::All
|
||||
class Stats::BinomialDistribution(N, P)
|
||||
getter n : N
|
||||
getter p : P
|
||||
|
||||
# @param n [Fixnum] number of tries
|
||||
# @param p [Float] probability of success
|
||||
# @note if no probability is defined, the default value will be 0.5
|
||||
def initialize(@n, @p = 0.5)
|
||||
#
|
||||
# NOTE if no probability is defined, the default value will be 0.5
|
||||
def initialize(@n : N, @p : P = 0.5)
|
||||
raise Math::DomainError.new "The argument `p` `#{@p}` is not in greater or equal to 0" if @p < 0.0
|
||||
raise Math::DomainError.new "The argument `p` `#{@p}` is not in lesser or equal to 1" if @p > 1.0
|
||||
raise Math::DomainError.new "The argument `n` `#{@n}` is not in greater or equal to 0" if @n < 0.0
|
||||
|
@ -17,17 +17,15 @@ class BinomialDistribution
|
|||
end
|
||||
|
||||
# @param k [Fixnum] number of test successful.
|
||||
# @return [Float] probability
|
||||
# TODO : Enumerable of Int
|
||||
#
|
||||
# TODO : Enumerable of Int
|
||||
def distribute(k : Enumerable)
|
||||
k.map{|p| distribute(p) }.reduce{|a, b| a + b}
|
||||
k.map { |p| distribute(p) }.reduce { |a, b| a + b }
|
||||
end
|
||||
|
||||
# @param k [Enumerable] list of number of test successful.
|
||||
# @return [Float] probability
|
||||
def distribute(k : Int::All)
|
||||
def distribute(k : Int)
|
||||
raise Math::SuperiorityError.new "the number of success must be lesser or equal to the number of tries (#{@n})" if k > @n
|
||||
Math.coef_binomial(@n, k) * (@p**k) * ((1 - @p) ** (@n - k))
|
||||
end
|
||||
|
||||
end
|
|
@ -0,0 +1 @@
|
|||
require "./math/*"
|
|
@ -0,0 +1,14 @@
|
|||
module Math::Angle
|
||||
# Convert degree to radian
|
||||
def radian
|
||||
(Math::PI * self) / 180
|
||||
end
|
||||
|
||||
def degree
|
||||
(self * 180) / (Math::PI)
|
||||
end
|
||||
end
|
||||
|
||||
abstract struct Number
|
||||
include Math::Angle
|
||||
end
|
|
@ -1,23 +1,34 @@
|
|||
require "big_int"
|
||||
require "big_float"
|
||||
# This file defines new operations on big numbers with native data types
|
||||
|
||||
# :nodoc:
|
||||
require "big"
|
||||
|
||||
{% for klass in [Float32, Float64, Int8, Int16, Int32, Int64, UInt8, UInt16, UInt32, UInt64] %}
|
||||
# :nodoc:
|
||||
struct {{klass}}
|
||||
{% for op in ["+", "-", "*", "%", "/"] %}
|
||||
{% for other_klass in [BigFloat, BigInt] %}
|
||||
# :nodoc:
|
||||
def {{op.id}}(other : {{other_klass}})
|
||||
{{other_klass}}.new(self) {{op.id}} other
|
||||
end
|
||||
{% end %}
|
||||
{% end %}
|
||||
|
||||
# :nodoc:
|
||||
def unsafe_div(other : BigInt)
|
||||
BigInt.new(self) / other
|
||||
end
|
||||
|
||||
# :nodoc:
|
||||
def unsafe_mod(other : BigInt)
|
||||
BigInt.new(self) % other
|
||||
end
|
||||
|
||||
end
|
||||
{% end %}
|
||||
|
||||
# :nodoc:
|
||||
struct BigInt
|
||||
{% for op in ["+", "-", "*", "%", "/"] %}
|
||||
def {{op.id}}(other : Float::Primitive)
|
||||
|
@ -28,4 +39,8 @@ struct BigInt
|
|||
def /(other : BigFloat)
|
||||
self / other
|
||||
end
|
||||
|
||||
def unsafe_shr(other : Int::All)
|
||||
BigInt.new(self) ** other
|
||||
end
|
||||
end
|
|
@ -0,0 +1,22 @@
|
|||
# :nodoc:
|
||||
require "big"
|
||||
|
||||
require "./factorial"
|
||||
|
||||
module Math
|
||||
include Math::Factorial
|
||||
|
||||
# Computes the binomial coefficient of (n, k)
|
||||
def coef_binomial(n : Int, k : Int)
|
||||
return 0 if n < 0 || k < 0 || n < k
|
||||
# puts "n=#{n},k=#{k},n-k=#{n - k}, factorial(#{n})=#{factorial(n)}, (factorial(#{n}) * factorial(#{n - k}))=#{(factorial(k) * factorial(n - k))}"
|
||||
return factorial(n) / (factorial(k) * factorial(n - k))
|
||||
end
|
||||
|
||||
# Computes the Binomial distributions of *success* among *tries* given a *probability* of success.
|
||||
#
|
||||
# NOTE if no named parameters are used, then it will try to use the unamed parameters (tries, success, probability).
|
||||
def binomial_distribution(tries : Int, success : Int, probability : Number)
|
||||
Stats::BinomialDistribution(typeof(tries), typeof(probability)).new(n: tries, p: probability).distribute(success)
|
||||
end
|
||||
end
|
|
@ -0,0 +1,25 @@
|
|||
require "./std_dev"
|
||||
|
||||
module Math::Correlation
|
||||
# Computes the correlation coefficient with another list
|
||||
def correlation_coef(rhs : Enumerable)
|
||||
raise "Impossible to computes the covariance for #{rhs.size} list (require #{size})" if rhs.size != size
|
||||
e = self.standard_deviation * rhs.standard_deviation
|
||||
covariance(rhs) / e
|
||||
end
|
||||
|
||||
# Computes the covariance with another list
|
||||
def covariance(rhs : Enumerable)
|
||||
raise "Impossible to computes the covariance for #{rhs.size} list (require #{size})" if rhs.size != size
|
||||
e = self.mean * rhs.mean
|
||||
self.zip(rhs).map do |t|
|
||||
x = t[0]
|
||||
y = t[1]
|
||||
x*y - e
|
||||
end.mean
|
||||
end
|
||||
end
|
||||
|
||||
module Enumerable(T)
|
||||
include Math::Correlation
|
||||
end
|
|
@ -1,4 +1,7 @@
|
|||
module Math
|
||||
# :nodoc:
|
||||
class SuperiorityError < Exception; end
|
||||
|
||||
# :nodoc:
|
||||
class DomainError < Exception; end
|
||||
end
|
|
@ -0,0 +1,10 @@
|
|||
module Math
|
||||
module Factorial
|
||||
# A factorial(N) = 1x2x3x...xN
|
||||
def factorial(n : Number)
|
||||
raise Math::DomainError.new "The argument must be a natural (out of domain -- factorial)" if n < 0
|
||||
return (typeof(n)).new(1) if n == 0
|
||||
return (1..n).to_a.reduce((typeof(n)).new(1)) { |a, b| a * b }
|
||||
end
|
||||
end
|
||||
end
|
|
@ -0,0 +1,18 @@
|
|||
module Math::Frequency(T)
|
||||
def frequency_of(value : T) : Float64
|
||||
return 0.0f64 if empty?
|
||||
count { |curr| curr == value }.to_f64 / size.to_f64
|
||||
end
|
||||
|
||||
def all_frequencies : Hash(T, Float64)
|
||||
values = to_set
|
||||
frequencies = Hash(T, Float64).new(0.0f64, values.size)
|
||||
each { |value| frequencies[value] += 1 }
|
||||
frequencies.each { |k, _| frequencies[k] = frequencies[k] / size }
|
||||
frequencies
|
||||
end
|
||||
end
|
||||
|
||||
module Enumerable(T)
|
||||
include Math::Frequency(T)
|
||||
end
|
|
@ -0,0 +1,34 @@
|
|||
module Math::MACD
|
||||
# Computes the MACD (sliding mean) over N values.
|
||||
# It will return another list of *size - n + 1* elements, because it is not
|
||||
# possible to computes the n/2 first and lasts means.
|
||||
# NOTE for now it is impossible to computes a MACD with a pair window (n should be odd)
|
||||
#
|
||||
# TODO: maybe computing a reduced MACD is good solution against reduced returns ?
|
||||
def macd(n : Int)
|
||||
((n.odd?) ? macd_odd(n) : macd_pair(n)).compact
|
||||
end
|
||||
|
||||
# :nodoc:
|
||||
#
|
||||
# MACD computation if n is odd
|
||||
private def macd_odd(n)
|
||||
map_with_index do |_, i|
|
||||
next if i < n / 2
|
||||
next if i + n / 2 >= size
|
||||
range = (i - n / 2)..(i + n / 2)
|
||||
self[range].mean
|
||||
end
|
||||
end
|
||||
|
||||
# :nodoc:
|
||||
#
|
||||
# MACD computation if n is pair
|
||||
private def macd_pair(n)
|
||||
raise ArgumentError.new "The MACD should be computed for an odd window (you should retry with #{n + 1})"
|
||||
end
|
||||
end
|
||||
|
||||
module Enumerable(T)
|
||||
include Math::MACD
|
||||
end
|
|
@ -0,0 +1,34 @@
|
|||
module Math::Mean
|
||||
# Standard arithmetic mean
|
||||
# TODO: Handle big Float/Int
|
||||
def mean
|
||||
return 0.0_f64 if empty?
|
||||
sum.to_f64 / size.to_f64
|
||||
end
|
||||
|
||||
# The root square mean of the list.
|
||||
# TODO: Handle big Float/Int
|
||||
def quadratic_mean
|
||||
return 0.0_f64 if empty?
|
||||
Math.sqrt map { |e| e ** 2 }.mean
|
||||
end
|
||||
|
||||
# The geometric mean of the list.
|
||||
# For [a, b], a/c = c/b; c**2 = a*b
|
||||
# TODO: Handle big Float/Int
|
||||
def geometric_mean
|
||||
return 0.0_f64 if empty?
|
||||
reduce { |l, r| l * r } ** (1.0 / size.to_f64)
|
||||
end
|
||||
|
||||
# The harmonic mean of the list.
|
||||
# TODO: Handle big Float/Int
|
||||
def harmonic_mean
|
||||
return 0.0_f64 if empty?
|
||||
size.to_f64 / map { |e| 1.0 / e }.sum
|
||||
end
|
||||
end
|
||||
|
||||
module Enumerable(T)
|
||||
include Math::Mean
|
||||
end
|
|
@ -0,0 +1,13 @@
|
|||
module Math::Median
|
||||
def median
|
||||
return 0.0_f64 if empty?
|
||||
sorted = sort
|
||||
size = size()
|
||||
return sorted[(size - 1) / 2] / 1.0 if size.odd?
|
||||
(sorted[(size / 2) - 1] + sorted[size / 2]) / 2.0
|
||||
end
|
||||
end
|
||||
|
||||
module Enumerable(T)
|
||||
include Math::Median
|
||||
end
|
|
@ -0,0 +1,70 @@
|
|||
# There are several methods for computing the quartiles of an array.
|
||||
#
|
||||
# This library utilizes the method proposed by John Tukey
|
||||
# https://en.wikipedia.org/wiki/Quartile#Method_2
|
||||
#
|
||||
module Math::Quartile
|
||||
def lower_quartile : Float64
|
||||
return 0.0_f64 if empty?
|
||||
m = self.median
|
||||
lower_half = self.select { |i| i <= m }
|
||||
lower_half.median
|
||||
end
|
||||
|
||||
# alias
|
||||
def first_quartile : Float64
|
||||
lower_quartile
|
||||
end
|
||||
|
||||
# alias
|
||||
def second_quartile : Float64
|
||||
median
|
||||
end
|
||||
|
||||
def upper_quartile : Float64
|
||||
return 0.0_f64 if empty?
|
||||
m = self.median
|
||||
upper_half = self.select { |i| i >= m }
|
||||
upper_half.median
|
||||
end
|
||||
|
||||
# alias
|
||||
def third_quartile : Float64
|
||||
upper_quartile
|
||||
end
|
||||
|
||||
def quartiles : Array(Float64)
|
||||
[first_quartile, second_quartile, third_quartile]
|
||||
end
|
||||
|
||||
def iqr : Float64
|
||||
third_quartile - first_quartile
|
||||
end
|
||||
|
||||
# alias
|
||||
def interquartile_range : Float64
|
||||
iqr
|
||||
end
|
||||
|
||||
def lower_fence(k : Number = 1.5) : Float64
|
||||
lower_quartile - k * iqr
|
||||
end
|
||||
|
||||
def upper_fence(k : Number = 1.5) : Float64
|
||||
upper_quartile + k * iqr
|
||||
end
|
||||
|
||||
def lower_outliers(k : Number = 1.5) : Array
|
||||
lf = lower_fence k
|
||||
self.select { |i| i < lf }
|
||||
end
|
||||
|
||||
def upper_outliers(k : Number = 1.5) : Array
|
||||
uf = upper_fence k
|
||||
self.select { |i| i > uf }
|
||||
end
|
||||
end
|
||||
|
||||
module Enumerable(T)
|
||||
include Math::Quartile
|
||||
end
|
|
@ -0,0 +1,19 @@
|
|||
require "./mean"
|
||||
|
||||
module Math::StandardDeviation
|
||||
# Squared deviation from the mean.
|
||||
def variance
|
||||
return 0.0_f64 if empty?
|
||||
mean = mean()
|
||||
self.map { |e| (e - mean)**2 }.mean
|
||||
end
|
||||
|
||||
# Population standard deviation.
|
||||
def standard_deviation
|
||||
Math.sqrt variance
|
||||
end
|
||||
end
|
||||
|
||||
module Enumerable(T)
|
||||
include Math::StandardDeviation
|
||||
end
|
|
@ -0,0 +1,20 @@
|
|||
require "./normale_distribution/persistant"
|
||||
|
||||
module Stats::NormaleDistribution
|
||||
extend self
|
||||
|
||||
# Gives the probability of [ min; max ] for a normal distribution (*standard_deviation*)
|
||||
def between(standard_deviation : Number, esperance : Number, min : Number, max : Number)
|
||||
Stats::NormaleDistribution::Persistant.new(standard_deviation: standard_deviation, esperance: esperance).between min, max
|
||||
end
|
||||
|
||||
# Gives the probability of [ min; +inf [ for a normal distribution (*standard_deviation*)
|
||||
def greater_than(standard_deviation : Number, esperance : Number, min : Number)
|
||||
Stats::NormaleDistribution::Persistant.new(standard_deviation: standard_deviation, esperance: esperance).greater_than min
|
||||
end
|
||||
|
||||
# Gives the probability of ] -inf; max ] for a normal distribution (*standard_deviation*)
|
||||
def less_than(standard_deviation : Number, esperance : Number, max : Number)
|
||||
Stats::NormaleDistribution::Persistant.new(standard_deviation: standard_deviation, esperance: esperance).less_than max
|
||||
end
|
||||
end
|
|
@ -0,0 +1,33 @@
|
|||
class Stats::NormaleDistribution::Persistant(D, E)
|
||||
property standard_deviation : D
|
||||
property esperance : E
|
||||
|
||||
# Create a new normale distribution
|
||||
def initialize(@standard_deviation : D = 1.0, @esperance : E = 0.0)
|
||||
raise ArgumentError.new "standard_deviation must be > 0" unless @standard_deviation > 0.0
|
||||
end
|
||||
|
||||
# Gives the probability of [ min; +inf [
|
||||
def greater_than(min : Number)
|
||||
1.0 - repartition(min)
|
||||
end
|
||||
|
||||
# Gives the probability of ] -inf; max ]
|
||||
def less_than(max : Number)
|
||||
repartition max
|
||||
end
|
||||
|
||||
# Gives the probability of [ min; max ]
|
||||
def between(min : Number, max : Number)
|
||||
repartition(max) - repartition(min)
|
||||
end
|
||||
|
||||
# private def density(t : Number::All)
|
||||
# 1.0 / (standard_deviation * (2 * Math::PI) ** 0.5) * Math::exp((t - esperance) / (2 * standard_deviation))
|
||||
# end
|
||||
|
||||
private def repartition(t : Number)
|
||||
erf = (t - esperance) / (standard_deviation * 2.0**0.5)
|
||||
0.5 * (1.0 + Math.erf(erf))
|
||||
end
|
||||
end
|
10
src/stats.cr
10
src/stats.cr
|
@ -1,8 +1,4 @@
|
|||
#require "big_int"
|
||||
#require "big_float"
|
||||
require "./stats/*"
|
||||
require "./stats/math/*"
|
||||
# require "big"
|
||||
|
||||
module Stats
|
||||
# TODO Put your code here
|
||||
end
|
||||
require "./stats/*"
|
||||
require "./lib/*"
|
||||
|
|
|
@ -1,21 +0,0 @@
|
|||
require "./factorial"
|
||||
require "big_int"
|
||||
|
||||
module Math
|
||||
{% for num_type in [Int8, Int16, Int32, Int64, UInt8, UInt16, UInt32, UInt64, BigInt] %}
|
||||
include Math::Factorial({{num_type}})
|
||||
{% end %}
|
||||
|
||||
extend self
|
||||
|
||||
def coef_binomial(n : Int::All, k : Int::All)
|
||||
return 0 if n < 0 || k < 0 || n < k
|
||||
return factorial(n) / (factorial(k) * factorial(n - k))
|
||||
end
|
||||
|
||||
# @note if no named parameters are used, then it will try to use the unamed parameters (tries, success, probability)
|
||||
def binomial_distribution(tries : Int::All, success : Int::All, probability : Number::All)
|
||||
BinomialDistribution.new(n: tries, p: probability).distribute(success)
|
||||
end
|
||||
|
||||
end
|
|
@ -1,11 +0,0 @@
|
|||
module Math
|
||||
module Factorial(U)
|
||||
|
||||
def factorial(n : U)
|
||||
raise Math::DomainError.new "The argument must be a natural (out of domain -- factorial)" if n < 0
|
||||
return U.new(1) if n == 0
|
||||
return (1..n).to_a.reduce(U.new(1)){|a, b| a * b}
|
||||
end
|
||||
|
||||
end
|
||||
end
|
|
@ -1,12 +0,0 @@
|
|||
abstract struct Int
|
||||
alias All = Int::Primitive | BigInt
|
||||
end
|
||||
|
||||
require "big_float"
|
||||
abstract struct Float
|
||||
alias All = Float::Primitive | BigFloat #| BigRational
|
||||
end
|
||||
|
||||
abstract struct Number
|
||||
alias All = Int::All | Float::All
|
||||
end
|
|
@ -1,19 +0,0 @@
|
|||
require "./normale_distribution/persistant"
|
||||
|
||||
module NormaleDistribution
|
||||
|
||||
def between(standard_deviation : Number::All, esperance : Number::All, min : Number::All, max : Number::All)
|
||||
NormaleDistribution::Persistant.new(standard_deviation: standard_deviation, esperance: esperance).between min, max
|
||||
end
|
||||
|
||||
def greater_than(standard_deviation : Number::All, esperance : Number::All, min : Number::All)
|
||||
NormaleDistribution::Persistant.new(standard_deviation: standard_deviation, esperance: esperance).greater_than min
|
||||
end
|
||||
|
||||
def less_than(standard_deviation : Number::All, esperance : Number::All, max : Number::All)
|
||||
NormaleDistribution::Persistant.new(standard_deviation: standard_deviation, esperance: esperance).less_than max
|
||||
end
|
||||
|
||||
extend self
|
||||
|
||||
end
|
|
@ -1,36 +0,0 @@
|
|||
module NormaleDistribution
|
||||
class Persistant
|
||||
|
||||
getter standard_deviation, esperance
|
||||
setter standard_deviation, esperance
|
||||
|
||||
@standard_deviation : Number::All
|
||||
@esperance : Number::All
|
||||
|
||||
def initialize(@standard_deviation = 1.0, @esperance = 0.0)
|
||||
raise ArgumentError.new "standard_deviation must be > 0" unless @standard_deviation > 0.0
|
||||
end
|
||||
|
||||
def greater_than(min : Number::All)
|
||||
1.0 - repartition(min)
|
||||
end
|
||||
|
||||
def less_than(max : Number::All)
|
||||
repartition max
|
||||
end
|
||||
|
||||
def between(min : Number::All, max : Number::All)
|
||||
repartition(max) - repartition(min)
|
||||
end
|
||||
|
||||
private def density(t : Number::All)
|
||||
#1.0 / (standard_deviation * (2 * Math::PI) ** 0.5) * Math::exp((t - esperance) / (2 * standard_deviation)))
|
||||
end
|
||||
|
||||
private def repartition(t : Number::All)
|
||||
erf = (t - esperance) / (standard_deviation * 2.0**0.5)
|
||||
0.5 * (1.0 + Math.erf(erf))
|
||||
end
|
||||
|
||||
end
|
||||
end
|
|
@ -1,3 +1,3 @@
|
|||
module Stats
|
||||
VERSION = "0.1.0"
|
||||
VERSION = "0.3"
|
||||
end
|
||||
|
|
Loading…
Reference in New Issue