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SciRuby / distribution

Probability distributions for Ruby.
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Fix Ruby implementation of F distribution-related functions #11

Closed agarie closed 9 years ago

agarie commented 9 years ago

I'm still not finished, I need to make sure these changes fixes what is being tested in Statsample. This fixes the tests introduced in #9. Let's hope Travis thinks the same. :)

There's another big problem: these functions aren't documented. Most of Distribution is like that, really, but let's take one step at a time. For example, some references for the approximations in pf, pfsub and q_f would be helpful while debugging.

agarie commented 9 years ago

Oh well...

require 'distribution'
y = 0.975
n = 5
m = 4.189092917592713

# Everything OK for now...
Distribution::F::Ruby_.p_value(y, n, 4) # => 9.364409999999994
GSL::Cdf.fdist_Pinv(y, n, 4) # => 9.36447081580829

Distribution::F::Ruby_.p_value(y, n, m) # => NoMethodError: undefined method `even?' for 4.189092917592713:Float
GSL::Cdf.fdist_Pinv(y, n, m) # => 8.80568714984652
agarie commented 9 years ago

After fixing the above error, i.e. removing the wrong calls to #even? and #odd?:

>> Distribution::F::Ruby_.p_value(y, n, m) # => 20.784610000000026
>> GSL::Cdf.fdist_Pinv(y, n, m) # => 8.80568714984652

Alright, so there is something wrong with the implementation of Ruby_#p_value, Ruby_#pf, Ruby#pfsub or Ruby_#q_f. I just don't know why. I'll try to find a reference before starting to review what is wrong there. :(