Contents

# Added by John O. Woods, SciRuby project. 
# Optimized by Claudio Bustos

module Distribution
  module Hypergeometric
    module Ruby_
      class << self
        def bc(n,k)
          Math.binomial_coefficient(n,k)
        end
        # Hypergeometric probability density function
        #
        # Probability p(+k+, +m+, +n+, +total+) of drawing sets of size +m+ and +n+ with an intersection of size +k+
        # from a total pool of size +total+, without replacement.
        #
        # ==References
        # * http://www.gnu.org/software/gsl/manual/html_node/The-Hypergeometric-Distribution.html
        # * http://en.wikipedia.org/wiki/Hypergeometric_distribution
        def pdf(k, m, n, total)
          min_m_n=m<n ? m : n
          max_t=[0,m+n-total].max
          return 0 if k>min_m_n or k<max_t
          (bc(m,k) * bc(total-m,n-k)).quo(bc(total,n))
        end
        
        
        
        def pdf_with_den(k,m,n,total,den)
          (bc(m,k) * bc(total-m,n-k)).quo(den)
        end

        # p-value: 
       
        def p_value(pr, m, n, total)
          ac=0
          den=bc(total,n)
          
          (0..total).each do |i|
            ac+=pdf_with_den(i,m,n,total,den)
            return i if ac>=pr
          end
        end
        # Cumulative distribution function.
        # The probability of obtain, from a sample of
        # size +n+, +k+ or less elements
        # in a population size +total+ with +m+ interesting elements.
        # 
        # Slow, but secure
        def cdf(k, m, n, total)
          raise(ArgumentError, "k>m") if k>m
          raise(ArgumentError, "k>n") if k>n
          # Store the den
          den=bc(total,n)
          (0..k).collect { |ki| pdf_with_den(ki,m,n,total,den) }.inject { |sum,v| sum+v}
        end
        
        
        alias :exact_pdf :pdf 
        alias :exact_p_value :p_value
        alias :exact_cdf :cdf 

        
      end
    end
  end
end

Version data entries

2 entries across 2 versions & 1 rubygems

Version	Path
distribution-0.7.3	lib/distribution/hypergeometric/ruby.rb
distribution-0.7.2	lib/distribution/hypergeometric/ruby.rb