Contents

module Distribution
  module Binomial
    module Ruby_
      class << self
        def pdf(k, n, pr)
          fail 'k>n' if k > n
          Math.binomial_coefficient(n, k) * (pr**k) * (1 - pr)**(n - k)
        end

        alias_method :exact_pdf, :pdf

        # TODO: Use exact_regularized_beta for
        # small values and regularized_beta for bigger ones.
        def cdf(k, n, pr)
          # (0..x.floor).inject(0) {|ac,i| ac+pdf(i,n,pr)}
          Math.regularized_beta(1 - pr, n - k, k + 1)
        end

        def exact_cdf(k, n, pr)
          out = (0..k).inject(0) { |ac, i| ac + pdf(i, n, pr) }
          out = 1 if out > 1.0
          out
        end

        def quantile(prob, n, pr)
          ac = 0
          (0..n).each do |i|
            ac += pdf(i, n, pr)
            return i if prob <= ac
          end
        end

        alias_method :p_value, :quantile
      end
    end
  end
end

Version data entries

1 entries across 1 versions & 1 rubygems

Version	Path
distribution-0.8.0	lib/distribution/binomial/ruby.rb