From: "M. Edward (Ed) Borasky" <znmeb@...>
Date: 2007-08-25T13:06:02+09:00
Subject: Re: Probability distributions library in Ruby

Roger Pack wrote:
>>From wikipedia : algorithm for generating pseudo poissons:
> 
> def poisson(lambda)
> 
>  # init
>  l = Math.exp(-lambda)
>  k = 0
>  p = 1
>  while p >= l
>    k += 1
>    u = rand
>    p = p *u
>  end
>  return k -1
> end
> 
> only returns ints, but hey, they center around lambda
> gl.
> -Roger
> 
> maw wrote:
>> Libra wrote:
>>> Libra
>> R is great! maybe too great for your requirements
>> rb-gsl is easy
>>
>> for example this will print you a nice gauss-shape graph
>> from rb-gsl-1.8.3/samples/histogram/gauss.rb
>>> sigma, mean, height, = h.fit_gaussian
>>>
>>> x = GSL::Vector.linspace(-MAX, MAX, 100)
>>> y = height*Ran::gaussian_pdf(x-mean, sigma)
>>> GSL::graph(h, [x, y], "-T X -C -g 3")
>> NICE!
>>
>> cauchy exponential power poisson etc. also available
>> ruby - making maths easy
> 

There is also RSRuby, a way of calling the R libraries, including their
probability distribution routines, from Ruby. I don't know anything
about the ones in GSL, but I know the algorithms in R are first-rate,
and I wouldn't code my own no matter *how* bored I got. :)