ruby-alglib

• statistics.h of ALGLIB for Ruby.
• ALGLIB is a numerical analysis and data processing library. This repository provides bindings primarily for statistics.

Installation

From source code:

git clone https://github.com/kojix2/ruby-alglib
cd ruby-alglib
bundle install
rake ext:alglib # Download ALGLIB Free Editon from https://www.alglib.net/ and extract to ext/alglib.
rake compile
rake install

• Note that the license of ALGLIB Free Editon is GPL or Personal/Academic license.
• If you want to use ALGLIB in a commercial application, you will need to purchase a commercial license.
  • Can I use ALGLIB Free Edition in a commercial application which runs on server?
• You can also use the Commercial Edition of ALGLIB. In that case, you need to replace the files in ext/alglib with the files in the Commercial Edition.
• Windows is not supported.

Usage

sample_moments sample_mean sample_variance sample_skewness sample_kurtosis sample_adev sample_median sample_percentile cov2 pearson_corr2 spearman_corr2 pearson_correlation_significance spearman_rank_correlation_significance jarque_bera_test f_test one_sample_variance_test wilcoxon_signed_rank_test mann_whitney_u_test student_test_1 student_test_2 unequal_variance_t_test

Development

Not-To-Do List

• Creating namespaces under Alglib. (e.g. Alglib::Statistics)
• Trying to implement all functions even if you do not plan to use them.
• Adding features that will require frequent maintenance.
• Enforcing the above policies on forked repos.

License

• ruby-alglib itself is distributed under the MIT license.
• However, ALGLIB Free Edition is under the GPL or Personal/Academic license.
• Please read FAQ carefully before you use ALGLIB to understand what is allowed in the free version.
  • Can I use ALGLIB Free Edition in a commercial application which runs on server?

    You can, but there is at least one reason to buy commercial license. Everything is OK while it is just running on your server. But any action connected with distribution - selling, sublicensing, transferring to someone under nondisclosure agreement - will trigger copyleft clause. So it is safer and more convenient to buy commercial license.

• Theoretically, ruby-alglib should work with the commercial version. That is why it is MIT. But we have not verified this.