Re: [boost] interest in a stats library?

From: John Maddock (john_at_[hidden])
Date: 2007-08-02 12:45:24

Chris Fairles wrote:
> I'm wondering if anyone has started a statistical analysis library at
> all? Something I might be interesting in starting if not. It could
> include features such as:
>
> sample mean, alpha-trimmed mean, weighted-mean, geometric-mean,
> harmonic-mean, mode, median, midrange.
> mean deviation, sample std deviation, RMS, sample range,
> interquartile range higher order sample moments
> maximum likelihood estimators (and other estimators for various
> distributions), confidence intervals, hypothesis testing
> linear regression, ANOVA even
>
> Any interested in such a lib? (i think i saw a probability lib
> somewhere, it could build on that as well).

As Paul has already said, there is quite a lot of work already done in this 
area: Eric Niebler's accumulator and time series lib's handle a lot of the 
data collection / descriptive statistic calculation tasks, and the 
Math/Distributions library provides all the underlying math code needed to 
perform tests etc as well as some fairly comprehensive examples of doing so.

There is still a need to tie some of this together with some high level 
interfaces for ANOVA and hypothesis testing etc though should you wish to 
rise to the challenge :-)

John.
HTH, John.