RE: [boost] Re: Any interest in a stats class

From: Paul A. Bristow (boost_at_[hidden])
Date: 2003-02-14 10:57:12

> -----Original Message-----
> From: boost-bounces_at_[hidden]
> [mailto:boost-bounces_at_[hidden]]On Behalf Of Hubert Holin
> Sent: Friday, February 14, 2003 1:25 PM
> To: boost_at_[hidden]
> Subject: [boost] Re: Any interest in a stats class
>
>
> Somewhere in the E.U., le 14/02/2003
>
>
>       There still is the question of whether similarity with NR is a
> problem or not (the language in which the techniques are implemented is
> different, but implementations of the techniques themselves are of
> course basically similar since they refer to the same math construction).

I cannot see this being a serious problem unless we simply lift the NR in C++
code verbatim.  (Most of it is still in old C style for one thing, despite the
recent reissue).

> I am hoping that with uBlas, we can contribute more numerical
> stuff. I have some Gaussian Mixture Models code that I should be
> rewriting in the not too distant future (currently based on an old
> version of TNT, and most of the important pre-processing needed has to
> be done elsewhere, for the then lack of svd).

This would be a most welcome developement. uBLAS seems a good starting point.

>       My old files provide number_of_samples , max, min,
> first_max_index, first_min_index, mean, median, variance,
> standard_deviation, average_deviation, skewness and kurtosis for
> sequences (where appropriate), number_of_bins, mass, first_mode_value,
> first_mode, mean, median, variance, standard_deviation,
> average_deviation, skewness and kurtosis for deensities (where
> appropriate).

Sounds a pretty good selection.

> > Finally, there is the unsolved matter of the math functions we still badly
> > need.
>
>       Err, I kind of forgot which ones where requested...

Well all the items in Stephen Moshier's Cephes collection say.  erf, gamma,
beta, imcomplete, gaussian etc etc.  However, we didn't seem to get far with
agreeing the format for these.  My naive assumption that double erf(double)
style functions would be enough was criticised by those who wanted fancier
solutions,
some far fancier.

In my view getting this far would be a major step forward.  There are major
problems in accuracy even at double, let alone long double.

There was also talk of an NIST project but I haven't heard of any progress yet.

Paul

> >
> > > -----Original Message-----
> > > From: boost-bounces_at_[hidden]
> > > [mailto:boost-bounces_at_[hidden]]On Behalf Of Jeff Garland
> > > Sent: Tuesday, February 11, 2003 4:19 PM
> > > To: Boost mailing list
> > > Subject: RE: [boost] Any interest in a stats class
> > >
> > >
> > > Scott K wrote:
> > >
> > > > Hi all,
> > > > I have a small family of statistics classes which I have used from time
> > > > to time. The one I use most often is simply called stats.
> > > > Here's an example of it's use:
> > > > ...details snipped...
> > >
> > > I'm sure there are folks interested in statistical (and other)
> > > functions.  I've developed exactly this sort of class in the
> > > past so I understand the utility.  However, I suspect some of
> > > us would hope statistical algorithms to be formulated as STL
> > > Algorithm extensions.  Specifically concerning statistics see:
> > >
> > > http://www.crystalclearsoftware.com/cgi-bin/boost_wiki/wiki.pl?STLAlgo
> > rithmExtensions/StatisticsAlgorithms
> > >
> > > and more generally:
> > >
> > > http://www.crystalclearsoftware.com/cgi-bin/boost_wiki/wiki.pl?STLAlgo
> > rithmExtensions
> > >
> > > We definitely need volunteers to take these rough Wiki musings and
> > > convert them into actual documented libraries.  I'm not sure this
> > > is what you had in mind, but I, for one, would welcome your effort
> > > either way!
> > >
> > > Jeff
>
>    A Bientot
>
> HH
>
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