[boost] Re: Any interest in a stats class

From: Hubert Holin (Hubert.Holin_at_[hidden])
Date: 2003-02-17 07:35:29

Somewhere in the E.U., le 17/02/2003

In article <AHEJIHEOOOBMJPAGPLIPKEPMDKAA.boost_at_[hidden]>,
 "Paul A. Bristow" <boost_at_[hidden]> wrote:

> > -----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).

      Yes, on that front we should be safe, but then IANAL...

> > 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.

      I'll uplaod my old file in a moment, for inspirational input, and 
make a note in the Wiki, if I can get that to work.

> > > 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.

      I either forgot or missed that thread (I lost quite a bit of data 
and hence memory during my OS upgrade, thanks to a faulty ftp 
server...). Would you have a pointer handy?

> 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.

      I just checked the DLMf website (http://dlmf.nist.gov/), and it seems
they are moving forward albeit slowly (book and free web document in 
2004). At any rate, that document will not, as I understand, include 
actual implementation in a computer language of the functions & al., so 
we should just go ahead and code, perhaps using existing fortran 
implementations as guidelines (though obviously having the document 
would make the coding *MUCH* easier :-)  ).

> 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

Hubert