Re: [boost] [math/staticstics/design] How best tonamestatisticalfunctions?

From: Paul A Bristow (pbristow_at_[hidden])
Date: 2006-07-11 12:33:26

|  -----Original Message-----
|  From: boost-bounces_at_[hidden] 
|  [mailto:boost-bounces_at_[hidden]] On Behalf Of Deane Yang
|  Sent: 11 July 2006 17:15
|  To: boost_at_[hidden]
|  Subject: Re: [boost] [math/staticstics/design] How best 
|  tonamestatisticalfunctions?
|  
|  > What about the Qs? (complements)
|  
|  In other words, 1 - P. Right? One response is why do you 
|  need to define 
|  it, given how easy it is to get from the cumulative density function?
|  
|  If not, use a common name for it. Unfortunately, I don't have a good 
|  suggestion.

Perhaps not really needed? Is there an accuracy reason for both?

| I've always seen it referred to as the cumulative density function (CDF
for short).

Agree common - but not all.

|  > But excessively long :-(
|  Compared to what? I personally am very grateful that I no longer see 
|  short, cryptic function and variable names in code.

OK, I'm persuaded, but what to others think?

|  Here's a first stab (I'm sure it can be improved):
|  
|  class StudentsT
|  {
|  public:
|       explicit StudentsT(double degrees_of_freedom);
|  
|       double density(double x) const;
|       double cumulative_probability(double x) const;
|       double quantile(double probability) const;
|       // Also known as inverse cumulative.
|  
|       double degrees_of_freedom(double quantile, double probability)
const;
|  
|       // Functions below may return NaN, if undefined.
|       double mean() const;
|       double variance() const;
|       double skewness() const;
|       double kurtosis() const;
|  };

Thanks - I think I like it.

Others views?

Paul

PS Never written a line of C in my life ;-)

---
Paul A Bristow
Prizet Farmhouse, Kendal, Cumbria UK LA8 8AB
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pbristow_at_[hidden]