Re: [boost] Review Request: Statistical Distributions and Mathematical Special Functions

From: Ronald Garcia (garcia_at_[hidden])
Date: 2007-01-05 10:47:01

Hi John,

I have received your request and added your library to the review queue.

Cheers,
ron

On Jan 5, 2007, at 8:05 AM, John Maddock wrote:

> The "Math Toolkit" has now matured to the point where Paul Bristow  
> and I
> would like to ask for a formal review.
>
> The toolkit contains:
>
> Statistical distributions:
> ~~~~~~~~~~~~~~~~~~~~~~~~~~
>
> Bernoulli, Beta, Binomial, Cauchy-Lorentz, Chi Squared,  
> Exponential, Extreme
> Value, F, Gamma (and Erlang), Log Normal, Negative Binomial, Normal
> (Gaussian), Poisson, Students t, Triangular, Weibull, Uniform.
>
> Operations on distributions:
> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
>
> cdf, cdf complement, cumulative hazard, hazard, kurtosis,  
> kurtosis_excess,
> mean, median, mode, pdf, range, quantile, quantile from the  
> complement,
> skewness, standard_deviation, support, variance.
>
> Special Functions:
> ~~~~~~~~~~~~~~~~~~
>
> The focus is twofold: functions required for the implementation of the
> statistical distributions, and functions that are part of TR1:
>
> Gamma Functions (Gamma, Log Gamma, Digamma, Ratios of Gamma Functions,
> Incomplete Gamma Functions, Incomplete Gamma Function Inverses,  
> Derivative
> of the Incomplete Gamma Function).
>
> Factorials and Binomial Coefficients (Factorial, Double Factorial,  
> Rising
> Factorial, Falling Factorial, Binomial Coefficients).
>
> Beta Functions (Beta, Incomplete Beta Functions, Incomplete Beta  
> Function
> Inverses, Derivative of the Incomplete Beta Function).
>
> Error Functions (erf/erc, Error Function Inverses).
>
> Polynomials (Legendre (and Associated) Polynomials, Laguerre (and
> Associated) Polynomials, Hermite Polynomials, Spherical Harmonics).
>
> Elliptic Integrals(Carlson Form, Elliptic Integrals of the First  
> Kind -
> Legendre Form, Elliptic Integrals of the Second Kind - Legendre Form,
> Elliptic Integrals of the Third Kind - Legendre Form).
>
> Logs, Powers, Roots and Exponentials (log1p, expm1, cbrt, sqrt1pm1,  
> powm1,
> hypot).
>
> Sinus Cardinal and Hyperbolic Sinus Cardinal Functions (sinc_pi,  
> sinhc_pi).
>
> Inverse Hyperbolic Functions (acosh, asinh, atanh).
>
> Floating Point Classification: Infinities and NaN's
>
> Unified Error Handling.
>
> Misc Tools:
> ~~~~~~~~~~~
>
> Series Evaluation, Continued Fraction Evaluation, Root Finding With
> Derivatives, Root Finding Without Derivatives, Function Minimization.
>
> Availability:
> ~~~~~~~~~~~~~
>
> Head to the Boost Vault (http://boost-consulting.com/vault) select the
> "Math - Numerics" directory, and you will find:
>
> math-toolkit-code.tar.bz2  Headers and tests: note only available  
> in bz2
> format due to size restrictions in the vault :-(  If this causes undue
> problems let me know.
>
> math-toolkit-docs.zip  HTML format docs.
>
> math_toolkit.pdf  PDF format docs.
>
> Instructions:
> ~~~~~~~~~~~~~
>
> Extract to a directory *separate* from your boost tree, then set the
> environment variable BOOST_ROOT to point to a copy of boost-1.34  
> (release
> branch cvs) or to 1.35 (cvs HEAD).  Sorry but Boost-1.33.x or  
> earlier won't
> work.  The Jamfiles should then "just work" and enable testing of the
> library without having to integrate into your Boost tree.  Please  
> note that
> in order to catch regressions the tolerances for the tests are set  
> quite
> low: when they are first run on a new platform many tests will very  
> likely
> fail, a human eyeball then has to be cast over the results and  
> judge whether
> the error rates are acceptable or whether they represent real issues.
> Currently the lib has been tested on Win32, Linux, HP-UX and  
> FreeBSD with a
> variety of compilers (VC++ Intel, gcc, HP aCC).
>
> Review Manager:
> ~~~~~~~~~~~~~~~
>
> Should some kind soul care to volunteer, we would be very grateful :-)
>
> Many thanks for your consideration,
>
> John Maddock.
>
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