Re: [boost] [Probability] interest in probability/likelihood library

From: Brook Milligan (brook_at_[hidden])
Date: 2007-05-07 20:19:31

Several people have commented, both publicly and privately, on the
Probability library I mentioned last week.  There is now a new version

            http://biology.nmsu.edu/software/probability/

that addresses most of the concerns.  In what follows I will address
the salient points as I see them.

- The main documentation page now begins with a brief definition of
  probability and likelihood.

- Runtime costs have now been quantified in a fairly simple manner.
  The results are summarized on the main page, but indicate that there
  is less than a 0.5% effect in a test involving a large fraction of
  operations on these quantities.  Is suspect this is well within the
  noise, but input from those with greater benchmarking experience is
  welcome.

- Additive operators are now provided within the log domain.  This
  completes the full set of arithmetic operators.

- A suggestion was made to combine this with the math toolkit (and
  possibly the units) library.  I hesitate to do this immediately
  until it is clear that the Probability library is indeed acceptable.
  It seems that the process would occur in stages: handle this one on
  its own, then work on integration if that is generally a desirable
  direction.  This should stand on its own merits, at least initially.

- Another suggestion focused on the potential for a numerical value
  type for the log domain, independent of probabilities.  Clearly,
  that is contained within this and such a type could be extracted out
  for independent use.  Had such a type existed, a portion of this
  library would have been simpler.  However, such a type will not
  address the interconversions between probabilities and likelihoods
  that form a natural part of much statistical modeling.  Thus, the
  higher level types incorporated here remain important, with or
  without a general log domain type.  For now it seems that this is an
  implementation detail from the perspective of the Probability
  library.  If there is a strong interest in such a type, perhaps this
  library could be refactored into two..  Again, I would opt for
  waiting to assess the acceptability of this library and the general
  level of interest in these different facets.

I appreciate the comments and welcome other ideas.  I hope that more
people will look over the new version of the library and provide
feedback.

Thanks for your interest.

Cheers,
Brook

-- 
Brook Milligan                         Internet:  brook_at_[hidden]
Department of Biology
New Mexico State University            Telephone:  [phone]
Las Cruces, New Mexico  88003  U.S.A.  FAX:        [phone]