Re: [boost] interest in a stats library?

From: Paul A Bristow (pbristow_at_[hidden])
Date: 2007-08-02 11:44:49

>-----Original Message-----
>From: boost-bounces_at_[hidden] 
>[mailto:boost-bounces_at_[hidden]] On Behalf Of Chris Fairles
>Sent: 02 August 2007 15:45
>To: boost_at_[hidden]
>Subject: [boost] interest in a stats library?
>
>I'm wondering if anyone has started a statistical analysis library at
>all? Something I might be interesting in starting if not. It could
>include features such as:
>
>sample mean, alpha-trimmed mean, weighted-mean, geometric-mean,
>harmonic-mean, mode, median, midrange.
>mean deviation, sample std deviation, RMS, sample range, 
>interquartile range
>higher order sample moments
>maximum likelihood estimators (and other estimators for various
>distributions), confidence intervals, hypothesis testing
>linear regression, ANOVA even
>
>Any interested in such a lib? (i think i saw a probability lib
>somewhere, it could build on that as well).

A statistics is, of course, always of interest, but first of all you will want to look at the Boost Vault at John Maddock's Math
Toolkit

http://tinyurl.com/3y6jds

This has been reviewed and accepted and we are currently nearing completion of work suggested during the review to add fine-grained
control of error-handling.

It should be in the next Boost release and be available for use in the sandbox soon.  You can still start digesting the extensive
documentation now ;-)

This toolkit has all the math functions & distributions you could ever want to produce more detailed statistics packages, such as
you list.

(A Windows applet to calculate all the properties of distributions has also been produced and will also be freely available when we
find a home for it).

It would probably also be useful to add the probability/likehood concepts from Brook Milligan

    boost.probability-0.2.2.tar.gz

The main documentation is available at     http://biology.nmsu.edu/software/probability/

You will also want to study Eric Neibler's Time Series accumulator framework, currently under review. This deals with getting your
data, perhaps arriving in real-time, in the 'right place'. 

Paul

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