Re: [boost] interest in a stats library?

From: Chris Fairles (chris.fairles_at_[hidden])
Date: 2007-08-02 13:15:38

Thanks guys. I took a quick look and it looks like most of the low
level stuff is done through math utils, probability and time series.
I'll dig into those libs a little more and find out what
implementation details there are when interfacing with them.

Cheers,
Chris

On 8/2/07, John Maddock <john_at_[hidden]> wrote:
> Chris Fairles wrote:
> > 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).
>
> As Paul has already said, there is quite a lot of work already done in this
> area: Eric Niebler's accumulator and time series lib's handle a lot of the
> data collection / descriptive statistic calculation tasks, and the
> Math/Distributions library provides all the underlying math code needed to
> perform tests etc as well as some fairly comprehensive examples of doing so.
>
> There is still a need to tie some of this together with some high level
> interfaces for ANOVA and hypothesis testing etc though should you wish to
> rise to the challenge :-)
>
> John.
> HTH, John.
>
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