Re: [boost] Beta Distribution for boost::random

From: Andrew Sutton (asutton_at_[hidden])
Date: 2007-12-11 08:31:54

> Jeremy Bruestle wrote:
>> Hello, I have implemented support for the beta distribution for
>> boost::random.  I was wondering who I should send it to for
>> examination and possible acceptance into boost?

Interesting. I took a different approach using a couple of gamma  
distributions. Ironically, I'm also using a rejection based technique  
from Cheng in 1977. Go figure.  I also got bored and wrote a bunch of  
other random number generators and fixed some of the ones that were a  
little broken in Boost (Gamma and Lognormal). The results are in my  
own little Boost testing ground:

http://warhol.sdml.cs.kent.edu/trac/miniboost/browser/trunk/boost/random

I've also been slowly adding support for some of the missing  
Boost.Math libraries here:

http://warhol.sdml.cs.kent.edu/trac/miniboost/browser/trunk/boost/ 
math/distributions

The gumbel_distribution is a renamed version of the  
extreme_value_distribution. I renamed since (it looks like) there are  
three types of extreme value distributions (weibull, gumbel, and  
frechet), and also a generalized extreme value distribution.

I wanted to rename fisher_f to just fisher also, but didn't get  
around to it.

I also wrote a histogramming program to help generate plots of random  
numbers (using GNUPlot, for example), and comparing some basic stats  
against their theoretical equivalents - you know, just to make sure  
the random numbers look right. It's a great way of catching

> If you have worked up docs and test cases that are all ready to be  
> merged
> into the source, then you could also ask for a formal review (not  
> sure if
> this qualifies for a "fast track" review, but it probably should do  
> for a
> small addition like this).  If accepted you would then be  
> responsible for
> making all the necessary changes to the SVN codebase and  
> maintaining the
> beta random-distribution.

I was waiting to finish out the Math distributions before dumping  
these wholesale into the sandbox. I think it would probably be a good  
idea to compare the implementations, figure out which is "better" -  
i'd probably lean towards the other since it (hopefully) doesn't  
depend on other variates.

Incidentally, the term "library" is meant to indicate the place where  
you go to get books as opposed to, say, Boost. They're not placing  
any real restrictions on implementations. The article needs to be  
cited in the code or in the documentation (preferably both).

Andrew Sutton
asutton_at_[hidden]