[boost] Additions to Random/Math

From: Andrew Sutton (asutton_at_[hidden])
Date: 2008-01-14 12:40:16

I finally got around to committing my additions to the Random and  
Math libraries this morning. I haven't been able to make much  
progress since early december due to a) the holidays and b) a burning  
desire to graduate some time this decade - I've been working on my  
prospectus. Here's a quick summary of the commit.

= Random =
- Added 6 or 7 new distributions for random number generation
- Added a new gamma distribution that correctly takes 2 parameters
- Added a fixed lognormal distribution that correctly allows for a  
negative mean
- Added a new program in libs/generator that will generate random  
numbers given a distribution and some parameters. Results are printed  
to cout and comparisons with the statistical distribution (in  
Boost.Math) are printed to cerr. Works nicely with gnuplot

= Math =
Added 2 new stubs of distributions (skew normal and geometric).
Implemented an alternative version of the extreme_value distribution  
that supports both min and max variations. This is called  
extreme_value_i_distribution (i == 1).

= What's Missing =
Formal testing (outside of the generator tool above).
Documentation

I'll try to add missing features over the next couple months, but I  
can't make any guarantees. If authors are worried about "polluting"  
an existing project, I can easily re-extract them into a new top- 
level directory in the sandbox since there were no modifications to  
existing code.

Andrew Sutton
asutton_at_[hidden]