Re: [boost] math statistical distribution: multivariate gaussian

Subject: Re: [boost] math statistical distribution: multivariate gaussian
From: Thijs van den Berg (thijs_at_[hidden])
Date: 2008-11-19 08:31:01

John Maddock wrote:
> Thijs van den Berg wrote:
>>> I'm about to start implementing a library for multivariate Gaussian
>>> distribution. [snip]
>>> it's possible to team up, or -if nobody is working on it- initiate
>>> development?
>
> There's nothing in development at present (that I know of), so a 
> submission would certainly be welcome.
> The main open issue IMO is getting the interface right for the 
> mutivariate case.
>
Yes, exactly, the interface is one of the main reason for me to team up 
with C++ pears, to try and get that right. That a thing where feedback 
is very helpful! As I see it, there are a couple of interface issue: 
* containers for the multivariate parameters (vectors and matrices) and 
operators on those containers -inverse of a matrix-
* specifying generic functions/properties of multivariate densities, 
that would apply to *any* multivariate density
* the number of Gaussian identities/operators/function/algorithms to 
include, there are many, some widely used, some obscure...

I'm trying to form a team -asking friends- and will probably be able to 
get some knowledgeable C++ developers to contribute to this. As I 
understand, the procedure is to get it working first & then submit it to 
the sandbox? How would I be able to get boost developers involved during 
the early interface design phase?

Regards,
Thijs
> Regards, John.
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