Re: [boost] [math distributions] where to check for validity of distribution variables?

Subject: Re: [boost] [math distributions] where to check for validity of distribution variables?
From: Thijs van den Berg (thijs_at_[hidden])
Date: 2008-11-23 16:39:43

Paul A. Bristow wrote:
> Often you just want to return a NaN, infinity or a 'best guess'.
>
> So John devised the rather complicated - but very useful - policies.
>
> Most important they are needed to provide the C++ Standard library C-style
> error behaviour.
>   
Hi Paul, John,

I'm trying get a better feel on your wanted error checking/validation 
behavior in the dist lib.
If I get the objective, then I'll know better what type of code to write.

I we have the following code that constructs a faulty distribution and 
uses that in follow-up steps,
what would be wanted behavior regarding error handling?

1: normal N(0,0); // a normal distribution with invalid std
2: double y = pdf(N, 0.3);
3: double k = kurtosis(N);

Case 1: strict, formal
1:throw an error "invalid std"
2:throw an error "invalid dist passed to pdf"
3:throw an error "invalid dist passed to kurtosis"

Case 2: minimalistic
1:throw an error "invalid std"
2:*no* checking of disk, divide by zero error
3: return "0", all valid normal distribution have a kurtosis of 0. We 
don't even have to
look at the  distribution details

Case 3: error tolerant, but preventing numerical errors
1:throw an error "invalid std"
2:throw an error "invalid dist passed to pdf"
3: return "0", all valid normal distribution have a kurtosis of 0. We 
don't even have to

Cheers,
thijs

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