Re: [boost] [math distributions] Laplace distribution

Subject: Re: [boost] [math distributions] Laplace distribution
From: Paul A. Bristow (pbristow_at_[hidden])
Date: 2008-11-25 07:41:21

> -----Original Message-----
> From: boost-bounces_at_[hidden] [mailto:boost-bounces_at_[hidden]]
On
> Behalf Of Thijs van den Berg
> Sent: 22 November 2008 14:48
> To: boost_at_[hidden]
> Subject: Re: [boost] [math distributions] where to check for validity of
distribution
> variables?
> 
> I got a bit of Laplace code to share!
> I still need to test the numerical results, but I compiles without
errors/warnings, and it
> throws errors when parameters are invalid.
> 
> Do I need to put the code somewhere? I've attached it to this mail...

Suggest you commit to sandbox 

Boost_sandbox\math_toolkit\boost\math\distributions
 
> At the moment, I just have the code. 

>It you think the code is ok,

Looks plausible but I've not checked in detail.

 > then how would I go about with documentation & testing?

> Do you have some structure in place for that?

> I've seen quite some code in the sandbox/math, ...concept etc...

You need a test suite - follow the examples for similar distributions?

Don't forget to say where you got the test values from (Wolfram, Matlab...)
in comments.
We've tried to use a variety of sources to reduce the risk of mistakes.
I have MathCAD but it doesn't calculate Laplace I think.

I find using MSVC IDE helpful for testing the test, but then you can add to
the test jamfile.v2

"Run test_laplace.cpp"

Good idea to cut your teeth on a simple distribution before trying to run
with a multivariate one ;-)

HTH

Paul