Re: [boost] [math distributions] Laplace distribution

Subject: Re: [boost] [math distributions] Laplace distribution
From: Thijs van den Berg (thijs_at_[hidden])
Date: 2008-11-27 08:59:10

Paul A. Bristow wrote:
>> -----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
>   
Hi Paul,
I'm trying to set that up with C++ 7.1 but am having a hard time 
compiling the unit test lib's. I use a
''console projects", single threaded, but it keeps naggin about the 
binary lib
unit_test fatal error LNK1104: cannot open file 
'libboost_unit_test_framework-vc71-sgd-1_37.lib'
and I don't seem to be able to build *that* one with bjam.... I've tried

bjam --build-type=complete libs/test

but no luck so far...
Do you have any quick tips? I've also tried tried the full header 
include version of the unit test,
and that also had issues..

What's your approach/method/configuration on running unit test on MSVC? 
Do you use the binaries?
> "Run test_laplace.cpp"
>
>
> Good idea to cut your teeth on a simple distribution before trying to run
> with a multivariate one ;-)
>
> HTH
>
> Paul
>
>
>
>
>
>
> _______________________________________________
> Unsubscribe & other changes: http://lists.boost.org/mailman/listinfo.cgi/boost
>   

-- 
SITMO Quantitative Financial Consultancy - Software Development
M.A. (Thijs) van den Berg
Tel.[phone]
Fax.[phone]
thijs_at_[hidden] <mailto:thijs_at_[hidden]> - www.sitmo.com 
<http://www.sitmo.com>