Re: [boost] [math] Empirical distribution function

Subject: Re: [boost] [math] Empirical distribution function
From: er (er.ci.2020_at_[hidden])
Date: 2011-06-15 02:07:17

On 6/14/11 3:41 PM, sguazt wrote:
> On Tue, Jun 14, 2011 at 7:57 PM, Denis Arnaud
> <denis.arnaud_boost_at_[hidden]>  wrote:
>> Hello,
>>
>> would there be an interest in adding the Empirical distribution function (
>> http://en.wikipedia.org/wiki/Empirical_distribution_function) to Boost.Math?
>>
>> The good statistical software projects implement it. For instance, in R, we
>> have the ECDF (
>> http://stat.ethz.ch/R-manual/R-patched/library/stats/html/ecdf.html), and
>> Python has something like that as well (
>> http://statsmodels.sourceforge.net/generated/scikits.statsmodels.tools.ECDF.html
>> ).
>>
>
> +1
>
> Usually I use R, but it would be great to have to in Boost.
>
> Thanks,
>
> -- Marco
> _______________________________________________
> Unsubscribe&  other changes: http://lists.boost.org/mailman/listinfo.cgi/boost
>

I guess you mean the ECDF under assumption of independent trials? I 
developed one as a Boost.Accumulator here:

https://svn.boost.org/svn/boost/sandbox/statistics/non_parametric/boost/statistics/detail/non_parametric/

While it's been a while I haven't touched these directories, I'd be 
happy to do some maintenance & a proper doc/test suite.