Boost logo

Boost :

Subject: Re: [boost] [math] Empirical distribution function
From: er ([hidden])
Date: 2011-06-15 06:19:49

On 6/15/11 4:30 AM, John Maddock wrote:
>> I guess you mean the ECDF under assumption of independent trials? I
>> developed one as a Boost.Accumulator here:
>> 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.
> Nod, this looks more like an accumulator than a distribution - in the
> sense that you can only calculate properties from a set of values?
> John.
> __________________________

It is the ECDF assuming independent sampling (I think identically need
not even be assumed) and derived quantities (such as Kolmogorov Smirnov
statistic) :

F(x) = count of samples below x

The fact that it's an accummulator is just a convenience : the
distribution is updated each time a sample is passed to the acc.

I'm doing maintenance work right not, whether or not this matches the
need of the Denis. It shouldn't take too much time (days).

Boost list run by bdawes at, gregod at, cpdaniel at, john at