Subject: Re: [boost] [math] Empirical distribution function
From: er (er.ci.2020_at_[hidden])
Date: 2011-06-15 06:26:48
On 6/15/11 6:19 AM, er wrote:
> 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?
> 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).
> Unsubscribe & other changes:
Perhaps you are thinking about offering an interface identical to
boost's statistical distribution's (not accumulator), as [math] would
Just a thought : it shouldn't be too hard to specify a wrapper around an
accumulator with this interface, but perhaps there already exists things
like that (haven't checked in a while)...
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