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Subject: Re: [boost] [math] Empirical distribution function
From: Denis Arnaud (denis.arnaud_boost_at_[hidden])
Date: 2011-06-15 08:47:47

(please disregard my previous message: the subject was not the correct one)

Date: Wed, 15 Jun 2011 06:19:49 -0400, From: er <[hidden]>

> 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.

> 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 Denis. It shouldn't take too much time (days).

That seems to fit my (pretty simple) need. I'm still trying to test it.
Indeed, I would find it more logical to have an empirical distribution
"function" <>part
of the set of already existing
Boost.Math statistical
But an accumulator is just fine for now. By the way, does it mean that if we
have a set of 1 million of distinct real numbers, the corresponding
accumulator will store a pretty big number of counters?


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