Re: [boost] [math] Empirical distribution function

Subject: Re: [boost] [math] Empirical distribution function
From: Kim Kuen Tang (kuentang_at_[hidden])
Date: 2011-06-15 15:04:00

Am 14.06.2011 19:57, schrieb Denis Arnaud:
> Hello,
>
> would there be an interest in adding the Empirical distribution function (
> http://en.wikipedia.org/wiki/Empirical_distribution_function) to Boost.Math?
You can implement on top of boost.accumulators from eric niebler the 
ecdf function. This should work.

Regards,

Kim
> 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
> ).
>
> Best
>
> Denis
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