Subject: [boost] [math][random][accumulators] Empirical distribution function
From: er (er.ci.2020_at_[hidden])
Date: 2011-07-04 16:42:52
I've updated this a bit. Here's the link to the doc:
It computes fairly straightforward but commonly used statistics .e.g
typedef double float_;
acc( 1 );
acc( 2 ); acc( 2 );
acc( 3 ); acc( 3 ); acc( 3 );
// percentage of sample observations less than equal to 1:
float_ y = ecdf::cdf<float_>( acc , 1 );
Also note in directory /aux_ there is an auxiliary tool for assessing
convergence of a random generator to a stated statistical distribution.
Here's an example:
Please send feedback. Thanks.