[boost] [math][random][accumulators] Empirical distribution function

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:

https://svn.boost.org/svn/boost/sandbox/accumulator_ecdf/libs/accumulators/ecdf/doc/html/index.html

It computes fairly straightforward but commonly used statistics .e.g

typedef double float_;
accumulator_set<
     int,
     stats<ecdf::tag::cdf<float_> >
 > acc;

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:

https://svn.boost.org/svn/boost/sandbox/accumulator_ecdf/libs/accumulators/ecdf/doc/html/boost_acc_ecdf/aux_/ks_gen.html#boost_acc_ecdf.aux_.ks_gen.example

Please send feedback. Thanks.