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Subject: [boost] [math][random][accumulators] Empirical distribution function
From: er ([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_;
     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:

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