Re: [Boost-users] [random]: several issues

Subject: Re: [Boost-users] [random]: several issues
From: Thomas Mang (thomasmang.ng_at_[hidden])
Date: 2009-09-23 15:41:39

[4th posting trial, apologize if the others would ever show up]

Steven Watanabe wrote:
> 
> Thomas Mang wrote:
>> After some time I came back to the boost random library, and several 
>> things I noticed earlier have not changed since years ago. I hereby 
>> ask what the present state of ideas regarding these ideas is.
>>
>> Here's my list:
>>
>> a) The library itself provides files for random deviates of 
>> distributions not given in the documentation (e.g. poisson, gamma) 
>> etc. I find it truly sad that implementation and documentation is that 
>> out of synchronisation
>>
>> b) Several distributions require the engine to return a uniform 
>> deviate between [0,1), while other's don't have this prerequisite. I 
>> find this extremely error prone and purely documented (it is 
>> documented, but it should be so clearer, and especially, louder). 
>> Worse, I find it even harder (or impossible) to find out which range 
>> the engines return. I am not sure if there is any engine returning 
>> this range per se, or if I have always to go through uniform_01.
>> Worst of all, there is neither a compile time check nor a runtime 
>> check if that [0,1) result-requirement of the engine holds (as far as 
>> I have seen the code) - I absolutely fail to see why such a critical 
>> assert is completely missing, also given the poor state of the 
>> documentation.
>> The poisson and gamma for example also fall in this category, but are 
>> not documented at all. I consider this highly dangerous.
> 
> You're not supposed to use the distributions directly.
> boost::variate_generator works with any engine and
> any distribution.

Well, in C++ there are many things one is not supposed to do, but that's 
not the point here. Does it really hurt that much to implement an assert 
in the distributions that the random draw was restricted to [0,1) ? 
(which can be done for the engines provided by boost at compile-time 
even, at least mostly I think)?
Also if I am not supposed  to use the distributions directly, then the 
interface of them is too public to me.

> 
>> c) Random numbers are tightly linked to statistical distributions, 
>> offered by the library of it's own. Wouldn't it be convenient to try 
>> to integrate the whole distribution part of the random numbers more 
>> closely into that library? Presently they are too confusingly standalone.
> 
> Are you referring to the distributions in Boost.Math?

Yes, boost.Math/Statistical Distributions.

Note that, in general through the inverse of the cdf, a random draw can 
be obtained from any distribution, just for some distribution the draw 
is 'particularly' simple.
I find it poor from a design point of view to offer random draws of 
distributions in one library, and distributions without random draws in 
another library, and have them +- separate (of course I can manually use 
the inverse of the cdf and a uniform_01 random draw to achieve what I 
want, but this is less a technical issue, but more a organizatorial issue).
My out-of-the-guts intuition is to have the random library only about 
worrying generating random numbers. How to turn these random numbers 
into draws from distributions should be something the distribution 
library worries about. But of course I know the random library has been 
developed long before the distributions library.

Thomas