Re: [Boost-users] looking for some help to find some functionality

Subject: Re: [Boost-users] looking for some help to find some functionality
From: Belcourt, Kenneth (kbelco_at_[hidden])
Date: 2010-09-06 11:23:10

On Sep 4, 2010, at 11:03 AM, Paul A. Bristow wrote:

>> -----Original Message-----
>> From: boost-users-bounces_at_[hidden] [mailto:boost-users-
>> bounces_at_[hidden]] On Behalf Of Steven Watanabe
>> Sent: Friday, September 03, 2010 10:00 PM
>> To: boost-users_at_[hidden]
>> Subject: Re: [Boost-users] looking for some help to find some
>>>   3. Availability of Normal Density Function, Cumulative Normal
>>> Density Function, and Inverse Cumulative Normal Density.
>>
> http://www.boost.org/libs/math/doc/sf_and_dist/html/math_toolkit/dist/dist_
>> ref/dists/normal_dist.html
>
> normal (Gaussian) Yes  -
>
> But we don't - yet- have the *inverse* normal distribution - but I  
> am just
> adding some more distributions (inverse gamma and inverse chi  
> squared) and I
> might add this one too if there is demand. It's not trivial, but  
> seems to
> have been studied and there are some published implementations that  
> could
> probably be adapted quite easily for the Boost.Math multi-precision  
> format.

Hi Paul,

I coded up an inverse gaussian years ago for use with an LHS (latin  
hypercube sampling) program.  I attach the files though regrettably I  
didn't make a note of where the coefficients came from (probably from  
the original LHS Fortran 77 application).

Don't know if they're any help but thought I'd send them along.

-- Noel