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

Subject: Re: [Boost-users] looking for some help to find some functionality
From: Paul A. Bristow (pbristow_at_[hidden])
Date: 2010-09-07 04:42:41

> -----Original Message-----
> From: boost-users-bounces_at_[hidden] [mailto:boost-users-
> bounces_at_[hidden]] On Behalf Of Belcourt, Kenneth
> Sent: Monday, September 06, 2010 4:23 PM
> To: boost-users_at_[hidden]
> Subject: Re: [Boost-users] looking for some help to find some
functionality
> 
> 
> 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.

Thanks for these.

http://home.online.no/~pjacklam/notes/invnorm/impl/lea/lea.c
  also looks promising for inverse gaussian.

Paul