Re: [Boost-users] Statistical distributions in Boost.Math

Subject: Re: [Boost-users] Statistical distributions in Boost.Math
From: Neal Becker (ndbecker2_at_[hidden])
Date: 2010-11-05 06:38:04

Paul A. Bristow wrote:

> Recently I have been working on a few more Statistical Distributions for
> Boost.Math.
> 
>  These will be in release in 1.45 and some more in 1.46,
> 
> (and soon, an update to http://sourceforge.net/projects/distexplorer/
> Distribution Explorer,  a mixed C++ and C# Windows application that allows
> you to explore the properties of various statistical distributions, &
> calculate the Cumulative Distribution Function CDF, Probability
> Distribution Function PDF, or quantiles/percentiles).
> 
> inverse chisquare, inverse gamma distribution, inverse Gaussian, Wald.
> 
> 1 I am looking for some examples of their use for the documentation.
> 
> If you could to propose and/or help work up some not-too-complicated
> examples of applications of these (they seem to be popular with followers
> of
> the Reverend Bayes ;-)  - please contact me privately.
> 
> 2  Are there other distributions (or 'special' functions) that you, or
> your colleagues, friends or relations, would find useful?
> 
> If you have suggestions or requests, please tell me.
> 
> Thanks
> 
> Paul
> 

I am needing cdf of doubly-noncentric F distribution, and having trouble 
finding code (execpt in mathematica).  I have found a few papers, but 
haven't found time to review them.