Ann: Statistical distributions / Mathematical Special Functions
This package consists of 3 related components, and we're now seeking further feedback on these before the final push prior to a review: Statistical Distributions ~~~~~~~~~~~~~~~~~~~~~~~~~ Following feedback from the previous preview, we have re-organised so that distributions are now C++ classes. See the docs and especially the tutorial for illustrations on how this will be useful in real life. We would especially welcome feedback from those with experience of using statistics, and indeed from professional statisticians who are probably not Boosters. Mathematical Special Functions ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ These are currently focused on those functions that are useful for statistical applications: Floating point classification. Gamma/lgamma/digamma/beta/erf/erfc Ratios of gamma functions Factorials The incomplete gamma and beta functions. The inverses of the gamma, beta, and error functions. Derivatives of the incomplete gamma and beta functions. Compared to the previous release, most of the changes involve accuracy and quality of implementation issues. Error handling has now been revised to provide a comprehensive package-wide error handling scheme complete with meaningful error messages. Toolkit ~~~~~~~ Provides tools to assist in the implementation of numerical methods: Infinite series evaluation. Continued fraction evaluation. Polynomial and rational function evaluation. Root finding with derivatives (Newton/Halley/Schroeder methods). Root finding without derivatives. Function minimisation. Misc Tools ~~~~~~~~~~ These are strictly experimental, but are used in the development of approximations: they are provided to hopefully encourage others to develop further special function implementations. Tools include: Polynomial arithmetic and manipulation. Minimax approximations (the Remez algorithm). Helper functions used in testing etc. Documentation and source downloads are available online at www.johnmaddock.co.uk/toolkit Regards, John Maddock.
participants (1)
-
John Maddock