On 01/02/2016 01:22, Clancy Emanuel wrote:

In the Statistical Distributions section of Boost.Math there is a future directions link that talks about an "any_distribution" class. Is this planned for a future release? Is anyone working on this?

No one else has asked for it, so no, we haven't worked on it. It is rather simple to roll your own though, and there is something very similar here: https://github.com/boostorg/math/blob/develop/dot_net_example/boost_math/boo... Note that this contains some .NET idioms though. HTH, John.

I came across a need for this when writing a lambda to find the pdf of a certain value of a random variable. It would be helpful for iterating over a vector of random variables whose distributions are not the same.

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