This is tricky: the there are multiple Gumbel distributions too: but both Wikipedia and Mathworld use the general term "Gumbel Distribution" to refer to the *minimum* case of the extreme value type I distribution, where as the distribution currently implemented as "extreme_value_distribution" is the *maximal* case of the extreme value type I distribution, which is the same as the ExtremeValueDistribution in Mathematica: http://reference.wolfram.com/mathematica/ref/ ExtremeValueDistribution.html
I really wish this wasn't so confusing, but there appears to be no easy naming choice here.
So I went back and read a little more carefully. Let me see if I have this right... Gumbel, Weibull, and Fisher-Tippet are are all Extreme Value distributions. The Fisher-Tippet distribution corresponds to a maximum extreme value distribution, and Gumbel, a minimum. Re-reading the Wikipedia entry for it, they seem to use the distributions a little more interchangeably. As far as code goes, Boost.Math has the Fisher-Tippet variant (as extreme_value), but not a true Gumbel distribution, right? That means that I've effectively written a Fisher-Tippet variate, but not really a true Gumbel variate... I guess I'll just hack away at my new Gumbel distribution and rename the number generator.
I wanted to rename fisher_f to just fisher also, but didn't get around to it.
I wish this had come up in the review, we did think about renaming this at one point, but never got around to it :-(
If anyone has strong opinions speak up now, as it'll be next to impossible to make that breaking change after 1.35 has shipped!
Since many of the distributions have alternate names, it might be worth considering an aliasing scheme or something. Derivation might work. For example: template <...> struct fisher_tippet_distribution : public extreme_value_distribution<...> { }; Template typedefs would be better. Andrew Sutton asutton@cs.kent.edu