| -----Original Message----- | From: boost-bounces@lists.boost.org | [mailto:boost-bounces@lists.boost.org] On Behalf Of Deane Yang | Sent: 12 July 2006 23:14 | To: boost@lists.boost.org | Subject: Re: [boost] [math/staticstics/design] How best | tonamestatisticalfunctions? | | Topher Cooper wrote: | > At 05:11 AM 7/12/2006, you wrote: | >> T distribution(T x) const; // Probability Density | Function or pdf or p | >> T cumulative_probability(T x) const; // Cumulative | Distribution | >> Function. P | >> | >> cumulative_probability is too long :-( | >> | >> Do we REALLY need the cumulative here? | >> | >> T probability(T x) const; // Cumulative Distribution | Function or cdf or | >> P | > | > Sorry, as attractive as it seems at first blush, I think just | > "probability" is a very poor choice. ... | | <explanation about why and discussion about using intervals snipped> | | I definitely do not want to use the same function name for both the | density function and the cumulative probability. Your point | about people | confusing the meaning of the density function is on the mark, and I | think using the same function name will only exacerbate the | confusion. | | Do I would still vote for: | | double density(double x) const; | | (Despite the origin of the word "density" from physics, it | is definitely | used by mathematicians, statisticans, and engineers to mean exactly | this. And I agree that the word "distribution" is not a synonym for | "density".) | | On the other hand, I like the idea of using an interval type for the | "probability" function and requiring an explicit interval | constructor | when calling the function, like | | student_t dist(2.0); | double p = dist.probability(interval(-1.0, 2.0)); | double q = dist.probability(interval(infinity, -1.0)); | | To me, syntax like this just makes it easier for me to | understand what's | going on. | | And I agree that we shouldn't just use the Boost Interval library. I | think we should define an interval class specific to the statistics | library, where the left endpoint is allowed to be -infinity and the | right endpoint +infinity. | | Then we get a syntax that is easy to read and understand, | and we don't | need to come up with a good name for the cumulative or complementary | cumulative probability functions. I've quickly knocked up a very rough sketch of how it might look like this (attached a zip of a .cpp run on MSVC 8.0) I'm sure you can suggest improvements to this. Seeing it used makes my still quite like a single function name 'probability' (with 1 parameter for pdf and two for cdf(s)) but I am willing to be out-voted. Neat but riskier. I also attached a response from Daniel Egloff making a similar, but more advanced proposal. (as John notes, the downside with a class is difficulty of extension). However, I am just about to go on holiday for two weeks, so I will leave you all to discuss further, and hope you've got everything sorted out and an example code written by the time I get back ;-)) Thanks Paul --- Paul A Bristow Prizet Farmhouse, Kendal, Cumbria UK LA8 8AB +44 1539561830 & SMS, Mobile +44 7714 330204 & SMS pbristow@hetp.u-net.com