John Ky wrote:
Hi,
I'm trying to upgrade some software to use boost 1.34 from an earlier version, but I'm stuck on this particular function because I don't understand statistics.
#include <boost/integer.hpp> #include <boost/random/gamma_distribution.hpp>
inline double alpha_value(int df, double chisq) { if (chisq < 0.0 || df < 1) { return 0.0; } return boost::math::gamma_Q(((double)df) / 2.0, chisq / 2.0); }
Does anyone know the equivalent way of doing this in 1.34?
The gamma_q function is part of the recently reviewed Math Toolkit: it's been accepted as part of Boost, but hasn't yet made it as far as cvs never mind a release (Paul and I are working on the final touches now). Documentation is available online here: http://freespace.virgin.net/boost.regex/toolkit/html/index.html and the review-code can be downloaded from the Boost.Vault here: http://boost-consulting.com/vault/index.php?&direction=0&order=&directory=Math%20-%20Numerics Alternatively the very latest code is available in the sandbox: http://svn.boost.org/trac/boost/ Note that if you want the cdf of a Chi-squared distribution then: cdf(chi_squared(df), chisqr); will better express what you want, and if you want the complement of that (ie 1-cdf), then: cdf(complement(chi_squared(df), chisqr)); will do what you want. There is a tutorial on the stats stuff here: http://freespace.virgin.net/boost.regex/toolkit/html/math_toolkit/dist/stat_... Along with some worked examples using the Chi Squared distribution here: http://freespace.virgin.net/boost.regex/toolkit/html/math_toolkit/dist/stat_... Of course if what you want is a random number, then you can do that with the existing Boost.Random library, docs here: http://www.boost.org/libs/random/random-distributions.html but appear to be wildly out of date and don't mention most of the distributions that are supported :-( You should be able to get the general idea from here though. Hopefully this will point you in the right direction :-) John.