Andrew Sutton wrote:
I've also been slowly adding support for some of the missing Boost.Math libraries here:
http://warhol.sdml.cs.kent.edu/trac/miniboost/browser/trunk/boost/ math/distributions
Cool.
The gumbel_distribution is a renamed version of the extreme_value_distribution. I renamed since (it looks like) there are three types of extreme value distributions (weibull, gumbel, and frechet), and also a generalized extreme value distribution.
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.
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! Cheers, John.