On 6/15/11 6:19 AM, er wrote:
On 6/15/11 4:30 AM, John Maddock wrote:
I guess you mean the ECDF under assumption of independent trials? I developed one as a Boost.Accumulator here:
https://svn.boost.org/svn/boost/sandbox/statistics/non_parametric/boost/stat...
While it's been a while I haven't touched these directories, I'd be happy to do some maintenance & a proper doc/test suite.
Nod, this looks more like an accumulator than a distribution - in the sense that you can only calculate properties from a set of values?
John. __________________________
It is the ECDF assuming independent sampling (I think identically need not even be assumed) and derived quantities (such as Kolmogorov Smirnov statistic) :
F(x) = count of samples below x
The fact that it's an accummulator is just a convenience : the distribution is updated each time a sample is passed to the acc.
I'm doing maintenance work right not, whether or not this matches the need of the Denis. It shouldn't take too much time (days).
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Perhaps you are thinking about offering an interface identical to boost's statistical distribution's (not accumulator), as [math] would suggest. Just a thought : it shouldn't be too hard to specify a wrapper around an accumulator with this interface, but perhaps there already exists things like that (haven't checked in a while)...