Thijs van den Berg wrote:
There's nothing in development at present (that I know of), so a submission would certainly be welcome. The main open issue IMO is getting the interface right for the mutivariate case.
Yes, exactly, the interface is one of the main reason for me to team up with C++ pears, to try and get that right. That a thing where feedback is very helpful!
Nod.
As I see it, there are a couple of interface issue: * containers for the multivariate parameters (vectors and matrices) and operators on those containers -inverse of a matrix-
Can we not define a *Concept* for multivariate parameters, and convert them internally to whatever internal representation is used? Boost.uBlas has matrix inversion (via LU decomposition), but it's not necessarily all that stable :-( Is matrix inversion really necessary?
* specifying generic functions/properties of multivariate densities, that would apply to *any* multivariate density
Nod. The list that applies to the univariate densities in Boost.Math would be a good place to start, modulo the ones that cannot be implemented in the multivariate case (quantile for example).
* the number of Gaussian identities/operators/function/algorithms to include, there are many, some widely used, some obscure...
I'm trying to form a team -asking friends- and will probably be able to get some knowledgeable C++ developers to contribute to this. As I understand, the procedure is to get it working first & then submit it to the sandbox?
Yep.
How would I be able to get boost developers involved during the early interface design phase?
Ask here for comments on the design right here: it helps a great deal to have some docs at this point, as it's easier for folks to get their heads around. You're also most welcome to fly your ideas past myself, Paul (Bristow), and whoever else volunteers first of course :-) Cheers, John.