a73438b800
[SVN r66744]
106 lines
3.5 KiB
Plaintext
106 lines
3.5 KiB
Plaintext
[article Statistical Distribution Explorer
|
|
[quickbook 1.4]
|
|
[copyright 2008 Paul A. Bristow, John Maddock]
|
|
[license
|
|
Distributed under the Boost Software License, Version 1.0.
|
|
(See accompanying file LICENSE_1_0.txt or copy at
|
|
[@http://www.boost.org/LICENSE_1_0.txt])
|
|
]
|
|
[authors [Bristow, Paul A.], [Maddock, John]]
|
|
[category math]
|
|
[purpose mathematics]
|
|
[/last-revision $Date$]
|
|
]
|
|
|
|
A Windows utility to show the properties of statistical distributions
|
|
using parameters provided interactively by the user.
|
|
|
|
The distributions provided are:
|
|
|
|
*bernoulli
|
|
*beta_distribution
|
|
*binomial_distribution
|
|
*cauchy
|
|
*chi_squared
|
|
*exponential
|
|
*extreme_value
|
|
*fisher_f
|
|
*gamma_distribution
|
|
*lognormal_distribution
|
|
*negative_binomial_distribution
|
|
*normal_distribution
|
|
*pareto
|
|
*poisson
|
|
*rayleigh
|
|
*students_t
|
|
*triangular
|
|
*uniform
|
|
*weibull
|
|
|
|
Properties of distributions computed are:
|
|
|
|
*mean
|
|
*mode
|
|
*median
|
|
*variance
|
|
*standard deviation
|
|
*coefficient of variation,
|
|
*skewness
|
|
*kurtosis
|
|
*excess
|
|
*range supported
|
|
|
|
Calculated, from values provided, are:
|
|
|
|
*probability density (or mass) function (PDF)
|
|
*cumulative distribution function (CDF), and complement
|
|
*Quantiles (percentiles or fractiles) are calculated for typical risk (alpha) probabilities (0.001, 0.01, 0.5, 0.1, 0.333)
|
|
and for additional probabilities provided by the user.
|
|
|
|
Results can be saved to text files using Save or SaveAs.
|
|
All the values on the four tabs are output to the file chosen,
|
|
and are tab separated to assist input to other programs,
|
|
for example, spreadsheets or text editors.
|
|
|
|
Note: Excel (for example), only shows 10 decimal digits, by default:
|
|
to display the maximum possible precision (abotu 15 decimal digits),
|
|
it is necessary to format all cells to display this precision.
|
|
Although unusually accurate, not all values computed by Distexplorer will be as accurate as this.
|
|
Values shown as NaN cannot be calculated from the value(s) given,
|
|
most commonly because the value input is outside the range for the distribution.
|
|
|
|
For more information, including downloads, see
|
|
|
|
[@http://distexplorer.sourceforge.net/ Distexplorer at Sourceforge]
|
|
|
|
This Microsoft Windows 32 package distribution.exe
|
|
was generated from a C# program
|
|
and uses a boost_math.dll generated using the
|
|
Boost.Math C++ source code from the Boost.Math Toolkit, compiled in CLI mode,
|
|
containing the underlying statistical distribution classes and functions.
|
|
|
|
All source code is freely available for view and use under the
|
|
[@http://www.boost.org/LICENSE_1_0.txt Boost Open Source License].
|
|
|
|
[@https://svn.boost.org/svn/boost/sandbox\math_toolkit\libs\math\dot_net_example
|
|
Math Toolkit C++ source code]
|
|
to produce boost_math.dll is in the most recent [@http://www.boost.org Boost] release, initially 1.35.0.
|
|
|
|
It is distributed as a single Windows Installer package Setupdistex.msi.
|
|
Unzip the distexplorer.zip to a temporary location of your choice and run setup.exe.
|
|
|
|
(Note that .NET framework 2.0 and VCredist are requirements for this program.
|
|
Most recent and updated Windows environments will already have these,
|
|
but they are quickly, easily and safely installed from the Microsoft site if required.)
|
|
|
|
(The package cannot be run on other platforms at present but it should be possible
|
|
to build an equivalent utility on any C/C++ platform if anyone would like to undertake this task.)
|
|
|
|
[/ Distexplorer.qbk
|
|
Copyright 2008 John Maddock and Paul A. Bristow.
|
|
Distributed under the Boost Software License, Version 1.0.
|
|
(See accompanying file LICENSE_1_0.txt or copy at
|
|
http://www.boost.org/LICENSE_1_0.txt).
|
|
]
|
|
|