61 lines
2.6 KiB
Plaintext
61 lines
2.6 KiB
Plaintext
[section:nag_library Comparison with C, R, FORTRAN-style Free Functions]
|
|
|
|
You are probably familiar with a statistics library that has free functions,
|
|
for example the classic [@http://nag.com/numeric/CL/CLdescription.asp NAG C library]
|
|
and matching [@http://nag.com/numeric/FL/FLdescription.asp NAG FORTRAN Library],
|
|
[@http://office.microsoft.com/en-us/excel/HP052090051033.aspx Microsoft Excel BINOMDIST(number_s,trials,probability_s,cumulative)],
|
|
[@http://www.r-project.org/ R], [@http://www.ptc.com/products/mathcad/mathcad14/mathcad_func_chart.htm MathCAD pbinom]
|
|
and many others.
|
|
|
|
If so, you may find 'Distributions as Objects' unfamiliar, if not alien.
|
|
|
|
However, *do not panic*, both definition and usage are not really very different.
|
|
|
|
A very simple example of generating the same values as the
|
|
[@http://nag.com/numeric/CL/CLdescription.asp NAG C library]
|
|
for the binomial distribution follows.
|
|
(If you find slightly different values, the Boost C++ version, using double or better,
|
|
is very likely to be the more accurate.
|
|
Of course, accuracy is not usually a concern for most applications of this function).
|
|
|
|
The [@http://www.nag.co.uk/numeric/cl/manual/pdf/G01/g01bjc.pdf NAG function specification] is
|
|
|
|
void nag_binomial_dist(Integer n, double p, Integer k,
|
|
double *plek, double *pgtk, double *peqk, NagError *fail)
|
|
|
|
and is called
|
|
|
|
g01bjc(n, p, k, &plek, &pgtk, &peqk, NAGERR_DEFAULT);
|
|
|
|
The equivalent using this Boost C++ library is:
|
|
|
|
using namespace boost::math; // Using declaration avoids very long names.
|
|
binomial my_dist(4, 0.5); // c.f. NAG n = 4, p = 0.5
|
|
|
|
and values can be output thus:
|
|
|
|
cout
|
|
<< my_dist.trials() << " " // Echo the NAG input n = 4 trials.
|
|
<< my_dist.success_fraction() << " " // Echo the NAG input p = 0.5
|
|
<< cdf(my_dist, 2) << " " // NAG plek with k = 2
|
|
<< cdf(complement(my_dist, 2)) << " " // NAG pgtk with k = 2
|
|
<< pdf(my_dist, 2) << endl; // NAG peqk with k = 2
|
|
|
|
`cdf(dist, k)` is equivalent to NAG library `plek`, lower tail probability of <= k
|
|
|
|
`cdf(complement(dist, k))` is equivalent to NAG library `pgtk`, upper tail probability of > k
|
|
|
|
`pdf(dist, k)` is equivalent to NAG library `peqk`, point probability of == k
|
|
|
|
See [@../../example/binomial_example_nag.cpp binomial_example_nag.cpp] for details.
|
|
|
|
[endsect] [/section:nag_library Comparison with C, R, FORTRAN-style Free Functions]
|
|
|
|
[/
|
|
Copyright 2006 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).
|
|
]
|
|
|