[section:dist_ref Statistical Distributions Reference] [include distributions/non_members.qbk] [section:dists Distributions] [include distributions/bernoulli.qbk] [include distributions/beta.qbk] [include distributions/binomial.qbk] [include distributions/cauchy.qbk] [include distributions/chi_squared.qbk] [include distributions/exponential.qbk] [include distributions/extreme_value.qbk] [include distributions/fisher.qbk] [include distributions/gamma.qbk] [include distributions/geometric.qbk] [include distributions/hypergeometric.qbk] [include distributions/inverse_chi_squared.qbk] [include distributions/inverse_gamma.qbk] [include distributions/inverse_gaussian.qbk] [include distributions/laplace.qbk] [include distributions/logistic.qbk] [include distributions/lognormal.qbk] [include distributions/negative_binomial.qbk] [include distributions/nc_beta.qbk] [include distributions/nc_chi_squared.qbk] [include distributions/nc_f.qbk] [include distributions/nc_t.qbk] [include distributions/normal.qbk] [include distributions/pareto.qbk] [include distributions/poisson.qbk] [include distributions/rayleigh.qbk] [include distributions/students_t.qbk] [include distributions/triangular.qbk] [include distributions/uniform.qbk] [include distributions/weibull.qbk] [endsect][/section:dists Distributions] [include dist_algorithms.qbk] [endsect][/section:dist_ref Statistical Distributions and Functions Reference] [section:future Extras/Future Directions] [h4 Adding Additional Location and Scale Parameters] In some modelling applications we require a distribution with a specific location and scale: often this equates to a specific mean and standard deviation, although for many distributions the relationship between these properties and the location and scale parameters are non-trivial. See [@http://www.itl.nist.gov/div898/handbook/eda/section3/eda364.htm http://www.itl.nist.gov/div898/handbook/eda/section3/eda364.htm] for more information. The obvious way to handle this is via an adapter template: template class scaled_distribution { scaled_distribution( const Dist dist, typename Dist::value_type location, typename Dist::value_type scale = 0); }; Which would then have its own set of overloads for the non-member accessor functions. [h4 An "any_distribution" class] It is easy to add a distribution object that virtualises the actual type of the distribution, and can therefore hold "any" object that conforms to the conceptual requirements of a distribution: template class any_distribution { public: template any_distribution(const Distribution& d); }; // Get the cdf of the underlying distribution: template RealType cdf(const any_distribution& d, RealType x); // etc.... Such a class would facilitate the writing of non-template code that can function with any distribution type. The [@http://sourceforge.net/projects/distexplorer/ Statistical Distribution Explorer] utility for Windows is a usage example. It's not clear yet whether there is a compelling use case though. Possibly tests for goodness of fit might provide such a use case: this needs more investigation. [h4 Higher Level Hypothesis Tests] Higher-level tests roughly corresponding to the [@http://documents.wolfram.com/mathematica/Add-onsLinks/StandardPackages/Statistics/HypothesisTests.html Mathematica Hypothesis Tests] package could be added reasonably easily, for example: template typename std::iterator_traits::value_type test_equal_mean( InputIterator a, InputIterator b, typename std::iterator_traits::value_type expected_mean); Returns the probability that the data in the sequence [a,b) has the mean /expected_mean/. [h4 Integration With Statistical Accumulators] [@http://boost-sandbox.sourceforge.net/libs/accumulators/doc/html/index.html Eric Niebler's accumulator framework] - also work in progress - provides the means to calculate various statistical properties from experimental data. There is an opportunity to integrate the statistical tests with this framework at some later date: // Define an accumulator, all required statistics to calculate the test // are calculated automatically: accumulator_set > acc(expected_mean=4); // Pass our data to the accumulator: acc = std::for_each(mydata.begin(), mydata.end(), acc); // Extract the result: double p = probability(acc); [endsect][/section:future Extras Future Directions] [/ dist_reference.qbk Copyright 2006, 2010 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). ]