Subject: Re: [boost] [math] Empirical distribution function
From: er (er.ci.2020_at_[hidden])
Date: 2011-06-15 06:19:49
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/statistics/detail/non_parametric/
>>
>>
>> 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).