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  25. <div class="section">
  26. <div class="titlepage"><div><div><h2 class="title" style="clear: both">
  27. <a name="math_toolkit.future"></a><a class="link" href="future.html" title="Extras/Future Directions">Extras/Future Directions</a>
  28. </h2></div></div></div>
  29. <h5>
  30. <a name="math_toolkit.future.h0"></a>
  31. <span class="phrase"><a name="math_toolkit.future.adding_additional_location_and_s"></a></span><a class="link" href="future.html#math_toolkit.future.adding_additional_location_and_s">Adding
  32. Additional Location and Scale Parameters</a>
  33. </h5>
  34. <p>
  35. In some modelling applications we require a distribution with a specific location
  36. and scale: often this equates to a specific mean and standard deviation, although
  37. for many distributions the relationship between these properties and the location
  38. and scale parameters are non-trivial. See <a href="http://www.itl.nist.gov/div898/handbook/eda/section3/eda364.htm" target="_top">http://www.itl.nist.gov/div898/handbook/eda/section3/eda364.htm</a>
  39. for more information.
  40. </p>
  41. <p>
  42. The obvious way to handle this is via an adapter template:
  43. </p>
  44. <pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Dist</span><span class="special">&gt;</span>
  45. <span class="keyword">class</span> <span class="identifier">scaled_distribution</span>
  46. <span class="special">{</span>
  47. <span class="identifier">scaled_distribution</span><span class="special">(</span>
  48. <span class="keyword">const</span> <span class="identifier">Dist</span> <span class="identifier">dist</span><span class="special">,</span>
  49. <span class="keyword">typename</span> <span class="identifier">Dist</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">location</span><span class="special">,</span>
  50. <span class="keyword">typename</span> <span class="identifier">Dist</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">scale</span> <span class="special">=</span> <span class="number">0</span><span class="special">);</span>
  51. <span class="special">};</span>
  52. </pre>
  53. <p>
  54. Which would then have its own set of overloads for the non-member accessor
  55. functions.
  56. </p>
  57. <h5>
  58. <a name="math_toolkit.future.h1"></a>
  59. <span class="phrase"><a name="math_toolkit.future.an_any_distribution_class"></a></span><a class="link" href="future.html#math_toolkit.future.an_any_distribution_class">An
  60. "any_distribution" class</a>
  61. </h5>
  62. <p>
  63. It is easy to add a distribution object that virtualises the actual type of
  64. the distribution, and can therefore hold "any" object that conforms
  65. to the conceptual requirements of a distribution:
  66. </p>
  67. <pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">RealType</span><span class="special">&gt;</span>
  68. <span class="keyword">class</span> <span class="identifier">any_distribution</span>
  69. <span class="special">{</span>
  70. <span class="keyword">public</span><span class="special">:</span>
  71. <span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Distribution</span><span class="special">&gt;</span>
  72. <span class="identifier">any_distribution</span><span class="special">(</span><span class="keyword">const</span> <span class="identifier">Distribution</span><span class="special">&amp;</span> <span class="identifier">d</span><span class="special">);</span>
  73. <span class="special">};</span>
  74. <span class="comment">// Get the cdf of the underlying distribution:</span>
  75. <span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">RealType</span><span class="special">&gt;</span>
  76. <span class="identifier">RealType</span> <span class="identifier">cdf</span><span class="special">(</span><span class="keyword">const</span> <span class="identifier">any_distribution</span><span class="special">&lt;</span><span class="identifier">RealType</span><span class="special">&gt;&amp;</span> <span class="identifier">d</span><span class="special">,</span> <span class="identifier">RealType</span> <span class="identifier">x</span><span class="special">);</span>
  77. <span class="comment">// etc....</span>
  78. </pre>
  79. <p>
  80. Such a class would facilitate the writing of non-template code that can function
  81. with any distribution type.
  82. </p>
  83. <p>
  84. The <a href="http://sourceforge.net/projects/distexplorer/" target="_top">Statistical
  85. Distribution Explorer</a> utility for Windows is a usage example.
  86. </p>
  87. <p>
  88. It's not clear yet whether there is a compelling use case though. Possibly
  89. tests for goodness of fit might provide such a use case: this needs more investigation.
  90. </p>
  91. <h5>
  92. <a name="math_toolkit.future.h2"></a>
  93. <span class="phrase"><a name="math_toolkit.future.higher_level_hypothesis_tests"></a></span><a class="link" href="future.html#math_toolkit.future.higher_level_hypothesis_tests">Higher
  94. Level Hypothesis Tests</a>
  95. </h5>
  96. <p>
  97. Higher-level tests roughly corresponding to the <a href="http://documents.wolfram.com/mathematica/Add-onsLinks/StandardPackages/Statistics/HypothesisTests.html" target="_top">Mathematica
  98. Hypothesis Tests</a> package could be added reasonably easily, for example:
  99. </p>
  100. <pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">InputIterator</span><span class="special">&gt;</span>
  101. <span class="keyword">typename</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">iterator_traits</span><span class="special">&lt;</span><span class="identifier">InputIterator</span><span class="special">&gt;::</span><span class="identifier">value_type</span>
  102. <span class="identifier">test_equal_mean</span><span class="special">(</span>
  103. <span class="identifier">InputIterator</span> <span class="identifier">a</span><span class="special">,</span>
  104. <span class="identifier">InputIterator</span> <span class="identifier">b</span><span class="special">,</span>
  105. <span class="keyword">typename</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">iterator_traits</span><span class="special">&lt;</span><span class="identifier">InputIterator</span><span class="special">&gt;::</span><span class="identifier">value_type</span> <span class="identifier">expected_mean</span><span class="special">);</span>
  106. </pre>
  107. <p>
  108. Returns the probability that the data in the sequence [a,b) has the mean <span class="emphasis"><em>expected_mean</em></span>.
  109. </p>
  110. <h5>
  111. <a name="math_toolkit.future.h3"></a>
  112. <span class="phrase"><a name="math_toolkit.future.integration_with_statistical_acc"></a></span><a class="link" href="future.html#math_toolkit.future.integration_with_statistical_acc">Integration
  113. With Statistical Accumulators</a>
  114. </h5>
  115. <p>
  116. <a href="http://boost-sandbox.sourceforge.net/libs/accumulators/doc/html/index.html" target="_top">Eric
  117. Niebler's accumulator framework</a> - also work in progress - provides
  118. the means to calculate various statistical properties from experimental data.
  119. There is an opportunity to integrate the statistical tests with this framework
  120. at some later date:
  121. </p>
  122. <pre class="programlisting"><span class="comment">// Define an accumulator, all required statistics to calculate the test</span>
  123. <span class="comment">// are calculated automatically:</span>
  124. <span class="identifier">accumulator_set</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">,</span> <span class="identifier">features</span><span class="special">&lt;</span><span class="identifier">tag</span><span class="special">::</span><span class="identifier">test_expected_mean</span><span class="special">&gt;</span> <span class="special">&gt;</span> <span class="identifier">acc</span><span class="special">(</span><span class="identifier">expected_mean</span><span class="special">=</span><span class="number">4</span><span class="special">);</span>
  125. <span class="comment">// Pass our data to the accumulator:</span>
  126. <span class="identifier">acc</span> <span class="special">=</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">for_each</span><span class="special">(</span><span class="identifier">mydata</span><span class="special">.</span><span class="identifier">begin</span><span class="special">(),</span> <span class="identifier">mydata</span><span class="special">.</span><span class="identifier">end</span><span class="special">(),</span> <span class="identifier">acc</span><span class="special">);</span>
  127. <span class="comment">// Extract the result:</span>
  128. <span class="keyword">double</span> <span class="identifier">p</span> <span class="special">=</span> <span class="identifier">probability</span><span class="special">(</span><span class="identifier">acc</span><span class="special">);</span>
  129. </pre>
  130. </div>
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  132. <td align="left"></td>
  133. <td align="right"><div class="copyright-footer">Copyright &#169; 2006-2019 Nikhar
  134. Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
  135. Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Matthew Pulver, Johan
  136. R&#229;de, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg,
  137. Daryle Walker and Xiaogang Zhang<p>
  138. Distributed under the Boost Software License, Version 1.0. (See accompanying
  139. file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
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