123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216 |
- <html>
- <head>
- <meta http-equiv="Content-Type" content="text/html; charset=US-ASCII">
- <title>References</title>
- <link rel="stylesheet" href="../math.css" type="text/css">
- <meta name="generator" content="DocBook XSL Stylesheets V1.79.1">
- <link rel="home" href="../index.html" title="Math Toolkit 2.11.0">
- <link rel="up" href="../backgrounders.html" title="Chapter 22. Backgrounders">
- <link rel="prev" href="remez.html" title="The Remez Method">
- <link rel="next" href="logs_and_tables.html" title="Error logs and tables">
- </head>
- <body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
- <table cellpadding="2" width="100%"><tr>
- <td valign="top"><img alt="Boost C++ Libraries" width="277" height="86" src="../../../../../boost.png"></td>
- <td align="center"><a href="../../../../../index.html">Home</a></td>
- <td align="center"><a href="../../../../../libs/libraries.htm">Libraries</a></td>
- <td align="center"><a href="http://www.boost.org/users/people.html">People</a></td>
- <td align="center"><a href="http://www.boost.org/users/faq.html">FAQ</a></td>
- <td align="center"><a href="../../../../../more/index.htm">More</a></td>
- </tr></table>
- <hr>
- <div class="spirit-nav">
- <a accesskey="p" href="remez.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../backgrounders.html"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="logs_and_tables.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>
- </div>
- <div class="section">
- <div class="titlepage"><div><div><h2 class="title" style="clear: both">
- <a name="math_toolkit.refs"></a><a class="link" href="refs.html" title="References">References</a>
- </h2></div></div></div>
- <h5>
- <a name="math_toolkit.refs.h0"></a>
- <span class="phrase"><a name="math_toolkit.refs.general_references"></a></span><a class="link" href="refs.html#math_toolkit.refs.general_references">General
- references</a>
- </h5>
- <p>
- (Specific detailed sources for individual functions and distributions are given
- at the end of each individual section).
- </p>
- <p>
- <a href="http://dlmf.nist.gov/" target="_top">DLMF (NIST Digital Library of Mathematical
- Functions)</a> is a replacement for the legendary Abramowitz and Stegun's
- Handbook of Mathematical Functions (often called simply A&S),
- </p>
- <p>
- M. Abramowitz and I. A. Stegun (Eds.) (1964) Handbook of Mathematical Functions
- with Formulas, Graphs, and Mathematical Tables, National Bureau of Standards
- Applied Mathematics Series, U.S. Government Printing Office, Washington, D.C.
- </p>
- <p>
- NIST Handbook of Mathematical Functions Edited by: Frank W. J. Olver, University
- of Maryland and National Institute of Standards and Technology, Maryland, Daniel
- W. Lozier, National Institute of Standards and Technology, Maryland, Ronald
- F. Boisvert, National Institute of Standards and Technology, Maryland, Charles
- W. Clark, National Institute of Standards and Technology, Maryland and University
- of Maryland.
- </p>
- <p>
- ISBN: 978-0521140638 (paperback), 9780521192255 (hardback), July 2010, Cambridge
- University Press.
- </p>
- <p>
- <a href="http://www.itl.nist.gov/div898/handbook/index.htm" target="_top">NIST/SEMATECH
- e-Handbook of Statistical Methods</a>
- </p>
- <p>
- <a href="http://documents.wolfram.com/mathematica/Add-onsLinks/StandardPackages/Statistics/DiscreteDistributions.html" target="_top">Mathematica
- Documentation: DiscreteDistributions</a> The Wolfram Research Documentation
- Center is a collection of online reference materials about Mathematica, CalculationCenter,
- and other Wolfram Research products.
- </p>
- <p>
- <a href="http://documents.wolfram.com/mathematica/Add-onsLinks/StandardPackages/Statistics/ContinuousDistributions.html" target="_top">Mathematica
- Documentation: ContinuousDistributions</a> The Wolfram Research Documentation
- Center is a collection of online reference materials about Mathematica, CalculationCenter,
- and other Wolfram Research products.
- </p>
- <p>
- Statistical Distributions (Wiley Series in Probability & Statistics) (Paperback)
- by N.A.J. Hastings, Brian Peacock, Merran Evans, ISBN: 0471371246, Wiley 2000.
- </p>
- <p>
- <a href="http://www.worldscibooks.com/mathematics/p191.html" target="_top">Extreme Value
- Distributions, Theory and Applications</a> Samuel Kotz & Saralees Nadarajah,
- ISBN 978-1-86094-224-2 & 1-86094-224-5 Oct 2000, Chapter 1.2 discusses
- the various extreme value distributions.
- </p>
- <p>
- <a href="http://bh0.physics.ubc.ca/People/matt/Doc/ThesesOthers/Phd/pugh.pdf" target="_top">pugh.pdf
- (application/pdf Object)</a> Pugh Msc Thesis on the Lanczos approximation
- to the gamma function.
- </p>
- <p>
- <a href="http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2003" target="_top">N1514,
- 03-0097, A Proposal to Add Mathematical Special Functions to the C++ Standard
- Library (version 2), Walter E. Brown</a>
- </p>
- <h5>
- <a name="math_toolkit.refs.h1"></a>
- <span class="phrase"><a name="math_toolkit.refs.calculators"></a></span><a class="link" href="refs.html#math_toolkit.refs.calculators">Calculators</a>
- </h5>
- <p>
- We found (and used to create cross-check spot values - as far as their accuracy
- allowed).
- </p>
- <p>
- <a href="http://functions.wolfram.com/" target="_top">The Wolfram Functions Site</a>
- The Wolfram Functions Site - Providing the mathematical and scientific community
- with the world's largest (and most authorititive) collection of formulas and
- graphics about mathematical functions.
- </p>
- <p>
- <a href="http://www.moshier.net/cephes28.zip" target="_top">100-decimal digit calculator</a>
- provided some spot values.
- </p>
- <p>
- <a href="http://www.adsciengineering.com/bpdcalc/" target="_top">http://www.adsciengineering.com/bpdcalc/</a>
- Binomial Probability Distribution Calculator.
- </p>
- <h5>
- <a name="math_toolkit.refs.h2"></a>
- <span class="phrase"><a name="math_toolkit.refs.other_libraries"></a></span><a class="link" href="refs.html#math_toolkit.refs.other_libraries">Other
- Libraries</a>
- </h5>
- <p>
- <a href="http://www.moshier.net/#Cephes" target="_top">Cephes library</a> by Shephen
- Moshier and his book:
- </p>
- <p>
- Methods and programs for mathematical functions, Stephen L B Moshier, Ellis
- Horwood (1989) ISBN 0745802893 0470216093 provided inspiration.
- </p>
- <p>
- <a href="http://lib.stat.cmu.edu/general/cdflib" target="_top">CDFLIB Library of Fortran
- Routines for Cumulative Distribution functions.</a>
- </p>
- <p>
- <a href="http://www.csit.fsu.edu/~burkardt/cpp_src/dcdflib/dcdflib.html" target="_top">DCFLIB
- C++ version</a>.
- </p>
- <p>
- <a href="http://www.csit.fsu.edu/~burkardt/f_src/dcdflib/dcdflib.html" target="_top">DCDFLIB
- C++ version</a> DCDFLIB is a library of C++ routines, using double precision
- arithmetic, for evaluating cumulative probability density functions.
- </p>
- <p>
- <a href="http://www.softintegration.com/docs/package/chnagstat/" target="_top">http://www.softintegration.com/docs/package/chnagstat/</a>
- </p>
- <p>
- <a href="http://www.nag.com/numeric/numerical_libraries.asp" target="_top">NAG</a>
- libraries.
- </p>
- <p>
- <a href="http://www.mathcad.com" target="_top">MathCAD</a>
- </p>
- <p>
- <a href="http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/Cdf.html" target="_top">JMSL
- Numerical Library</a> (Java).
- </p>
- <p>
- John F Hart, Computer Approximations, (1978) ISBN 0 088275 642-7.
- </p>
- <p>
- William J Cody, Software Manual for the Elementary Functions, Prentice-Hall
- (1980) ISBN 0138220646.
- </p>
- <p>
- Nico Temme, Special Functions, An Introduction to the Classical Functions of
- Mathematical Physics, Wiley, ISBN: 0471-11313-1 (1996) who also gave valueable
- advice.
- </p>
- <p>
- <a href="http://www.cas.lancs.ac.uk/glossary_v1.1/prob.html#probdistn" target="_top">Statistics
- Glossary</a>, Valerie Easton and John H. McColl.
- </p>
- <p>
- <span class="underline">_R</span> R Development Core Team (2010). R:
- A language and environment for statistical computing. R Foundation for Statistical
- Computing, Vienna, Austria. ISBN 3-900051-07-0, URL http://www.R-project.org.
- </p>
- <p>
- For use of R, see:
- </p>
- <p>
- Jim Albert, Bayesian Computation with R, ISBN 978-0-387-71384-7.
- </p>
- <p>
- <a href="http://www.quantnet.com/cplusplus-statistical-distributions-boost" target="_top">C++
- Statistical Distributions in Boost - QuantNetwork forum</a> discusses using
- Boost.Math in finance.
- </p>
- <p>
- <a href="http://www.quantnet.com/boost-and-computational-finance/" target="_top">Quantnet
- Boost and computational finance</a>. Robert Demming & Daniel J. Duffy,
- Introduction to the C++ Boost Libraries - Volume I - Foundations and Volume
- II ISBN 978-94-91028-01-4, Advanced Libraries and Applications, ISBN 978-94-91028-02-1
- (to be published in 2011). discusses application of Boost.Math, especially
- in finance.
- </p>
- </div>
- <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
- <td align="left"></td>
- <td align="right"><div class="copyright-footer">Copyright © 2006-2019 Nikhar
- Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
- Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Matthew Pulver, Johan
- Råde, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg,
- Daryle Walker and Xiaogang Zhang<p>
- Distributed under the Boost Software License, Version 1.0. (See accompanying
- 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>)
- </p>
- </div></td>
- </tr></table>
- <hr>
- <div class="spirit-nav">
- <a accesskey="p" href="remez.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../backgrounders.html"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="logs_and_tables.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>
- </div>
- </body>
- </html>
|