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- [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).
- ]
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