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106 lines
3.5 KiB
Plaintext
106 lines
3.5 KiB
Plaintext
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[article Statistical Distribution Explorer
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[quickbook 1.4]
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[copyright 2008 Paul A. Bristow, John Maddock]
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[license
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Distributed under the Boost Software License, Version 1.0.
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(See accompanying file LICENSE_1_0.txt or copy at
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[@http://www.boost.org/LICENSE_1_0.txt])
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]
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[authors [Bristow, Paul A.], [Maddock, John]]
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[category math]
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[purpose mathematics]
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[/last-revision $Date$]
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]
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A Windows utility to show the properties of statistical distributions
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using parameters provided interactively by the user.
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The distributions provided are:
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*bernoulli
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*beta_distribution
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*binomial_distribution
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*cauchy
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*chi_squared
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*exponential
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*extreme_value
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*fisher_f
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*gamma_distribution
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*lognormal_distribution
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*negative_binomial_distribution
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*normal_distribution
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*pareto
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*poisson
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*rayleigh
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*students_t
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*triangular
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*uniform
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*weibull
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Properties of distributions computed are:
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*mean
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*mode
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*median
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*variance
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*standard deviation
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*coefficient of variation,
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*skewness
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*kurtosis
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*excess
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*range supported
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Calculated, from values provided, are:
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*probability density (or mass) function (PDF)
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*cumulative distribution function (CDF), and complement
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*Quantiles (percentiles or fractiles) are calculated for typical risk (alpha) probabilities (0.001, 0.01, 0.5, 0.1, 0.333)
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and for additional probabilities provided by the user.
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Results can be saved to text files using Save or SaveAs.
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All the values on the four tabs are output to the file chosen,
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and are tab separated to assist input to other programs,
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for example, spreadsheets or text editors.
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Note: Excel (for example), only shows 10 decimal digits, by default:
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to display the maximum possible precision (abotu 15 decimal digits),
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it is necessary to format all cells to display this precision.
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Although unusually accurate, not all values computed by Distexplorer will be as accurate as this.
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Values shown as NaN cannot be calculated from the value(s) given,
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most commonly because the value input is outside the range for the distribution.
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For more information, including downloads, see
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[@http://distexplorer.sourceforge.net/ Distexplorer at Sourceforge]
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This Microsoft Windows 32 package distribution.exe
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was generated from a C# program
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and uses a boost_math.dll generated using the
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Boost.Math C++ source code from the Boost.Math Toolkit, compiled in CLI mode,
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containing the underlying statistical distribution classes and functions.
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All source code is freely available for view and use under the
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[@http://www.boost.org/LICENSE_1_0.txt Boost Open Source License].
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[@https://svn.boost.org/svn/boost/sandbox\math_toolkit\libs\math\dot_net_example
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Math Toolkit C++ source code]
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to produce boost_math.dll is in the most recent [@http://www.boost.org Boost] release, initially 1.35.0.
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It is distributed as a single Windows Installer package Setupdistex.msi.
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Unzip the distexplorer.zip to a temporary location of your choice and run setup.exe.
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(Note that .NET framework 2.0 and VCredist are requirements for this program.
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Most recent and updated Windows environments will already have these,
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but they are quickly, easily and safely installed from the Microsoft site if required.)
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(The package cannot be run on other platforms at present but it should be possible
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to build an equivalent utility on any C/C++ platform if anyone would like to undertake this task.)
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[/ Distexplorer.qbk
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Copyright 2008 John Maddock and Paul A. Bristow.
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Distributed under the Boost Software License, Version 1.0.
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(See accompanying file LICENSE_1_0.txt or copy at
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http://www.boost.org/LICENSE_1_0.txt).
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]
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