1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
|
<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=US-ASCII">
<title>Frequently Asked Questions FAQ</title>
<link rel="stylesheet" href="../math.css" type="text/css">
<meta name="generator" content="DocBook XSL Stylesheets V1.77.1">
<link rel="home" href="../index.html" title="Math Toolkit 2.2.0">
<link rel="up" href="../overview.html" title="Chapter 1. Overview">
<link rel="prev" href="overview_tr1.html" title="C99 and C++ TR1 C-style Functions">
<link rel="next" href="contact.html" title="Contact Info and Support">
</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="overview_tr1.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../overview.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="contact.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.main_faq"></a><a class="link" href="main_faq.html" title="Frequently Asked Questions FAQ">Frequently Asked Questions FAQ</a>
</h2></div></div></div>
<div class="orderedlist"><ol class="orderedlist" type="1">
<li class="listitem">
<span class="emphasis"><em>I'm a FORTRAN/NAG/SPSS/SAS/Cephes/MathCad/R user and I don't
see where the functions like dnorm(mean, sd) are in Boost.Math?</em></span>
<br> Nearly all are provided, and many more like mean, skewness, quantiles,
complements ... but Boost.Math makes full use of C++, and it looks a bit
different. But do not panic! See section on construction and the many examples.
Briefly, the distribution is constructed with the parameters (like location
and scale) (things after the | in representation like P(X=k|n, p) or ;
in a common represention of pdf f(x; μσ<sup>2</sup>). Functions like pdf, cdf are called
with the name of that distribution and the random variate often called
x or k. For example, <code class="computeroutput"><span class="identifier">normal</span> <span class="identifier">my_norm</span><span class="special">(</span><span class="number">0</span><span class="special">,</span> <span class="number">1</span><span class="special">);</span> <span class="identifier">pdf</span><span class="special">(</span><span class="identifier">my_norm</span><span class="special">,</span> <span class="number">2.0</span><span class="special">);</span></code>
<br>
</li>
<li class="listitem">
I'm a user of <a href="http://support.sas.com/rnd/app/da/new/probabilityfunctions.html" target="_top">New
SAS Functions for Computing Probabilities</a>. <br> You will find
the interface more familar, but to be able to select a distribution (perhaps
using a string) see the Extras/Future Directions section, and /boost/libs/math/dot_net_example/boost_math.cpp
for an example that is used to create a C# (C sharp) utility (that you
might also find useful): see <a href="http://sourceforge.net/projects/distexplorer/" target="_top">Statistical
Distribution Explorer</a>.<br>
</li>
<li class="listitem">
<span class="emphasis"><em>I'm allegic to reading manuals and prefer to learn from examples.</em></span><br>
Fear not - you are not alone! Many examples are available for functions
and distributions. Some are referenced directly from the text. Others can
be found at \boost_latest_release\libs\math\example. If you are a Visual
Studio user, you should be able to create projects from each of these,
making sure that the Boost library is in the include directories list.
</li>
<li class="listitem">
<span class="emphasis"><em>How do I make sure that the Boost library is in the Visual Studio
include directories list?</em></span><br> You can add an include path,
for example, your Boost place /boost-latest_release, for example <code class="computeroutput"><span class="identifier">X</span><span class="special">:/</span><span class="identifier">boost_1_45_0</span><span class="special">/</span></code> if you have a separate partition X for
Boost releases. Or you can use an environment variable BOOST_ROOT set to
your Boost place, and include that. Visual Studio before 2010 provided
Tools, Options, VC++ Directories to control directories: Visual Studio
2010 instead provides property sheets to assist. You may find it convenient
to create a new one adding \boost-latest_release; to the existing include
items in $(IncludePath).
</li>
<li class="listitem">
<span class="emphasis"><em>I'm a FORTRAN/NAG/SPSS/SAS/Cephes/MathCad/R user and I don't
see where the properties like mean, median, mode, variance, skewness of
distributions are in Boost.Math?</em></span><br> They are all available
(if defined for the parameters with which you constructed the distribution)
via <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.cdf">Cumulative Distribution
Function</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.pdf">Probability
Density Function</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.quantile">Quantile</a>,
<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.hazard">Hazard Function</a>,
<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.chf">Cumulative Hazard Function</a>,
<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.mean">mean</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.median">median</a>,
<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.mode">mode</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.variance">variance</a>,
<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.sd">standard deviation</a>,
<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.skewness">skewness</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.kurtosis">kurtosis</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.kurtosis_excess">kurtosis_excess</a>,
<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.range">range</a> and <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.support">support</a>.
</li>
<li class="listitem">
<span class="emphasis"><em>I am a C programmer. Can I user Boost.Math with C?</em></span><br>
Yes you can, including all the special functions, and TR1 functions like
isnan. They appear as C functions, by being declared as "extern C".
</li>
<li class="listitem">
<span class="emphasis"><em>I am a C# (Basic? F# FORTRAN? Other CLI?) programmer. Can I use
Boost.Math with C#? (or ...)?</em></span> <br> Yes you can, including
all the special functions, and TR1 functions like isnan. But you <span class="bold"><strong>must build the Boost.Math as a dynamic library (.dll) and compile
with the /CLI option</strong></span>. See the boost/math/dot_net_example folder
which contains an example that builds a simple statistical distribution
app with a GUI. See <a href="http://sourceforge.net/projects/distexplorer/" target="_top">Statistical
Distribution Explorer</a> <br>
</li>
<li class="listitem">
<span class="emphasis"><em>What these "policies" things for?</em></span> <br>
Policies are a powerful (if necessarily complex) fine-grain mechanism that
allow you to customise the behaviour of the Boost.Math library according
to your precise needs. See <a class="link" href="../policy.html" title="Chapter 14. Policies: Controlling Precision, Error Handling etc">Policies</a>. But
if, very probably, the default behaviour suits you, you don't need to know
more.
</li>
<li class="listitem">
<span class="emphasis"><em>I am a C user and expect to see global C-style<code class="computeroutput"><span class="special">::</span><span class="identifier">errno</span></code> set for overflow/errors etc?</em></span>
<br> You can achieve what you want - see <a class="link" href="pol_ref/error_handling_policies.html" title="Error Handling Policies">error
handling policies</a> and <a class="link" href="pol_tutorial/user_def_err_pol.html" title="Calling User Defined Error Handlers">user
error handling</a> and many examples.
</li>
<li class="listitem">
<span class="emphasis"><em>I am a C user and expect to silently return a max value for overflow?</em></span>
<br> You (and C++ users too) can return whatever you want on overflow
- see <a class="link" href="error_handling.html#math_toolkit.error_handling.overflow_error">overflow_error</a>
and <a class="link" href="pol_ref/error_handling_policies.html" title="Error Handling Policies">error
handling policies</a> and several examples.
</li>
<li class="listitem">
<span class="emphasis"><em>I don't want any error message for overflow etc?</em></span>
<br> You can control exactly what happens for all the abnormal conditions,
including the values returned. See <a class="link" href="error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>,
<a class="link" href="error_handling.html#math_toolkit.error_handling.overflow_error">overflow_error</a>
<a class="link" href="pol_ref/error_handling_policies.html" title="Error Handling Policies">error handling
policies</a> <a class="link" href="pol_tutorial/user_def_err_pol.html" title="Calling User Defined Error Handlers">user
error handling</a> etc and examples.
</li>
<li class="listitem">
<span class="emphasis"><em>My environment doesn't allow and/or I don't want exceptions.
Can I still user Boost.Math?</em></span> <br> Yes but you must customise
the error handling: see <a class="link" href="pol_tutorial/user_def_err_pol.html" title="Calling User Defined Error Handlers">user
error handling</a> and <a class="link" href="pol_ref/policy_defaults.html" title="Using Macros to Change the Policy Defaults">changing
policies defaults</a> .
</li>
<li class="listitem">
<span class="emphasis"><em>The docs are several hundreds of pages long! Can I read the docs
off-line or on paper?</em></span> <br> Yes - you can download the Boost
current release of most documentation as a zip of pdfs (including Boost.Math)
from Sourceforge, for example <a href="https://sourceforge.net/projects/boost/files/boost-docs/1.45.0/boost_pdf_1_45_0.tar.gz/download" target="_top">https://sourceforge.net/projects/boost/files/boost-docs/1.45.0/boost_pdf_1_45_0.tar.gz/download</a>.
And you can print any pages you need (or even print all pages - but be
warned that there are several hundred!). Both html and pdf versions are
highly hyperlinked. The entire Boost.Math pdf can be searched with Adobe
Reader, Edit, Find ... This can often find what you seek, a partial substitute
for a full index.
</li>
<li class="listitem">
<span class="emphasis"><em>I want a compact version for an embedded application. Can I use
float precision?</em></span> <br> Yes - by selecting RealType template
parameter as float: for example normal_distribution<float> your_normal(mean,
sd); (But double may still be used internally, so space saving may be less
that you hope for). You can also change the promotion policy, but accuracy
might be much reduced.
</li>
<li class="listitem">
<span class="emphasis"><em>I seem to get somewhat different results compared to other programs.
Why?</em></span> We hope Boost.Math to be more accurate: our priority is
accuracy (over speed). See the section on accuracy. But for evaluations
that require iterations there are parameters which can change the required
accuracy (see <a class="link" href="../policy.html" title="Chapter 14. Policies: Controlling Precision, Error Handling etc">Policies</a>). You might be able
to squeeze a little more (or less) accuracy at the cost of runtime.
</li>
<li class="listitem">
<span class="emphasis"><em>Will my program run more slowly compared to other math functions
and statistical libraries?</em></span> Probably, thought not always, and
not by too much: our priority is accuracy. For most functions, making sure
you have the latest compiler version with all optimisations switched on
is the key to speed. For evaluations that require iteration, you may be
able to gain a little more speed at the expense of accuracy. See detailed
suggestions and results on <a class="link" href="../perf.html" title="Chapter 15. Performance">performance</a>.
</li>
<li class="listitem">
<span class="emphasis"><em>How do I handle infinity and NaNs portably?</em></span> <br>
See <a class="link" href="fp_facets.html" title="Facets for Floating-Point Infinities and NaNs">nonfinite fp_facets</a> for
Facets for Floating-Point Infinities and NaNs.
</li>
<li class="listitem">
<span class="emphasis"><em>Where are the pre-built libraries?</em></span> <br> Good news
- you probably don't need any! - just <code class="computeroutput"><span class="preprocessor">#include</span>
<span class="special"><</span><span class="identifier">boost</span><span class="special">/</span></code><span class="emphasis"><em>math/distribution_you_want></em></span>.
But in the unlikely event that you do, see <a class="link" href="building.html" title="If and How to Build a Boost.Math Library, and its Examples and Tests">building
libraries</a>.
</li>
<li class="listitem">
<span class="emphasis"><em>I don't see the function or distribution that I want.</em></span>
<br> You could try an email to ask the authors - but no promises!
</li>
<li class="listitem">
<span class="emphasis"><em>I need more decimal digits for values/computations.</em></span>
<br> You can use Boost.Math with <a href="http://www.boost.org/doc/libs/1_53_0_beta1/libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>:
typically <a href="http://www.boost.org/doc/libs/1_53_0_beta1/libs/multiprecision/doc/html/boost_multiprecision/tut/floats/cpp_dec_float.html" target="_top">cpp_dec_float</a>
is a useful user-defined type to provide a fixed number of decimal digits,
usually 50 or 100.
</li>
<li class="listitem">
Why can't I write something really simple like <code class="computeroutput"><span class="identifier">cpp_int</span>
<span class="identifier">one</span><span class="special">(</span><span class="number">1</span><span class="special">);</span> <span class="identifier">cpp_dec_float_50</span>
<span class="identifier">two</span><span class="special">(</span><span class="number">2</span><span class="special">);</span> <span class="identifier">one</span>
<span class="special">*</span> <span class="identifier">two</span><span class="special">;</span></code> Because <code class="computeroutput"><span class="identifier">cpp_int</span></code>
might be bigger than <code class="computeroutput"><span class="identifier">cpp_dec_float</span>
<span class="identifier">can</span> <span class="identifier">hold</span></code>,
so you must make an <span class="bold"><strong>explicit</strong></span> conversion.
See <a href="http://svn.boost.org/svn/boost/trunk/libs/multiprecision/doc/html/boost_multiprecision/intro.html" target="_top">mixed
multiprecision arithmetic</a> and <a href="http://svn.boost.org/svn/boost/trunk/libs/multiprecision/doc/html/boost_multiprecision/tut/conversions.html" target="_top">conversion</a>.
</li>
</ol></div>
</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 © 2006-2010, 2012-2014 Nikhar Agrawal,
Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert
Holin, Bruno Lalande, John Maddock, Johan Råde, Gautam Sewani, Benjamin Sobotta,
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="overview_tr1.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../overview.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="contact.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>
</div>
</body>
</html>
|
