pierrelecuyer
commented
8 years ago Tony:
Thank you for your interest. We are currently not working further on this clProbDist project, for now. If you are willing to work on adding further distributions, you are warmly welcome. Please try to follow the same style of interface, so that the whole thing remains coherent.
For the symmetrical beta distribution, we have a very accurate approximation of the inverse cdf in: P. L'Ecuyer and R. Simard, ``Inverting the Symmetrical Beta Distribution'', ACM Transactions on Mathematical Software, 32, 4 (2006), 509-520. See http://dl.acm.org/citation.cfm?doid=1186785.1186786 and http://www.iro.umontreal.ca/~lecuyer/myftp/papers/betasyminv.c
Several other distributions are implemented in the probdist package of SSJ, available here: http://simul.iro.umontreal.ca/ssj/indexe.html They could be adapted to clProbDist.
Regards,
-- Pierre L'Ecuyer
On 15/03/2016 7:02 PM, Tony Zou wrote:
Are there any plans to add the beta distribution? I could try contributing an implementation based off of math-functions https://hackage.haskell.org/package/math-functions if you're interested.
— You are receiving this because you are subscribed to this thread. Reply to this email directly or view it on GitHub https://github.com/umontreal-simul/clProbDist/issues/1Web Bug from https://github.com/notifications/beacon/AKp1o_W8TMkOw7sIwSST7IxMqNBCVWcUks5ptzqGgaJpZM4HxiAH.gif
Pierre L'Ecuyer, Professeur Titulaire Chaire du Canada en Simulation et Optimisation Stochastique CIRRELT, GERAD, and DIRO, Université de Montréal, Canada http://www.iro.umontreal.ca/~lecuyer
mungerd
Are there any plans to add the beta distribution? I could try contributing an implementation based off of math-functions if you're interested.