Re: Looking for a C/C++ probability library

[Justin Pryzby <justinpryzby@users.sourceforge.net>]

On Sat, Nov 05, 2005 at 06:13:08PM -0300, Lisandro wrote:
> Hi everyone! I'm about to deploy some simulations programs for a
> mathematic workgroup in my university, and I would like to do it in
> Linux and in C/C++. 
> For that, I'll have to use some stadistic functions, like geometric
> series, gaussian distributions, etc.
Geometric series as in a[n]=a[n-1]*r, for n>0, and a[0]=a0?  What do
you want to do with it?

Gaussian distribution, what do you want to do with that?  I just
recently generalized a least-square routine, such as to do gaussian
fitting.  Gaussian evaluation of course is just an elaboration of
exp(-x**2).  For reference, the Gaussian fitting routine is included
in the most recent libastro tarball:

  http://justinpryzby.com/astro/code/

It is a from-scratch implementation, the Gaussian reduction matrix
routine is also mine.  The Gauss fitting routine has 1 remaining bug,
I think.  The best-fit seems to have a vertical offset from the input
data; I haven't figured out why yet, it may be that the fitting
routine itself works, but that the astronomy-specific inputs aren't
right.  I might have broken background estimation at some point.

-- 
Clear skies,
Justin