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Distfun

Distribution functions
(2279 downloads for this version - 66039 downloads for all versions)
Details
Version
0.4.1
A more recent valid version with binaries for Scilab 5.4 exists: 0.9
Authors
Michael Baudin
Prateek Papriwal
Owner Organization
INRIA and others
Maintainers
Michael Baudin
Prateek Papriwal
License
Dependencies
Creation Date
July 23, 2012
Source created on
Scilab 5.4.x
Binaries available on
Scilab 5.4.x:
Linux 32-bit Windows 32-bit Windows 64-bit MacOSX Linux 64-bit
Install command
--> atomsInstall("distfun")
Description
            Distribution Functions toolbox

Purpose
-------

The goal of this toolbox is to provide accurate distribution functions. 
The provided functions are designed to be compatible with Matlab.

The goals of this toolbox are the following.
 * All functions are tested with tables (actually, csv datasets).
   The tests includes accuracy tests, so that the accuracy 
   should by from 13 to 15 significant digits.
 * For each distribution, we have 
   * the probability distribution function (PDF)
   * the cumulated distribution function (CDF)
   * the inverse CDF
   * the random number generator
   * the statistics (mean and variance)
 * The CDF provides the upper and the lower tail of the 
   distribution, for accuracy reasons. 
 * The uniform random numbers are of high quality.
   The default is to use the Mersenne-Twister generator.   
 * Each function has a consistent help page.
   This removes confusions in the meaning 
   of the parameters and clarifies the differences 
   with other computing languages (e.g. R).
   
The design is similar to Matlab's distribution functions. 
A significant difference with Matlab's function is that both 
the upper and lower tails are available in "distfun", while 
Matlab only provides the lower tail. 
Hence, "distfun" should provide a better accuracy when 
probabilities close to 1 are computed (e.g. p=0.9999). 

The differences with Scilab is that a consistent set of 
functions is provided. 
First, Scilab currently does not provide the PDFs. 
Users may write their own functions: this is not as easy as it 
seems, and may lead to very innaccurate results if floating point 
issues are ignored. 
Secondly, Scilab does not provide a consistent sets of functions: 
the CDF and the random number generators are provided in two 
different toolboxes, with no consistency. 

The difference with Stixbox is that the current function are 
tested, as accurate as we could, with consistent help pages.
   
Features
--------

For each distribution x, we provide five functions :
 * distfun_xcdf — x CDF
 * distfun_xinv — x Inverse CDF
 * distfun_xpdf — x PDF
 * distfun_xrnd — x random numbers
 * distfun_xstat — x mean and variance

Distributions available :
 * Beta (with x=beta)
 * Exponential (with x=exp)
 * Gamma (with x=gam)
 * Geometric (with x=geo)
 * LogNormal (with x=logn)
 * Normal (with x=norm)
 * Uniform (with x=unif)

Support
 * distfun_erfcinv — Inverse erfc function
 * distfun_getpath — Returns path of current module
 

Random Number Generator
 * distfun_genget — Get the current random number generator
 * distfun_genset — Set the current random number generator
 * distfun_seedget — Get the current state of the current random number
generator
 * distfun_seedset — Set the current state of the current random number
generator
 * distfun_streamget — Get the current stream
 * distfun_streaminit — Initializes the current substream
 * distfun_streamset — Set the current stream            
Files (6)
[1.39 MB]
Source code archive
clean source file, makes it available on 5.4 - use of
__USE_DEPRECATED_STACK_FUNCTIONS__ so that
stack-c.h is available. WARNING : won't work on 6.0!  
[4.76 MB]
Linux 32-bit binary for Scilab 5.4.x
Linux 32-bit
Automatically generated by the ATOMS compilation chain

[1.01 MB]
Windows 32-bit binary for Scilab 5.4.x
Windows 32-bit
Automatically generated by the ATOMS compilation chain

[1.02 MB]
Windows 64-bit binary for Scilab 5.4.x
Windows 64-bit
Automatically generated by the ATOMS compilation chain

[844.63 kB]
MacOSX binary for Scilab 5.4.x
MacOSX version
Automatically generated by the ATOMS compilation chain

[4.79 MB]
Linux 64-bit binary for Scilab 5.4.x
Linux 64-bit
Automatically generated by the ATOMS compilation chain

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