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Distfun

Distribution functions
(6106 downloads for this version - 66040 downloads for all versions)
Details
Version
0.7
A more recent valid version with binaries for Scilab 5.4 exists: 0.9
Authors
Michael Baudin
Prateek Papriwal
Pierre Lecuyer
Luc Devroye
Jean-Philippe Chancelier
Michael A. Malcolm
Cleve B. Moler
George Marsaglia
Arif Zaman
Barry W. Brown
James Lovato
Kathy Russell
Makoto Matsumoto
Takuji Nishimura
Bruno Pincon
Richard Brent
John Burkardt
Owner Organization
INRIA, DIGITEO and others
Maintainers
Prateek Papriwal
Michael Baudin
License
Dependencies
Creation Date
March 16, 2013
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
            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). 

There are many interesting, positive, differences with Scilab, Stixbox, or other
tools. For a full set of motivations, please read :

http://forge.scilab.org/index.php/p/distfun/
   
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)
 * Binomial (with x=bino)
 * Chi-Square (with x=chi2)
 * Exponential (with x=exp)
 * Extreme Value (with x=ev)
 * F (with x=f)
 * Gamma (with x=gam)
 * Geometric (with x=geo)
 * Hypergeometric (with x=hyge)
 * LogNormal (with x=logn)
 * LogUniform (with x=logu)
 * Normal (with x=norm)
 * Poisson (with x=poi)
 * T (with x=t)
 * Truncated Normal (with x=tnorm)
 * Uniform (with x=unif)

Tutorial
 * dispfun_tutorial : A tutorial of the Distfun toolbox.
 * dispfun_plots : A collection of distribution function plots.

Support
 * distfun_cov : Returns the empirical covariance matrix
 * distfun_erfcinv : Inverse erfc function
 * distfun_genericpdf : Compute the PDF from the CDF.
 * distfun_getpath : Returns path of current module
 * distfun_inthisto : Discrete histogram
 * distfun_plotintcdf -  Plots an integer CDF

Random Number Generator
 * rng_overview : An overview of the Random Number Generators of the Distfun
toolbox.
 * 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 stream
 * distfun_streamset : Set the current stream            
Files (6)
[1.39 MB]
Source code archive

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

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

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

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

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

News (0)
Comments (2)     Leave a comment 
Comment from Michael Baudin -- March 28, 2013, 06:40:49 PM    
Here is a test of distfun v0.7 on Windows 64 bits with Scilab 5.4.0 32 bits.
All tests pass, but Scilab must be in English language (if not, some tests fail).

-->atomsInstall("distfun")
 ans  =
 
!distfun  0.7-1  user  SCIHOME\atoms\distfun\0.7-1  I  !
 
-->atomsLoad("distfun")

Start Distfun
	Load macros
	Load gateways
	Load help
	Load demos
	Type "demo_gui()" and search for Distfun for Demonstrations.

 ans  =
 
!distfun  0.7-1  user  SCIHOME\atoms\distfun\0.7-1  !

-->atomsTest("distfun")
   TMPDIR = C:\Users\Gros\AppData\Local\Temp\SCI_TMP_5608_

   001/001 - [SCIHOME\atoms\distfun\0.7-1] : 

   001/136 - [SCIHOME\atoms\distfun\0.7-1] distfun_cov..........passed
   002/136 - [SCIHOME\atoms\distfun\0.7-1] erfcinv..............passed
   003/136 - [SCIHOME\atoms\distfun\0.7-1] genericpdf...........passed
   004/136 - [SCIHOME\atoms\distfun\0.7-1] inthisto.............passed
   005/136 - [SCIHOME\atoms\distfun\0.7-1] plotintcdf...........passed 
   006/136 - [SCIHOME\atoms\distfun\0.7-1] betacdf..............passed
   007/136 - [SCIHOME\atoms\distfun\0.7-1] betainv..............passed
   008/136 - [SCIHOME\atoms\distfun\0.7-1] betapdf..............passed
   009/136 - [SCIHOME\atoms\distfun\0.7-1] betarnd..............passed
   010/136 - [SCIHOME\atoms\distfun\0.7-1] betastat.............passed
   011/136 - [SCIHOME\atoms\distfun\0.7-1] binocdf..............passed
   012/136 - [SCIHOME\atoms\distfun\0.7-1] binoinv..............passed
   013/136 - [SCIHOME\atoms\distfun\0.7-1] binopdf..............passed
   014/136 - [SCIHOME\atoms\distfun\0.7-1] binornd..............passed
   015/136 - [SCIHOME\atoms\distfun\0.7-1] binostat.............passed
   016/136 - [SCIHOME\atoms\distfun\0.7-1] cdfchn...............passed
   017/136 - [SCIHOME\atoms\distfun\0.7-1] cdffnc...............passed
   018/136 - [SCIHOME\atoms\distfun\0.7-1] cdfnbn...............passed
   019/136 - [SCIHOME\atoms\distfun\0.7-1] invchn...............passed
   020/136 - [SCIHOME\atoms\distfun\0.7-1] invfnc...............passed
   021/136 - [SCIHOME\atoms\distfun\0.7-1] invnbn...............passed
   022/136 - [SCIHOME\atoms\distfun\0.7-1] chi2cdf..............passed
   023/136 - [SCIHOME\atoms\distfun\0.7-1] chi2inv..............passed
   024/136 - [SCIHOME\atoms\distfun\0.7-1] chi2pdf..............passed
   025/136 - [SCIHOME\atoms\distfun\0.7-1] chi2rnd..............passed
   026/136 - [SCIHOME\atoms\distfun\0.7-1] chi2stat.............passed
   027/136 - [SCIHOME\atoms\distfun\0.7-1] evcdf................passed
   028/136 - [SCIHOME\atoms\distfun\0.7-1] evinv................passed
   029/136 - [SCIHOME\atoms\distfun\0.7-1] evpdf................passed
   030/136 - [SCIHOME\atoms\distfun\0.7-1] evrnd................passed
   031/136 - [SCIHOME\atoms\distfun\0.7-1] evstat...............passed
   032/136 - [SCIHOME\atoms\distfun\0.7-1] expcdf...............passed
   033/136 - [SCIHOME\atoms\distfun\0.7-1] expinv...............passed
   034/136 - [SCIHOME\atoms\distfun\0.7-1] exppdf...............passed
   035/136 - [SCIHOME\atoms\distfun\0.7-1] exprnd...............passed
   036/136 - [SCIHOME\atoms\distfun\0.7-1] expstat..............passed
   037/136 - [SCIHOME\atoms\distfun\0.7-1] fcdf.................passed
   038/136 - [SCIHOME\atoms\distfun\0.7-1] finv.................passed
   039/136 - [SCIHOME\atoms\distfun\0.7-1] fpdf.................passed
   040/136 - [SCIHOME\atoms\distfun\0.7-1] frnd.................passed
   041/136 - [SCIHOME\atoms\distfun\0.7-1] fstat................passed
   042/136 - [SCIHOME\atoms\distfun\0.7-1] gamcdf...............passed
   043/136 - [SCIHOME\atoms\distfun\0.7-1] gaminv...............passed
   044/136 - [SCIHOME\atoms\distfun\0.7-1] gampdf...............passed
   045/136 - [SCIHOME\atoms\distfun\0.7-1] gamrnd...............passed
   046/136 - [SCIHOME\atoms\distfun\0.7-1] gamstat..............passed
   047/136 - [SCIHOME\atoms\distfun\0.7-1] geocdf...............passed
   048/136 - [SCIHOME\atoms\distfun\0.7-1] geoinv...............passed
   049/136 - [SCIHOME\atoms\distfun\0.7-1] geopdf...............passed
   050/136 - [SCIHOME\atoms\distfun\0.7-1] geornd...............passed
   051/136 - [SCIHOME\atoms\distfun\0.7-1] geostat..............passed
   052/136 - [SCIHOME\atoms\distfun\0.7-1] distfun_rndmn........passed
   053/136 - [SCIHOME\atoms\distfun\0.7-1] distfun_rndmul.......passed
   054/136 - [SCIHOME\atoms\distfun\0.7-1] distfun_rndnbn.......passed
   055/136 - [SCIHOME\atoms\distfun\0.7-1] distfun_rndnch.......passed
   056/136 - [SCIHOME\atoms\distfun\0.7-1] distfun_rndnf........passed
   057/136 - [SCIHOME\atoms\distfun\0.7-1] distfun_rndprm.......passed
   058/136 - [SCIHOME\atoms\distfun\0.7-1] distfun_rnduin.......passed
   059/136 - [SCIHOME\atoms\distfun\0.7-1] hygecdf..............passed
   060/136 - [SCIHOME\atoms\distfun\0.7-1] hygeinv..............passed
   061/136 - [SCIHOME\atoms\distfun\0.7-1] hygepdf..............passed
   062/136 - [SCIHOME\atoms\distfun\0.7-1] hygernd..............passed
   063/136 - [SCIHOME\atoms\distfun\0.7-1] hygestat.............passed
   064/136 - [SCIHOME\atoms\distfun\0.7-1] hygetable............passed
   065/136 - [SCIHOME\atoms\distfun\0.7-1] logncdf..............passed
   066/136 - [SCIHOME\atoms\distfun\0.7-1] logninv..............passed
   067/136 - [SCIHOME\atoms\distfun\0.7-1] lognpdf..............passed
   068/136 - [SCIHOME\atoms\distfun\0.7-1] lognrnd..............passed
   069/136 - [SCIHOME\atoms\distfun\0.7-1] lognstat.............passed
   070/136 - [SCIHOME\atoms\distfun\0.7-1] logucdf..............passed
   071/136 - [SCIHOME\atoms\distfun\0.7-1] loguinv..............passed
   072/136 - [SCIHOME\atoms\distfun\0.7-1] logupdf..............passed
   073/136 - [SCIHOME\atoms\distfun\0.7-1] logurnd..............passed
   074/136 - [SCIHOME\atoms\distfun\0.7-1] logustat.............passed
   075/136 - [SCIHOME\atoms\distfun\0.7-1] normcdf..............passed
   076/136 - [SCIHOME\atoms\distfun\0.7-1] norminv..............passed
   077/136 - [SCIHOME\atoms\distfun\0.7-1] normpdf..............passed
   078/136 - [SCIHOME\atoms\distfun\0.7-1] normrnd..............passed
   079/136 - [SCIHOME\atoms\distfun\0.7-1] normstat.............passed
   080/136 - [SCIHOME\atoms\distfun\0.7-1] poisscdf.............passed
   081/136 - [SCIHOME\atoms\distfun\0.7-1] poissinv.............passed
   082/136 - [SCIHOME\atoms\distfun\0.7-1] poisspdf.............passed
   083/136 - [SCIHOME\atoms\distfun\0.7-1] poissrnd.............passed
   084/136 - [SCIHOME\atoms\distfun\0.7-1] poissstat............passed
   085/136 - [SCIHOME\atoms\distfun\0.7-1] tcdf.................passed
   086/136 - [SCIHOME\atoms\distfun\0.7-1] tinv.................passed
   087/136 - [SCIHOME\atoms\distfun\0.7-1] tpdf.................passed
   088/136 - [SCIHOME\atoms\distfun\0.7-1] trnd.................passed
   089/136 - [SCIHOME\atoms\distfun\0.7-1] tstat................passed
   090/136 - [SCIHOME\atoms\distfun\0.7-1] tnormcdf.............passed
   091/136 - [SCIHOME\atoms\distfun\0.7-1] tnorminv.............passed
   092/136 - [SCIHOME\atoms\distfun\0.7-1] tnormpdf.............passed
   093/136 - [SCIHOME\atoms\distfun\0.7-1] tnormrnd.............passed
   094/136 - [SCIHOME\atoms\distfun\0.7-1] tnormstat............passed
   095/136 - [SCIHOME\atoms\distfun\0.7-1] unifcdf..............passed
   096/136 - [SCIHOME\atoms\distfun\0.7-1] unifinv..............passed
   097/136 - [SCIHOME\atoms\distfun\0.7-1] unifpdf..............passed
   098/136 - [SCIHOME\atoms\distfun\0.7-1] unifrnd..............passed
   099/136 - [SCIHOME\atoms\distfun\0.7-1] unifstat.............passed
   100/136 - [SCIHOME\atoms\distfun\0.7-1] distfun_errmsg.......passed
   101/136 - [SCIHOME\atoms\distfun\0.7-1] distfun_generators...passed
   102/136 - [SCIHOME\atoms\distfun\0.7-1] distfun_stream.......passed
   103/136 - [SCIHOME\atoms\distfun\0.7-1] bug_776..............passed
   104/136 - [SCIHOME\atoms\distfun\0.7-1] bug_777..............passed
   105/136 - [SCIHOME\atoms\distfun\0.7-1] bug_779..............passed
   106/136 - [SCIHOME\atoms\distfun\0.7-1] bug_831..............passed
   107/136 - [SCIHOME\atoms\distfun\0.7-1] bug_870..............passed
   108/136 - [SCIHOME\atoms\distfun\0.7-1] bug_871..............passed
   109/136 - [SCIHOME\atoms\distfun\0.7-1] bug_874..............passed
   110/136 - [SCIHOME\atoms\distfun\0.7-1] bug_875..............passed
   111/136 - [SCIHOME\atoms\distfun\0.7-1] bug_880..............passed
   112/136 - [SCIHOME\atoms\distfun\0.7-1] bug_881..............passed
   113/136 - [SCIHOME\atoms\distfun\0.7-1] bug_882..............passed
   114/136 - [SCIHOME\atoms\distfun\0.7-1] bug_883..............passed 
   115/136 - [SCIHOME\atoms\distfun\0.7-1] bug_889..............passed
   116/136 - [SCIHOME\atoms\distfun\0.7-1] bug_891..............passed
   117/136 - [SCIHOME\atoms\distfun\0.7-1] bug_896..............passed
   118/136 - [SCIHOME\atoms\distfun\0.7-1] bug_897..............passed
   119/136 - [SCIHOME\atoms\distfun\0.7-1] bug_912..............passed
   120/136 - [SCIHOME\atoms\distfun\0.7-1] bug_913..............passed
   121/136 - [SCIHOME\atoms\distfun\0.7-1] bug_918..............passed 
   122/136 - [SCIHOME\atoms\distfun\0.7-1] bug_926..............passed 
   123/136 - [SCIHOME\atoms\distfun\0.7-1] bug_950..............passed
   124/136 - [SCIHOME\atoms\distfun\0.7-1] bug_951..............passed
   125/136 - [SCIHOME\atoms\distfun\0.7-1] bug_952..............passed
   126/136 - [SCIHOME\atoms\distfun\0.7-1] bug_953..............passed
   127/136 - [SCIHOME\atoms\distfun\0.7-1] bug_958..............passed
   128/136 - [SCIHOME\atoms\distfun\0.7-1] bug_960..............passed
   129/136 - [SCIHOME\atoms\distfun\0.7-1] bug_962..............passed
   130/136 - [SCIHOME\atoms\distfun\0.7-1] bug_971..............passed
   131/136 - [SCIHOME\atoms\distfun\0.7-1] bug_976..............passed
   132/136 - [SCIHOME\atoms\distfun\0.7-1] bug_977..............passed 
   133/136 - [SCIHOME\atoms\distfun\0.7-1] bug_982..............passed
   134/136 - [SCIHOME\atoms\distfun\0.7-1] bug_986..............passed
   135/136 - [SCIHOME\atoms\distfun\0.7-1] bugreport_11366......passed
   136/136 - [SCIHOME\atoms\distfun\0.7-1] bugreport_9976.......passed
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