Hi.

Le jeu. 16 sept. 2021 à 15:00, Alex Herbert <alex.d.herb...@gmail.com> a écrit :
>
> On Thu, 16 Sept 2021 at 12:06, Gilles Sadowski <gillese...@gmail.com> wrote:
> <!-- SNIP -->
> >
> > I was seeing this as a "visual" validation test, so making it as
> > simple as possible (perhaps even with "interesting" values being
> > hard-coded).
>
> I had thought of this as simple is best. However it should not be too
> hard to create an application that outputs the PDF, CDF, etc for any
> parameterisation. My idea would be to generate output over a range of
> parameterisations and then check them against a reference. For example
> the PDF and CDF plots for the parameterisations shown on wikipedia:
>
> https://en.wikipedia.org/wiki/Gamma_distribution
> https://en.wikipedia.org/wiki/L%C3%A9vy_distribution
> https://en.wikipedia.org/wiki/Poisson_distribution
>
> etc.
>
> Using just 1 set of hard coded values may not spot a problem.

I did not mean that; but rather take (all) the values used in the
plots from the above references in order to reproduce them.

> Suitable defaults can be coded into the program for each distribution.
> These can then be varied by command line arguments.
>
> Note that you cannot output the inverse CDF with the same input x
> range as the PDF, CDF and Survival functions since it is bounded to
> [0, 1]. This was one reason for parameterising the values.
>
> I am looking into making the application at the moment. I am not going
> to waste time over engineering this but I would like to have something
> that can test the distributions with a range of values so we can
> visually check them before the release.

That was the intention.

Thanks,
Gilles

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