Beta distribution

[ghost]

Are there any plans to add the beta distribution? I could try contributing an implementation based off of math-functions if you're interested.

[pierrelecuyer]

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.

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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]

You can directly access the source of the probdist package of SSJ directly on GitHub:
https://github.com/umontreal-simul/ssj/tree/master/src/main/java/umontreal/ssj/probdist