217 lines
10 KiB
HTML
217 lines
10 KiB
HTML
<html>
|
||
<head>
|
||
<meta http-equiv="Content-Type" content="text/html; charset=UTF-8">
|
||
<title>References</title>
|
||
<link rel="stylesheet" href="../math.css" type="text/css">
|
||
<meta name="generator" content="DocBook XSL Stylesheets V1.79.1">
|
||
<link rel="home" href="../index.html" title="Math Toolkit 3.0.0">
|
||
<link rel="up" href="../backgrounders.html" title="Chapter 23. Backgrounders">
|
||
<link rel="prev" href="remez.html" title="The Remez Method">
|
||
<link rel="next" href="logs_and_tables.html" title="Error logs and tables">
|
||
</head>
|
||
<body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
|
||
<table cellpadding="2" width="100%"><tr>
|
||
<td valign="top"><img alt="Boost C++ Libraries" width="277" height="86" src="../../../../../boost.png"></td>
|
||
<td align="center"><a href="../../../../../index.html">Home</a></td>
|
||
<td align="center"><a href="../../../../../libs/libraries.htm">Libraries</a></td>
|
||
<td align="center"><a href="http://www.boost.org/users/people.html">People</a></td>
|
||
<td align="center"><a href="http://www.boost.org/users/faq.html">FAQ</a></td>
|
||
<td align="center"><a href="../../../../../more/index.htm">More</a></td>
|
||
</tr></table>
|
||
<hr>
|
||
<div class="spirit-nav">
|
||
<a accesskey="p" href="remez.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../backgrounders.html"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="logs_and_tables.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>
|
||
</div>
|
||
<div class="section">
|
||
<div class="titlepage"><div><div><h2 class="title" style="clear: both">
|
||
<a name="math_toolkit.refs"></a><a class="link" href="refs.html" title="References">References</a>
|
||
</h2></div></div></div>
|
||
<h5>
|
||
<a name="math_toolkit.refs.h0"></a>
|
||
<span class="phrase"><a name="math_toolkit.refs.general_references"></a></span><a class="link" href="refs.html#math_toolkit.refs.general_references">General
|
||
references</a>
|
||
</h5>
|
||
<p>
|
||
(Specific detailed sources for individual functions and distributions are given
|
||
at the end of each individual section).
|
||
</p>
|
||
<p>
|
||
<a href="http://dlmf.nist.gov/" target="_top">DLMF (NIST Digital Library of Mathematical
|
||
Functions)</a> is a replacement for the legendary Abramowitz and Stegun's
|
||
Handbook of Mathematical Functions (often called simply A&S),
|
||
</p>
|
||
<p>
|
||
M. Abramowitz and I. A. Stegun (Eds.) (1964) Handbook of Mathematical Functions
|
||
with Formulas, Graphs, and Mathematical Tables, National Bureau of Standards
|
||
Applied Mathematics Series, U.S. Government Printing Office, Washington, D.C.
|
||
</p>
|
||
<p>
|
||
NIST Handbook of Mathematical Functions Edited by: Frank W. J. Olver, University
|
||
of Maryland and National Institute of Standards and Technology, Maryland, Daniel
|
||
W. Lozier, National Institute of Standards and Technology, Maryland, Ronald
|
||
F. Boisvert, National Institute of Standards and Technology, Maryland, Charles
|
||
W. Clark, National Institute of Standards and Technology, Maryland and University
|
||
of Maryland.
|
||
</p>
|
||
<p>
|
||
ISBN: 978-0521140638 (paperback), 9780521192255 (hardback), July 2010, Cambridge
|
||
University Press.
|
||
</p>
|
||
<p>
|
||
<a href="http://www.itl.nist.gov/div898/handbook/index.htm" target="_top">NIST/SEMATECH
|
||
e-Handbook of Statistical Methods</a>
|
||
</p>
|
||
<p>
|
||
<a href="http://documents.wolfram.com/mathematica/Add-onsLinks/StandardPackages/Statistics/DiscreteDistributions.html" target="_top">Mathematica
|
||
Documentation: DiscreteDistributions</a> The Wolfram Research Documentation
|
||
Center is a collection of online reference materials about Mathematica, CalculationCenter,
|
||
and other Wolfram Research products.
|
||
</p>
|
||
<p>
|
||
<a href="http://documents.wolfram.com/mathematica/Add-onsLinks/StandardPackages/Statistics/ContinuousDistributions.html" target="_top">Mathematica
|
||
Documentation: ContinuousDistributions</a> The Wolfram Research Documentation
|
||
Center is a collection of online reference materials about Mathematica, CalculationCenter,
|
||
and other Wolfram Research products.
|
||
</p>
|
||
<p>
|
||
Statistical Distributions (Wiley Series in Probability & Statistics) (Paperback)
|
||
by N.A.J. Hastings, Brian Peacock, Merran Evans, ISBN: 0471371246, Wiley 2000.
|
||
</p>
|
||
<p>
|
||
<a href="http://www.worldscibooks.com/mathematics/p191.html" target="_top">Extreme Value
|
||
Distributions, Theory and Applications</a> Samuel Kotz & Saralees Nadarajah,
|
||
ISBN 978-1-86094-224-2 & 1-86094-224-5 Oct 2000, Chapter 1.2 discusses
|
||
the various extreme value distributions.
|
||
</p>
|
||
<p>
|
||
<a href="http://bh0.physics.ubc.ca/People/matt/Doc/ThesesOthers/Phd/pugh.pdf" target="_top">pugh.pdf
|
||
(application/pdf Object)</a> Pugh Msc Thesis on the Lanczos approximation
|
||
to the gamma function.
|
||
</p>
|
||
<p>
|
||
<a href="http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2003" target="_top">N1514,
|
||
03-0097, A Proposal to Add Mathematical Special Functions to the C++ Standard
|
||
Library (version 2), Walter E. Brown</a>
|
||
</p>
|
||
<h5>
|
||
<a name="math_toolkit.refs.h1"></a>
|
||
<span class="phrase"><a name="math_toolkit.refs.calculators"></a></span><a class="link" href="refs.html#math_toolkit.refs.calculators">Calculators</a>
|
||
</h5>
|
||
<p>
|
||
We found (and used to create cross-check spot values - as far as their accuracy
|
||
allowed).
|
||
</p>
|
||
<p>
|
||
<a href="http://functions.wolfram.com/" target="_top">The Wolfram Functions Site</a>
|
||
The Wolfram Functions Site - Providing the mathematical and scientific community
|
||
with the world's largest (and most authoritative) collection of formulas and
|
||
graphics about mathematical functions.
|
||
</p>
|
||
<p>
|
||
<a href="http://www.moshier.net/cephes28.zip" target="_top">100-decimal digit calculator</a>
|
||
provided some spot values.
|
||
</p>
|
||
<p>
|
||
<a href="http://www.adsciengineering.com/bpdcalc/" target="_top">http://www.adsciengineering.com/bpdcalc/</a>
|
||
Binomial Probability Distribution Calculator.
|
||
</p>
|
||
<h5>
|
||
<a name="math_toolkit.refs.h2"></a>
|
||
<span class="phrase"><a name="math_toolkit.refs.other_libraries"></a></span><a class="link" href="refs.html#math_toolkit.refs.other_libraries">Other
|
||
Libraries</a>
|
||
</h5>
|
||
<p>
|
||
<a href="http://www.moshier.net/#Cephes" target="_top">Cephes library</a> by Shephen
|
||
Moshier and his book:
|
||
</p>
|
||
<p>
|
||
Methods and programs for mathematical functions, Stephen L B Moshier, Ellis
|
||
Horwood (1989) ISBN 0745802893 0470216093 provided inspiration.
|
||
</p>
|
||
<p>
|
||
<a href="http://lib.stat.cmu.edu/general/cdflib" target="_top">CDFLIB Library of Fortran
|
||
Routines for Cumulative Distribution functions.</a>
|
||
</p>
|
||
<p>
|
||
<a href="http://www.csit.fsu.edu/~burkardt/cpp_src/dcdflib/dcdflib.html" target="_top">DCFLIB
|
||
C++ version</a>.
|
||
</p>
|
||
<p>
|
||
<a href="http://www.csit.fsu.edu/~burkardt/f_src/dcdflib/dcdflib.html" target="_top">DCDFLIB
|
||
C++ version</a> DCDFLIB is a library of C++ routines, using double precision
|
||
arithmetic, for evaluating cumulative probability density functions.
|
||
</p>
|
||
<p>
|
||
<a href="http://www.softintegration.com/docs/package/chnagstat/" target="_top">http://www.softintegration.com/docs/package/chnagstat/</a>
|
||
</p>
|
||
<p>
|
||
<a href="http://www.nag.com/numeric/numerical_libraries.asp" target="_top">NAG</a>
|
||
libraries.
|
||
</p>
|
||
<p>
|
||
<a href="http://www.mathcad.com" target="_top">MathCAD</a>
|
||
</p>
|
||
<p>
|
||
<a href="http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/Cdf.html" target="_top">JMSL
|
||
Numerical Library</a> (Java).
|
||
</p>
|
||
<p>
|
||
John F Hart, Computer Approximations, (1978) ISBN 0 088275 642-7.
|
||
</p>
|
||
<p>
|
||
William J Cody, Software Manual for the Elementary Functions, Prentice-Hall
|
||
(1980) ISBN 0138220646.
|
||
</p>
|
||
<p>
|
||
Nico Temme, Special Functions, An Introduction to the Classical Functions of
|
||
Mathematical Physics, Wiley, ISBN: 0471-11313-1 (1996) who also gave valuable
|
||
advice.
|
||
</p>
|
||
<p>
|
||
<a href="http://www.cas.lancs.ac.uk/glossary_v1.1/prob.html#probdistn" target="_top">Statistics
|
||
Glossary</a>, Valerie Easton and John H. McColl.
|
||
</p>
|
||
<p>
|
||
<span class="underline">_R</span> R Development Core Team (2010). R:
|
||
A language and environment for statistical computing. R Foundation for Statistical
|
||
Computing, Vienna, Austria. ISBN 3-900051-07-0, URL http://www.R-project.org.
|
||
</p>
|
||
<p>
|
||
For use of R, see:
|
||
</p>
|
||
<p>
|
||
Jim Albert, Bayesian Computation with R, ISBN 978-0-387-71384-7.
|
||
</p>
|
||
<p>
|
||
<a href="http://www.quantnet.com/cplusplus-statistical-distributions-boost" target="_top">C++
|
||
Statistical Distributions in Boost - QuantNetwork forum</a> discusses using
|
||
Boost.Math in finance.
|
||
</p>
|
||
<p>
|
||
<a href="http://www.quantnet.com/boost-and-computational-finance/" target="_top">Quantnet
|
||
Boost and computational finance</a>. Robert Demming & Daniel J. Duffy,
|
||
Introduction to the C++ Boost Libraries - Volume I - Foundations and Volume
|
||
II ISBN 978-94-91028-01-4, Advanced Libraries and Applications, ISBN 978-94-91028-02-1
|
||
(to be published in 2011). discusses application of Boost.Math, especially
|
||
in finance.
|
||
</p>
|
||
</div>
|
||
<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
|
||
<td align="left"></td>
|
||
<td align="right"><div class="copyright-footer">Copyright © 2006-2021 Nikhar Agrawal, Anton Bikineev, Matthew Borland,
|
||
Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert Holin, Bruno
|
||
Lalande, John Maddock, Evan Miller, Jeremy Murphy, Matthew Pulver, Johan Råde,
|
||
Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg, Daryle
|
||
Walker and Xiaogang Zhang<p>
|
||
Distributed under the Boost Software License, Version 1.0. (See accompanying
|
||
file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
|
||
</p>
|
||
</div></td>
|
||
</tr></table>
|
||
<hr>
|
||
<div class="spirit-nav">
|
||
<a accesskey="p" href="remez.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../backgrounders.html"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="logs_and_tables.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>
|
||
</div>
|
||
</body>
|
||
</html>
|