I do some research on specific random distributions. I have probability
density function, but for some tasks (find cumulative distribution
function, moments, generate random values) I need numeric integration.<br><span lang="en"><span>I think</span> <span>it would be useful</span> <span>to have different quadrature methods.<br>
Such as trapezoidal rule, Simpson's rule, maybe Gaussian quadrature.<br>I used matlab for such tasks. Matlab function "quad" uses </span></span>recursive adaptive
Simpson quadrature.<br>--<br>Danil<br><br><div class="gmail_quote">2012/1/5 Noel Welsh <span dir="ltr"><<a href="mailto:noelwelsh@gmail.com">noelwelsh@gmail.com</a>></span><br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
2012/1/4 Doug Williams <<a href="mailto:m.douglas.williams@gmail.com">m.douglas.williams@gmail.com</a>>:<br>
<div class="im">> Someone - I believe Noel Welsh, but it might be someone else on the mailing<br>
> list -<br>
<br>
</div>Yes, it's on github: <a href="https://github.com/noelwelsh/mzgsl" target="_blank">https://github.com/noelwelsh/mzgsl</a><br>
<div class="im"><br>
has an FFI based šinterface to the GNU Scientific library. That might<br>
> already have the routines you're interested in.<br>
<br>
</div>Sorry, I don't recall binding any routines the GSL offers in this department.<br>
<span class="HOEnZb"><font color="#888888"><br>
N.<br>
</font></span></blockquote></div><br><br clear="all"><br>-- <br>áÎÎÅÎËÏ× äÁÎÉÌ, IB Soft<br>óÁÊÔ: <a href="http://www.ib-soft.ru" target="_blank">www.ib-soft.ru</a><br>ôÅÌ.ššš +7(3952) 66-08-90<br>ššššššššš +7(914) 876-73-49<br>
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