StatisticalTools plugin

StatisticalTools plugin - Sample Estimators, Probability Density Functions, Cumulative Density Functions, Quantile functions… - Сообщения

#21 Опубликовано: 15.09.2015 18:36:56
Davide Carpi

Davide Carpi

1415 сообщений из 2872 понравились пользователям.

Группа: Moderator

I know...
I've tried to do all the job without external plugins, in the end the penultimate version of the Meta Numerics library is the best solution

Here I've uploaded the manual of that plugin, if there is some useful function to implement let me know and I'l try to add it ASAP...
If you like my plugins please consider to support the program buying a license; for personal contributions to me: paypal.me/dcprojects
#22 Опубликовано: 16.09.2015 03:45:00
Radovan Omorjan

Radovan Omorjan

325 сообщений из 2052 понравились пользователям.

Группа: Moderator

Thank you Davide for your efforts

I just wish you to implement all the tings for which you have good will and spare time

You know that I am always in favor of Numerical ans Statistical functions implementation in SMath.

To be honest, the things are moving forward much slower that I would like to regarding SMath. Anyway, we just have to accept that.

Best Regards,
Radovan
When Sisyphus climbed to the top of a hill, they said: "Wrong boulder!"
#23 Опубликовано: 18.10.2015 09:50:43
Davide Carpi

Davide Carpi

1415 сообщений из 2872 понравились пользователям.

Группа: Moderator

PLUGIN UPDATED SMath Studio 0.97.5737

  • added Bessel, BesselJ, BesselY from Meta.Numerics;


If they works correctly and you want I can add also ModifiedBessel and SphericalBessel;
2015-10-18 14_46_09-SMath Studio Desktop - [Page1_].png
If you like my plugins please consider to support the program buying a license; for personal contributions to me: paypal.me/dcprojects
2 пользователям понравился этот пост
Radovan Omorjan 18.10.2015 10:32:00, Вячеслав Мезенцев 19.10.2015 01:40:00
#24 Опубликовано: 20.10.2015 01:40:11
Jean Giraud

Jean Giraud

983 сообщений из 6866 понравились пользователям.

Группа: User

Just hope that the inverse cumulative distributions would be applied as well. [Radovan]

_______________________________________

Not that many have "inverse cumulative" [quantile] ... easy to check: Maple solve.

Very intersting package, but they are all native in my Smath version [April 2015]

______________________________________

Quite a few PDF are missing from a very quick check [my Mathcad 11 repository].
I may confuse myself with some of the ones in the package plugin.

Moyal, Weibull_3, Laplace, Hypergeometric, Gamma-Gamma [requires Bessel K],
Gumbel, Fréchet, Dbeta, F[Anova], Gamma, Logistic, Dnbinom, DnormConvolution,
Student 't', Lorentz, Voigt, Kaiser, InvPoly, Assymetric_2sigma ...

As well as quantile, many PDF don't have analytical CDF from symbolic integration.

Cheers, Jean.


#25 Опубликовано: 20.10.2015 03:21:44
Jean Giraud

Jean Giraud

983 сообщений из 6866 понравились пользователям.

Группа: User

What a mess that forum [no accusation]
Last night I added Bessel from source, Nobody replied or acknowledged,,, don't care.
____________________________________

Now, I can see my reply to "Stat Fnct's", superb piece of work. Just something
I don't like, in Scientific/engineering maths, any piece of work must be explicit,
in this "Plugin", fine, necessary functions are included. But whre I bloody hate Smath
is again about the derivative operator ,,, zap: none work. That is above my understanding.

I noticed all sorts of gadgets in the wish list but the essential like the derivative
operator work or do more than derivative of sin(x), absent in the wish list.
Next hyperpriority is the 64 bit floating.

The other complain about this forum is that it has no search engine,
Example: if you search "polylog" ,,, zap, nothing
Google , "Smath, polylog" = zap less than nothing.

Be all good, Jean



#26 Опубликовано: 20.10.2015 04:07:28
Radovan Omorjan

Radovan Omorjan

325 сообщений из 2052 понравились пользователям.

Группа: Moderator

Hello Jean,
Wrote

What a mess that forum [no accusation]
Last night I added Bessel from source, Nobody replied or acknowledged,,, don't care.
____________________________________


I could see lots of downloads of your posted files. People are very interested indeed

Wrote


....But whre I bloody hate Smath
is again about the derivative operator ,,, zap: none work. That is above my understanding.


It was actually mentioned many times that derivative operator is not working quite well.
There are lots of complaints from users - which is Ok. For example search the user Martin Kraska and his posts. You will find very constructive suggestions for improving SMath.

Wrote


The other complain about this forum is that it has no search engine,
Example: if you search "polylog" ,,, zap, nothing
Google , "Smath, polylog" = zap less than nothing.


Search engine is not ideal, but it can be helpful
[albumimg]1386[/albumimg]

Regards,
Radovan

When Sisyphus climbed to the top of a hill, they said: "Wrong boulder!"
1 пользователям понравился этот пост
Davide Carpi 20.10.2015 06:49:00
#27 Опубликовано: 20.10.2015 07:31:21
Davide Carpi

Davide Carpi

1415 сообщений из 2872 понравились пользователям.

Группа: Moderator

Wrote

Very intersting package, but they are all native in my Smath version [April 2015]


this isn't possible... probably they're from some other plugin (Maple, Maxima, ...)

Цитата

Quite a few PDF are missing from a very quick check [my Mathcad 11 repository].
I may confuse myself with some of the ones in the package plugin.

Moyal, Weibull_3, Laplace, Hypergeometric, Gamma-Gamma [requires Bessel K],
Gumbel, Fréchet, Dbeta, F[Anova], Gamma, Logistic, Dnbinom, DnormConvolution,
Student 't', Lorentz, Voigt, Kaiser, InvPoly, Assymetric_2sigma ...


You're right, most of them are missing (as well as the random generators that are useful too). Where it is possible I'll add them.

Wrote

What a mess that forum [no accusation]


Some mechanisms are still mysterious also for me... :d

Wrote

in this "Plugin", fine, necessary functions are included. But whre I bloody hate Smath
is again about the derivative operator ,,, zap: none work. That is above my understanding.

I noticed all sorts of gadgets in the wish list but the essential like the derivative
operator work or do more than derivative of sin(x), absent in the wish list.
Next hyperpriority is the 64 bit floating.


Andrey has worked and he is working to some keystones, I hope this will let him in a reasonable soon future to improve derivative & integrals.
If you like my plugins please consider to support the program buying a license; for personal contributions to me: paypal.me/dcprojects
#28 Опубликовано: 03.03.2016 15:06:49
Davide Carpi

Davide Carpi

1415 сообщений из 2872 понравились пользователям.

Группа: Moderator

PLUGIN UPDATED SMath Studio 0.97.5737 and later

- Ceil() and Floor() improved [now with support of units, imaginary numbers, nested matrices/systems];
If you like my plugins please consider to support the program buying a license; for personal contributions to me: paypal.me/dcprojects
2 пользователям понравился этот пост
Radovan Omorjan 03.03.2016 15:19:00, ioan92 03.03.2016 15:24:00
#29 Опубликовано: 23.01.2017 09:35:39
Davide Carpi

Davide Carpi

1415 сообщений из 2872 понравились пользователям.

Группа: Moderator

PLUGIN UPDATED SMath Studio 0.98.6179 and later

  • [SS-2422] fixed issues with undefined arguments;
  • Weibull.pdf - fixed "blue worksheet crash" with shape factor < 1
If you like my plugins please consider to support the program buying a license; for personal contributions to me: paypal.me/dcprojects
3 пользователям понравился этот пост
Radovan Omorjan 23.01.2017 10:46:00, NDTM Amarasekera 23.01.2017 11:02:00, frapuano 23.01.2017 11:30:00
#30 Опубликовано: 04.05.2018 12:59:58
cbattles

cbattles

1 сообщений из 5 понравились пользователям.

Группа: User

Davide,

Thank you very much for this plug-in. I have a couple of comments.

The CDF for the binomial distribution returns 0 for 0 successes when it should return the same value as the PDF with 0 successes.

The formula that you are using to calculate the PDF uses factorials:
[f(x,n,p):{n!}/{(x!)*((n-x)!)}*p^x*(1-p)^{n-x}]
This limits the value of the number of trial to less than 170 or an overflow occurs (which SMath catches). A better way may be to use the multiplicative formula to calculate the binomial coefficent term of the PDF which won't overflow until 980 and only then when x = n/2. As x tends away from n/2, the number of trials entered can be significantly increased without overflow. In this case, you need to add the condition that if x = 0 then the binomial coefficient = 1 due to a div/0.

Since the CDF just sums over the PDF as x goes from 0 to x, the same issue exists there as well.

None of this is very robust, but it should make the binomial functions a bit more usable.

Thank you,
Christopher Battles
#31 Опубликовано: 04.05.2018 14:20:37
cbattles

cbattles

1 сообщений из 5 понравились пользователям.

Группа: User

forgot the references...
Multiplicative method for binomial coefficients:
https://en.wikipedia.org/wiki/Binomial_coefficient#Multiplicative_formula


An all around better method would be detailed here (as is a full multiplicative method for calculating the PDF):
http://octave.1599824.n4.nabble.com/attachment/3829107/0/loader2000Fast.pdf
1 пользователям понравился этот пост
frapuano 04.05.2018 15:41:00
#32 Опубликовано: 05.05.2018 22:18:30
Jean Giraud

Jean Giraud

983 сообщений из 6866 понравились пользователям.

Группа: User

Wrote

An all around better method would be detailed here (as is a full multiplicative method for calculating the PDF):
http://octave.1599824.n4...107/0/loader2000Fast.pdf


1. limit 170 => confirmed
2. try to propram "multiplicative"
3. OBSERVE: CDF ... 1-CDF

Binomial.PNG

#33 Опубликовано: 06.05.2018 10:49:38
Jean Giraud

Jean Giraud

983 сообщений из 6866 понравились пользователям.

Группа: User

... do you have a real application for n> 170.

BinomialRevisit.PNG
#34 Опубликовано: 06.05.2018 13:57:25
Davide Carpi

Davide Carpi

1415 сообщений из 2872 понравились пользователям.

Группа: Moderator

Thank you both, I'll check it ASAP


(messages moved in the appropriate thread)
If you like my plugins please consider to support the program buying a license; for personal contributions to me: paypal.me/dcprojects
#35 Опубликовано: 06.05.2018 23:41:38
Jean Giraud

Jean Giraud

983 сообщений из 6866 понравились пользователям.

Группа: User

Wrote

Thank you both, I'll check it ASAP



Maybe like this above 170 ... ?

Stat Treasury_6 Dbin Multiplicative.sm (13 КиБ) скачан 57 раз(а).
#36 Опубликовано: 07.05.2018 14:29:48
cbattles

cbattles

1 сообщений из 5 понравились пользователям.

Группа: User

The application that I'm currently working on involves attribute testing and the calculation of confidence and probability of a certain number of events occurring in a set of samples. For example, if there are zero events in 299 trials, then we have 95% confidence that there is a 99% probability that the outcome will not occur.

Some information here from Minitab blog:
http://blog.minitab.com/blog/the-statistical-mentor/how-many-samples-do-you-need-to-be-confident-your-product-is-good

Very useful in product design testing. And depending on the risk involved, we may need to test to higher confidence levels than that, which leads to higher sample sizes, and therefore higher numbers of trials in the binomial distribution.


Christopher Battles
#37 Опубликовано: 08.05.2018 01:02:13
Jean Giraud

Jean Giraud

983 сообщений из 6866 понравились пользователям.

Группа: User

Wrote

The application that I'm currently working on involves attribute testing ...


I read you carefully. As it looks, you are confusing yourself
Testing is essentially an Hypergeometric distribution.
Let me check what I have ... not from "dark ages" Minitab.

Jean
#38 Опубликовано: 08.05.2018 08:27:01
cbattles

cbattles

1 сообщений из 5 понравились пользователям.

Группа: User

I agree, the hypergeometric distribution is correct given a finite population. But in this case we assume an infinite (or very large) population that we sample from. Therefore the probability does not change due to the sampling. An assumption, yes, but one that is accepted for large populations.

https://www.itl.nist.gov/div898/handbook/pmc/section2/pmc232.htm

I don't see the hypergeometric distribution in the source for this plug-in, but the same overflow issue will arise with that calculation as well since it requires calculating the binomial coefficients. So n! will raise it's ugly head again.
#39 Опубликовано: 08.05.2018 08:55:23
Jean Giraud

Jean Giraud

983 сообщений из 6866 понравились пользователям.

Группа: User

Wrote

I don't see the hypergeometric distribution in the source for this plug-in


Here is AOQ, ATI from Hypergeometric just installed an as function.
No need for a plugin for that, just a function.

Stat Hypergeometric [A_T_I].sm (41 КиБ) скачан 62 раз(а).
Stat Hypergeometric.sm (77 КиБ) скачан 71 раз(а).
Stat Hypergeometric Edu. Copy.sm (62 КиБ) скачан 64 раз(а).
#40 Опубликовано: 08.05.2018 12:05:04
cbattles

cbattles

1 сообщений из 5 понравились пользователям.

Группа: User

Jean,
Very nice workbooks. I'll have to study them a bit.
Thank you very much!
Chris
  • Новые сообщения Новые сообщения
  • Нет новых сообщений Нет новых сообщений