I am wondering if there is a built-in device for accessing the probability density function and cumulative distribution function in C++, especially in Boost.
Surely for many pdf’s one can simply type in the formula and do the calculation, but it won’t be so convenient for cumulative functions since most of the time you’ll have to do an integral. So I guess sometimes it is still preferable to simply plug in some parameter and get the density or distribution right away.
Is there such an object class in C++ that allows you to do it?
Have you looked at: http://www.boost.org/doc/libs/1_50_0/libs/math/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/dist_params.html and specifically http://www.boost.org/doc/libs/1_50_0/libs/math/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/nmp.html#math.dist.cdf ?