Re: Statistical tests

[Alberto Ribon <Alberto dot Ribon at cern dot ch>]

  Hello,

  I am involved, with other people (mainly from CERN,
  European Organization for Nuclear Research, 
  and also from INFN, the Italian National Nuclear Physics
  institute), in a project to develop a statistical test suite 
  to automatize the tedious but essential task of checking
  a large (thousands) distributions (either from real experimental
  data or from simulation), against other "reference" distributions
  (which can be theoretical expected distributions, or other
   data distributions, or even simulated distributions, obtained
   for example in previous versions of the simulated package).

  Central in this project is the employment of different 
  statistical tests, like Chi2, Kolmogorov-Smirnov, 
  Smirnov-Cramer-von Mises, Anderson-Darling, etc...
 
  This project will be written in  * C++ *  and will be
  * free software *. Furthermore, for the histogram part,
  we plan to use another C++ free software package, developed
  in the same High Energy Physics community, called AIDA/Anaphe:

      http://aida.freehep.org/

      http://cern.ch/anaphe/

  (another package, still in C++ and free software, which is
   currently heavily used by all High-Energy Physics community,
   and which provides lots of useful mathematical functions, is
   CLHEP:

      http://cern.ch/clhep/
 
   this is not directly linked with the statistical tests, but
   I think it is worth to bring it to your attention)

   We plan to have a first release of it for Spring-Summer 2003.

   We are quite interested and pleased to provide this code
   to GSL, including the necessary integration effort with
   the rest of GSL. 

   We will contact you as soon as we have a working first version.
  

       Best Regards,

                               Alberto Ribon


   PS- I'd like to thank and acknowledge for the 
       replies I received previously (see below), from Ramon Diaz
       and Jason H. Stover, who pointed me on the GNU R project.
       I had a look at it, but we don't think it provides what
       we really need.


-------------------------------
On Mon, 9 Dec 2002, Brian Gough wrote:

->Alberto RIBON writes:
-> >   I am not writing for reporting a bug, but for asking a question:
-> >   I have looked through the various GSL functions but I haven't
-> >   found any function related to statistical tests, that is to
-> >   determine the probability that a distribution (histogram) is
-> >   coming from a certain distribution (which could be an analytical
-> >   function, or another histogram).  Examples of such tests are:
-> >    --- Kolmogorov-Smirnov test; --- Smirnov-Cramer-von Mises test;
-> >    --- Anderson-Darling test.
-> >   Am I right, or these functions are already provided in GSL? If
-> >   not, as I think, is it planned to have them in future extensions,
-> >   and if this is the case when more or less?
->
->GSL doesn't have any statistical tests at the moment, since nobody has
->volunteered to write them.  If you'd like to write some let me know.
->
->Brian
->