NAME

Math::SymbolicX::Statistics::Distributions - Statistical Distributions

SYNOPSIS

use Math::SymbolicX::Statistics::Distributions ':all';

#####################################################
# The following demonstrates the procedural interface

# (included in :all)
use Math::SymbolicX::Statistics::Distributions ':functions';

$dist = normal_distribution('mean', 'rmsd');
print $dist->value(mean => 5, rmsd => 2, x => 1);

# similar:
$dist = gauss_distribution('mean', 'rmsd'); # same as normal_distribution
$dist = bivariate_normal_distribution( 'mean1', 'rmsd1',
                                       'mean2', 'rmsd2',
                                       'correlation      );

# plug in any expression: (y*2 will be mean, z^3 root mean square deviation)
$dist = normal_distribution('y*2', 'z^3');
print $dist->value(x => 0.5, y => 3, z => 0.2);

# To generate the error function: (mean = 0; rmsd = 1)
$dist = normal_distribution(0, 1);
print $dist->value(x => 1);

#########################################################
# The following demonstrates the parser/grammar interface
# We'll do the exact same as above with the other interface.  

# (included in :all)
use Math::SymbolicX::Statistics::Distributions ':grammar';
use Math::Symbolic qw/parse_from_string/;

$dist = parse_from_string('normal()');
print $dist->value(mean => 5, rmsd => 2, x => 1);

# similar:
$dist = parse_from_string('gauss(mean, rmsd)'); # same as normal()
$dist = parse_from_string( 'bivariate_normal(mean1, rmsd1,'
                                           .'mean2, rmsd2,'
                                           .'correlation  )' );

# plug in any expression: (y*2 will be mean, z^3 root mean square deviation)
$dist = parse_from_string('normal(y*2, z^3)');
print $dist->value(x => 0.5, y => 3, z => 0.2);

# To generate the error function: (mean = 0; rmsd = 1)
$dist = parse_from_string('normal(0, 1)');
print $dist->value(x => 1);

# same works for the keywords 'boltzmann', 'bose', 'fermi'

DESCRIPTION

This module offers easy access to formulas for a few often-used distributions. For that, it uses the Math::Symbolic module which gives the user an opportunity to manufacture distributions to his liking.

The module can be used in two styles: It has a procedural interface which is demonstrated in the first half of the synopsis. But it also features a wholly different interface: It can modify the Math::Symbolic parser so that you can use the distributions right inside strings that will be parsed as Math::Symbolic trees. This is demonstrated for very simple cases in the second half of the synopsis.

All arguments in both interface styles are optional. Whichever expression is used instead of, for examle 'mean', is plugged into the formula for the distribution as a Math::Symbolic tree. Details on argument handling are explained below.

Please see the section on Export for details on how to choose the interface style you want to use.

The arguments for the grammar-interface version of the module follow the same concept as for the function interface which is described in Distributions in detail. The only significant difference is that the arguments must all be strings to be parsed as Math::Symbolic trees. There is one exception: If the string 'undef' is passed as one argument to the function, that string is converted to a real undef, but nevermind and see below.

Export

By default, the module does not export any functions and does not modify the Math::Symbolic parser. You have to explicitly request that does so using the usual Exporter semantics.

If using the module without parameters (use Math:SymbolicX::Statistics::Distributions;), you can access the distributions via the fully qualified subroutine names such as Math::SymbolicX::Statistics::Distributions::normal_distribution(). But that would be annoying, no?

You can choose to export any of the distribution functions (see below) by specifying one or more function names:

use Math::SymbolicX::Statistics::Distributions qw/gauss_distribution/;
# then:
$dist = gauss_distribution(...);

You can also import all of them by using the ':functions' tag:

use Math::SymbolicX::Statistics::Distributions qw/:functions/;
...

Alternatively, you can choose to modify the Math::Symbolic parser by using any of the following keywords in the same way we used the function names above.

normal_grammar
gauss_grammar
bivariate_normal_grammar
cauchy_grammar
boltzmann_grammar
bose_grammar
fermi_grammar

To add all the keywords (normal(), gauss(), bivariate_normal(), cauchy(), boltzmann(), bose(), and fermi() to the grammar, you can specify :grammar instead.

Finally, the module supports the exporter tag :all to both export all functions and add all keywords to the parser.

Distributions

The following is a list of distributions that can be generated using this module.

Normal (Gauss) Distribution

Normal (or Gauss) distributions are availlable through the functions normal_distribution or gauss_distribution which are equivalent. The functions return the Math::Symbolic representation of a gauss distribution.

The gauss distribution has three parameters: The mean mu, the root mean square deviation sigma and the variable x.

The functions take two optional arguments: The Math::Symbolic trees (or strings) to be plugged into the formula for 1) mu and 2) sigma.

If any argument is undefined or omitted, the corresponding variable will remain unchanged.

The variable x always remains in the formula.

Please refer to the literature referenced in the SEE ALSO section for details.

Bivariate Normal Distribution

Bivariate normal distributions are availlable through the function bivariate_normal_distribution. The function returns the Math::Symbolic representation of a bivariate normal distribution.

The bivariate normal distribution has seven parameters: The mean mu1 of the first variable, the root mean square deviation sigma1 of the first variable, the mean mu2 of the second variable, the root mean square deviation sigma2 of the second variable, the first variable x1, the second variable x2, and the correlation of the first and second variables, sigma12.

The function takes five optional arguments: The Math::Symbolic trees (or strings) to be plugged into the formula for 1) mu1, 2) sigma1, 3) mu1, 4) sigma1, and 5) sigma12.

If any argument is undefined or omitted, the corresponding variable will remain unchanged.

The variables x1 and x2 always remain in the formula.

Please refer to the literature referenced in the SEE ALSO section for details.

Cauchy Distribution

Cauchy distributions are availlable through the function cauchy_distribution. The function returns the Math::Symbolic representation of a cauchy distribution.

The cauchy distribution has three parameters: The median m, the full width at half maximum lambda of the curve, and the variable x.

The function takes two optional arguments: The Math::Symbolic trees (or strings) to be plugged into the formula for 1) m and 2) lambda.

If any argument is undefined or omitted, the corresponding variable will remain unchanged.

The variable x always remains in the formula.

Please refer to the literature referenced in the SEE ALSO section for details.

Boltzmann Distribution

Boltzmann distributions are availlable through the function boltzmann_distribution. The function returns the Math::Symbolic representation of a Boltzmann distribution.

The Boltzmann distribution has four parameters: The energy E, the weighting factor gs that describes the number of states at energy E, the temperature T, and the chemical potential mu.

The function takes fouroptional arguments: The Math::Symbolic trees (or strings) to be plugged into the formula for 1) E, 2) gs, 3) T, and 4) mu

If any argument is undefined or omitted, the corresponding variable will remain unchanged.

The formula used is: N = gs * e^(-(E-mu)/(k_B*T)).

Please refer to the literature referenced in the SEE ALSO section for details. Boltzmann's constant k_B is used as 1.3807 * 10^-23 J/K.

Fermi Distribution

Fermi distributions are availlable through the function fermi_distribution. The function returns the Math::Symbolic representation of a Fermi distribution.

The Fermi distribution has four parameters: The energy E, the weighting factor gs that describes the number of states at energy E, the temperature T, and the chemical potential mu.

The function takes fouroptional arguments: The Math::Symbolic trees (or strings) to be plugged into the formula for 1) E, 2) gs, 3) T, and 4) mu

If any argument is undefined or omitted, the corresponding variable will remain unchanged.

The formula used is: N = gs / ( e^((E-mu)/(k_B*T)) + 1).

Please refer to the literature referenced in the SEE ALSO section for details. Boltzmann's constant k_B is used as 1.3807 * 10^-23 J/K.

SEE ALSO

Have a look at Math::Symbolic, Math::Symbolic::Parser, Math::SymbolicX::ParserExtensionFactory and all associated modules.

New versions of this module can be found on http://steffen-mueller.net or CPAN.

Details on several distributions implemented in the code can be found on the MathWorld site:

Eric W. Weisstein. "Normal Distribution." From MathWorld -- A Wolfram Web Resource. http://mathworld.wolfram.com/NormalDistribution.html

Eric W. Weisstein. "Bivariate Normal Distribution." From MathWorld -- A Wolfram Web Resource. http://mathworld.wolfram.com/BivariateNormalDistribution.html

Eric W. Weisstein. "Cauchy Distribution." From MathWorld -- A Wolfram Web Resource. http://mathworld.wolfram.com/CauchyDistribution.html

The Boltzmann, Bose, and Fermi distributions are discussed in detail in N.W. Ashcroft, N.D. Mermin. "Solid State Physics". Brooks/Cole, 1976

AUTHOR

Steffen Mueller, <symbolic-module at steffen-mueller dot net>

COPYRIGHT AND LICENSE

Copyright (C) 2005, 2006 by Steffen Mueller

This library is free software; you can redistribute it and/or modify it under the same terms as Perl itself, either Perl version 5.6.0 or, at your option, any later version of Perl 5 you may have available.