...one of the most highly
regarded and expertly designed C++ library projects in the
world.

— Herb Sutter and Andrei
Alexandrescu, C++
Coding Standards

Often you don't want the value of the CDF, but its complement, which
is to say `1-p`

rather than `p`

.
It is tempting to calculate the CDF and subtract it from `1`

, but if `p`

is very close to `1`

then cancellation
error will cause you to lose accuracy, perhaps totally.

See below *"Why and when
to use complements?"*

In this library, whenever you want to receive a complement, just wrap
all the function arguments in a call to `complement(...)`

, for example:

students_t dist(5); cout << "CDF at t = 1 is " << cdf(dist, 1.0) << endl; cout << "Complement of CDF at t = 1 is " << cdf(complement(dist, 1.0)) << endl;

But wait, now that we have a complement, we have to be able to use it
as well. Any function that accepts a probability as an argument can also
accept a complement by wrapping all of its arguments in a call to `complement(...)`

,
for example:

students_t dist(5); for(double i = 10; i < 1e10; i *= 10) { // Calculate the quantile for a 1 in i chance: double t = quantile(complement(dist, 1/i)); // Print it out: cout << "Quantile of students-t with 5 degrees of freedom\n" "for a 1 in " << i << " chance is " << t << endl; }

Tip | |
---|---|

Some texts talk about quantiles, or percentiles or fractiles, others about critical values, the basic rule is:
For example, suppose we have a Bernoulli process, giving rise to a
binomial distribution with success ratio 0.1 and 100 trials in total.
The
and the
which return 4.82 and 14.63 respectively. |