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Re: [Help-gsl] retrieving the (cumulative) probability at a specific coo


From: Rhys Ulerich
Subject: Re: [Help-gsl] retrieving the (cumulative) probability at a specific coordinate from the gsl_histogram_pdf struct
Date: Wed, 29 Aug 2012 07:49:22 -0500

> I have two PDF's with different amount of bins and for the KS test I need to
> get the distance between both PDF's at specific coordinates (let's say that
> the bins contain a variable of type float). I was hoping to be able to for
> instance loop over all the bins, retrieve the lowest float value in any bin
> and somehow calculate the probability at that float value from the other
> PDF.
>
> Does anyone know if this is possible with the pdf struct in the GSL?

A quick look at
http://www.gnu.org/software/gsl/manual/html_node/The-histogram-struct.html
suggests no.  The values in any given bin do not seem to be stored.
You could, however, sort the original data and use a binary search to
find the minimum and maximum value in any given bin using the bin
boundaries from gsl_histogram's range member.

Best of luck,
Rhys



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