# [PD] cumulative distribution?

pete mcpartlan petemcpartlan at yahoo.co.uk
Wed Nov 9 20:14:23 CET 2005

```thanks martin,
this seems to work and is roughly what i need-

what is the best way to write this into an array? is there a way to send
a table an eqation other than cosinesum etc. using [tabwrite] always
seems to have gaps...

thanks

pete

Martin Peach wrote:

> I think pete wants the hyberbolic tangent function.
> You could try this kind of patch:
>
> [-10.01(
> |
> [-10.01\
> |
> [expr tanh(\$f1)]
> |
> [-1\
>
> ..where you click on the message box and then shift-drag the number
> box upwards to see how the result goes from almost -1 to almost +1
> with a sharp rise around 0.0 as you go from -10 to +10.
> To get 0-1 output range you just add 1 then multiply by 0.5.
>
> Martin
>
> pete mcpartlan wrote:
>
>> cdf i think, when i said flat at both ends i meant horizontal. so
>> yeah, an s curve not a bell curve-
>>
>> so yes cumulative gaussian distibution -i think...
>>
>> sorry to clog up the list with my mathematic incompetency, but how do
>> i integrate the pdf?
>>
>> thanks
>>
>> pete
>>
>> Charles Henry wrote:
>>
>>> hold on...what kind of distribution are you looking for?  the
>>> expression is pdf for a probability density function that flattens out
>>> at both ends.  the cdf (cumulative density) is obtained by integrating
>>> the pdf-this is the stretched 's'
>>> Simulating random variables by the inversion method involves taking
>>> the integral of your chosen pdf, and putting the values in a table.
>>> Then you can pick numbers between 0 and 1 and look up the random
>>> variable's value.  So, what distribution do you want?
>>>
>>> Chuck
>>>
>>> On 11/9/05, pete mcpartlan <petemcpartlan at yahoo.co.uk> wrote:
>>>
>>>
>>>> thanks Tebjan,
>>>>
>>>> but...its not half a cosine because it has to flatten out at both
>>>> ends.
>>>>
>>>> and secondly i have no idea how to take an equation like that and
>>>> implement that in pd... maybe i didnt explain that i'm not too good at
>>>> all that maths stuff...
>>>>
>>>> thanks,
>>>>
>>>> pete
>>>>
>>>> Tebjan Halm wrote:
>>>>
>>>>
>>>>
>>>>>>> (cos(x) + 1) * c with x inside the range -Pi to 0 and c is a
>>>>>>> constant
>>>>>>> that defines the output range of the curve 0 to c ...
>>>>>>>
>>>>>>
>>>>>>
>>>>> sorry, the output range will be 0 to 2*c ... because the cos range -1
>>>>> to 1
>>>>> gets shifted upwards by the +1 to 0..2 and c scales this range ...
>>>>>
>>>>> pete mcpartlan schrieb:
>>>>>
>>>>>
>>>>>
>>>>>> hello,
>>>>>>
>>>>>> i need help with a maths problem... i am trying to plot a cumulative
>>>>>> distribution curve to weight random. I have a [random] that feeds
>>>>>> into a chain of [moses], sililar to the markov chain example but
>>>>>> what
>>>>>> i want to do is have a table dump into the right inlet of each moses
>>>>>> changing the weighting. so far so good. what i need help with is the
>>>>>> curve which needs to make it more likely for the next result to be
>>>>>> near the  same position. the attatched patch has an array with the
>>>>>> sort of function it should be... like an s stetched at both ends...
>>>>>> is there a way i can do this with expr? or am i going to have to
>>>>>> type
>>>>>> out a list for each state? i'm sure this is probably quite a simple
>>>>>> maths problem... but beyond me... or other ideas? might it be
>>>>>> simpler
>>>>>> to have a longer array with the curve is then plotted at different
>>>>>> points back into the array... but considering i'm probably going to
>>>>>> have 16+ of these and other stuff i want to make it as simple as
>>>>>> possible....
>>>>>>
>>>>>> thanks in advance and apologies for rambling a bit..
>>>>>>
>>>>>> pete
>>>>>>
>>>>>>
>>>>>
>>>>>
>>>>>
>>>>
>>>>
>>>> --
>>>> ~~~~~~~~~~~~~~~~~~~~~~~~~
>>>> www.140worthing.karoo.net
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>>>>
>>>>
>>>>
>>>>
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>>>>
>>>
>>>
>>>
>>>
>>> --
>>> Charles Zachary Henry
>>>
>>> anti.dazed.med
>>> Med student who needs a Mickey's
>>>
>>>
>>>
>>
>
>

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~~~~~~~~~~~~~~~~~~~~~~~~~
www.140worthing.karoo.net
=-=-=-=-=-=-=-=-=-=-=-=-=

```