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* [Caml-list] [ANN] Ocamlnet-3.3.0test1 (multicore, GSS-API)
@ 2011-04-14 16:44 Gerd Stolpmann
  2011-04-15  9:22 ` [Caml-list] Gaussian probability Miguel Pignatelli
  0 siblings, 1 reply; 4+ messages in thread
From: Gerd Stolpmann @ 2011-04-14 16:44 UTC (permalink / raw)
  To: caml-list

Hi,

finally I've managed to create a test version of the current Ocamlnet
development tree: version 3.3.0test1 (see
http://projects.camlcity.org/projects/ocamlnet.html for download etc).

This version contains two exciting new features:

- Netmulticore is a working implementation of the multi-process
  approach to get multicore capabilities
- GSS-API is an industry standard security framework. It is
  accompanied with an implementation of SCRAM, and an authentication
  module for SunRPC.

I blogged already about Netmulticore, and this text is also a good
introduction: http://blog.camlcity.org/blog/multicore1.html

If you want to know more about Netmulticore, please see the Ocamlnet
reference manual. It is extensively documented, and a good starting
point is probably
http://projects.camlcity.org/projects/dl/ocamlnet-3.3.0test1/doc/html-main/Netmcore_tut.html

GSS-API is an interface for authentication, encryption, and signing. It
is especially well suited for message-based protocols like RPC. GSS-API
is usually described as a C interface, and many operating systems
implement it. With Netgssapi there is a port of this interface to Ocaml.
GSS-API decouples the provider of a security mechanism from the users,
so that users can select the right mechanism at runtime. The current
test release of Ocamlnet contains only one provider, namely SCRAM, which
is a relatively new password-based authentication protocol. Future
releases of Ocamlnet will also allow to link with the system-provided
security mechanisms (e.g. Kerberos or SPNEGO).

The inclusion of GSS-API is a big step towards making Ocamlnet
"enterprise-ready".

Gerd
-- 
------------------------------------------------------------
Gerd Stolpmann, Bad Nauheimer Str.3, 64289 Darmstadt,Germany 
gerd@gerd-stolpmann.de          http://www.gerd-stolpmann.de
Phone: +49-6151-153855                  Fax: +49-6151-997714
------------------------------------------------------------


^ permalink raw reply	[flat|nested] 4+ messages in thread

* [Caml-list] Gaussian probability
  2011-04-14 16:44 [Caml-list] [ANN] Ocamlnet-3.3.0test1 (multicore, GSS-API) Gerd Stolpmann
@ 2011-04-15  9:22 ` Miguel Pignatelli
  2011-04-15 10:39   ` Christophe Raffalli
  0 siblings, 1 reply; 4+ messages in thread
From: Miguel Pignatelli @ 2011-04-15  9:22 UTC (permalink / raw)
  To: caml-list

Hi all,

Maybe this is a long shot, but...

I have a gaussian (normal) distribution defined by its mean and std 
deviation and I want to know the probability of a given known point in 
the curve. I have followed the formula given in [1] but I realized that 
there are cases where P > 1. After struggling myself for a while I 
realized that that formula expresses the probability *density* 
distribution that happens that can be > 1. Are you aware of any module 
in ocaml to calculate the probability [0<P<1]?

(other kind of relevant references are also welcome)

Thanks in advance,

M;

[1] http://en.wikipedia.org/wiki/Normal_distribution

^ permalink raw reply	[flat|nested] 4+ messages in thread

* Re: [Caml-list] Gaussian probability
  2011-04-15  9:22 ` [Caml-list] Gaussian probability Miguel Pignatelli
@ 2011-04-15 10:39   ` Christophe Raffalli
  2011-04-15 21:54     ` Mike Lin
  0 siblings, 1 reply; 4+ messages in thread
From: Christophe Raffalli @ 2011-04-15 10:39 UTC (permalink / raw)
  To: caml-list, miguel.pignatelli


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Le 15/04/11 11:22, Miguel Pignatelli a écrit :
> Hi all,
>
> Maybe this is a long shot, but...
>
> I have a gaussian (normal) distribution defined by its mean and std
> deviation and I want to know the probability of a given known point in
> the curve.
Probability of one point for a continuous law is zero ... You probably
wand the
probability Phi(x) of a point in ]-infinity,x] from which you can
compute the probability of
a point in any interval ...

> I have followed the formula given in [1] but I realized that there are
> cases where P > 1. After struggling myself for a while I realized that
> that formula expresses the probability *density* distribution that
> happens that can be > 1. Are you aware of any module in ocaml to
> calculate the probability [0<P<1]?
>
> (other kind of relevant references are also welcome)
>
> Thanks in advance,
>
> M;
>
> [1] http://en.wikipedia.org/wiki/Normal_distribution

The same page has a section :


    Numerical approximations for the normal CDF

to compute Phi(x) yourself (this is not completely trivial).

Hope this helps,
Christophe


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* Re: [Caml-list] Gaussian probability
  2011-04-15 10:39   ` Christophe Raffalli
@ 2011-04-15 21:54     ` Mike Lin
  0 siblings, 0 replies; 4+ messages in thread
From: Mike Lin @ 2011-04-15 21:54 UTC (permalink / raw)
  To: Christophe Raffalli; +Cc: caml-list, miguel.pignatelli

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This is one implementation for the normal CDF, in terms of the error
function provided in ocamlgsl:

let normal_cdf ~mu ~sigma x =
  (1.0 +. Gsl_sf.erf ((x -. mu) /. (sigma *. sqrt 2.0))) /. 2.0

As Christophe mentioned, this CDF gives you the probability that your random
variable is at most x (rather than greater than x). GSL and ocamlgsl also
provide many other functions related to the normal and other distributions.

On Fri, Apr 15, 2011 at 6:39 AM, Christophe Raffalli <craff73@gmail.com>wrote:

>  Le 15/04/11 11:22, Miguel Pignatelli a écrit :
>
> Hi all,
>
> Maybe this is a long shot, but...
>
> I have a gaussian (normal) distribution defined by its mean and std
> deviation and I want to know the probability of a given known point in the
> curve.
>
> Probability of one point for a continuous law is zero ... You probably wand
> the
> probability Phi(x) of a point in ]-infinity,x] from which you can compute
> the probability of
> a point in any interval ...
>
>
>  I have followed the formula given in [1] but I realized that there are
> cases where P > 1. After struggling myself for a while I realized that that
> formula expresses the probability *density* distribution that happens that
> can be > 1. Are you aware of any module in ocaml to calculate the
> probability [0<P<1]?
>
> (other kind of relevant references are also welcome)
>
> Thanks in advance,
>
> M;
>
> [1] http://en.wikipedia.org/wiki/Normal_distribution
>
>
> The same page has a section :
> Numerical approximations for the normal CDF to compute Phi(x) yourself
> (this is not completely trivial).
>
> Hope this helps,
> Christophe
>
>

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^ permalink raw reply	[flat|nested] 4+ messages in thread

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-- links below jump to the message on this page --
2011-04-14 16:44 [Caml-list] [ANN] Ocamlnet-3.3.0test1 (multicore, GSS-API) Gerd Stolpmann
2011-04-15  9:22 ` [Caml-list] Gaussian probability Miguel Pignatelli
2011-04-15 10:39   ` Christophe Raffalli
2011-04-15 21:54     ` Mike Lin

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