Are you using [until] to feed a counter, or have you been using [line]? I had this problem too until I realized the problem wasn't [tabwrite], it was [line]. Try something like:
[512(
|
[until]
|
[f]X[+ 1]
|
[f(x)]
|
[tabwrite yourtable]
assuming your table's been resized to 512
- ---=---^--- -^- -=- - - ^------ - -^---^- -- --^^ --===
homepage: http://www.davidgolightly.net
From: pete mcpartlan petemcpartlan@yahoo.co.uk To: Martin Peach martinrp@vax2.concordia.ca, pd-list pd-list@iem.at Subject: Re: [PD] cumulative distribution? Date: Wed, 09 Nov 2005 19:14:23 +0000
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@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 > >
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