Thanks, Ric. I've tried it with & without the tilde, as the original paper had it, and both load the required verb. But since the tilde is standard nowadays, I've put it in.
I think I'll let Aai's fix stand in Edn 2. For a while (at least) it's possible that a novice reader may find him/herself with a non "well-behaved" cnd. Ian On 7/1/09, Sherlock, Ric <[email protected]> wrote: > > From: Ian Clark > > > > > Interestingly the alternative implementation (after Ewart Shaw) of the > > verb: cnd which is introduced later will work correctly with the > > original definition of BlackScholes, not needing the cnd"0 fix. > > Because for Shaw's implementation: > > > > cnd (d1,d2) <--> (cnd d1),(cnd d2) > > > > This discrepancy is something the owners of statdist.ijs in J602 might > > like to ponder. > > > The line in the article that loads the statdist.ijs script looks like it is > missing a tilde. I suspect that it won't work in its current form. Should > probably be: > load '~system\packages\stats\statdist.ijs' > > However the scripts in ~system/packages/stats have recently been recreated > as the stats/base addon. http://www.jsoftware.com/jwiki/Addons/stats/base > As I understand it the plan is for many of the packages currently > distributed in ~system/packages to be removed from there and made available > as addons instead. For that reason I think it would be safer to reference > the script in its new incarnation as: > > load 'stats/base/distribution' > > or if you want to make it more obvious that it is an addon & must be > installed: > > load '~addons/stats/base/distribution.ijs' > > That script also includes the verbs erf and normalcdf which are basically > the erf & cnd described in the At Play with J article. > http://www.jsoftware.com/jwiki/Addons/stats/base/distribution > > For a more well-behaved cumulative normal distribution verb, I suggest using > the verb pnorm (or pnorm01_pdistrib_) from the stats/distribs addon. > http://www.jsoftware.com/jwiki/Addons/stats/distribs > > pnorm uses Ewart Shaw's algorithm for values between _7 & 7, but a Chebychev > expansion for values outside that range where normalcdf becomes unstable as > explained on the addon page. > > > > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm > ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
