FAQ
The program development is still in a very early state, so don't expect it to
work flawlessly! In case your question is not listed here, send me an E-Mail.
What are the system requirements for installing KStochastic?
I have tested the program with KDE 3.4, but it should run fine with any version >3.2.
Calculating and drawing the paths of the stochastic processes can be very computationally
intensive, i.e. if use to choose to model a Cauchy process with 10^9 iterations, then
you need a fast processor and lots of memory. But for reasonable values the paths should
be drawn almost instantaneously even on an average system.
While doing "make" I get an error - what do I do?
Check whether you meet the system requirements as layed out above. When in doubt upgrade
your KDE version. If the problem still exists, send me an E-Mail, see Contact
for details. Please include the error message in your E-Mail.
How do I use the program - is there a manual?
A manual doesn't exist. It should be straightforward to use the program. You select a Probability Density
Function (PDF) in the main table, enter the number of values you want to be calculated, and the x- as well
as y-axis spacing. Then you hit the "Draw Path" Button. If the picture does not look like expected,
e.g. it is too small, or too far stretched out, try to alter the values a bit. Increase and decrease them
until the resulting picture looks as desired.
Do I need to enter the normalization constants of the PDF
No, there is no need to enter them.
How do I enter a PDF?
This is the list of supported symbols:
- 0,...,9 (digits)
- . (decimal point)
- - (negative sign)
- e (exponent)
- pi (pi=3.1415...)
- e (Eurel's constant)
- inf (infinity - used for domains)
- ( (opening parenthesis)
- ) (closing parenthesis)
- < (less than)
- = (equal)
- > (greater than)
- <= (less than or equal)
- != (not equal)
- <> (same as !=)
- >= (greater or equal)
- + (addition)
- - (subtraction)
- * (multiplication)
- / (division)
- ^ (power)
The following mathematical functions are supported:
- mod(m,n) (remainder of division m over n)
- exp (exponential function)
- log (natural logarithm)
- sin (sine)
- cos (cosine)
- tan (tangent)
- sec (secant)
- sqrt (square root)
- abs (absolute value)
- sgn (sign function)
As variable use the letter "x". Examples are
- 5+sin(6.90*pi*x^2)/(1+x^(cos(6)))
- exp(exp(-x^2/5))
- abs(x)+3.890
It is also possible to define functions piecewise, e.g.
- (x>-10)*(x<-5)*1+(x>=-5)*(x<20)*2+(x>=20)*3
defines a function that is 0 if x<=-10, 1 if -10=20. For a full list of expressions see the documentation of UNURAN.
I'm sure that I entered a valid function, but I still get an error - is this a bug?
Although there is no need to normalize your PDF, you still have to make sure that you enter a
valid PDF, i.e. exp(-x) on the domain (-inf,inf) is not a valid PDF. On the other hand exp(-x)
on the domain (0,inf) is!
For my PDF I need to use the Gamma, Beta, ... function, how do I input these?
These functions are not supported. However you may use an approximation, e.g. in the case of the Gamma function,
you know that it is a limit of a certain fraction, say for n to infinity. Hence simply take a "large" n
and input the fraction. What you get is by no means an acurate replacement of the Gamma function, but possibly a
good enough approximation for the purpose of pictures.
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