Trait Distribution

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pub trait Distribution {
Show 14 methods    // Required methods
    fn cf(&self, t: f64) -> Complex<f64>;
    fn pdf(&self, x: f64) -> f64;
    fn pmf(&self, x: f64) -> f64;
    fn cdf(&self, x: f64) -> f64;
    fn inv_cdf(&self, p: f64) -> f64;
    fn mean(&self) -> f64;
    fn median(&self) -> f64;
    fn mode(&self) -> f64;
    fn variance(&self) -> f64;
    fn skewness(&self) -> f64;
    fn kurtosis(&self) -> f64;
    fn entropy(&self) -> f64;
    fn mgf(&self, t: f64) -> f64;
    fn sample(&self, n: usize) -> Result<Vec<f64>, RustQuantError>;
}

Expand description

Base trait for all distributions. Provides common methods for all distributions. All distributions must implement this trait.

Required Methods§

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fn cf(&self, t: f64) -> Complex<f64>

Characteristic function of the distribution. Returns the value of the characteristic function at t. The characteristic function is defined as:
cf(t) = E[e^{itX}]

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fn pdf(&self, x: f64) -> f64

Probability density function of the distribution. Returns the probability that a random variable is equal to x. NOTE: Panics if the distribution is discrete.

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fn pmf(&self, x: f64) -> f64

Probability mass function of the distribution. Returns the probability that a random variable is equal to x. NOTE: Panics if the distribution is continuous.

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fn cdf(&self, x: f64) -> f64

Distribution function of the distribution. Returns the probability that a random variable is less than or equal to x.

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fn inv_cdf(&self, p: f64) -> f64

Inverse distribution function of the distribution. Returns the value of x such that cdf(x) = p.

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fn mean(&self) -> f64

Returns the mean of the distribution. Mean is the average value of the distribution. https://en.wikipedia.org/wiki/Mean

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fn median(&self) -> f64

Returns the median of the distribution. Median is the value that splits the distribution into two equal parts. https://en.wikipedia.org/wiki/Median

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fn mode(&self) -> f64

Returns the mode of the distribution. Mode is the value that maximizes the probability density function. https://en.wikipedia.org/wiki/Mode_(statistics)

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