Struct Uniform

pub struct Uniform { /* private fields */ }

Uniform distribution: X ~ Uni(a, b)

Implementations

impl Uniform

pub fn new(a: f64, b: f64, class: DistributionClass) -> Uniform

New instance of a Uniform distribution.

Examples

let dist = Uniform::new(0.0, 1.0, DistributionClass::Continuous);

assert_approx_equal!(dist.mean(), 0.5, 1e-7);

Panics

Panics if a is greater than b.

Trait Implementations

impl Distribution for Uniform

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

Characteristic function of the Uniform distribution.

Examples

let dist = Uniform::new(0.0, 1.0, DistributionClass::Continuous);
let cf = dist.cf(1.0);

assert_approx_equal!(cf.re, 0.8414710, 1e-7);
assert_approx_equal!(cf.im, 0.4596977, 1e-7);

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

Probability density function of the Uniform distribution.

Examples

let dist = Uniform::new(0.0, 1.0, DistributionClass::Continuous);

assert_approx_equal!(dist.pdf(0.5), 1.0, 1e-7);

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

Probability mass function of the Uniform distribution.

Examples

let dist = Uniform::new(0.0, 1.0, DistributionClass::Discrete);

assert_approx_equal!(dist.pmf(0.5), 0.5, 1e-7);

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

Cumulative distribution function of the Uniform distribution.

Examples

let dist = Uniform::new(0.0, 1.0, DistributionClass::Continuous);

assert_approx_equal!(dist.cdf(0.5), 0.5, 1e-7);

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

Inverse distribution (quantile) function of the Uniform distribution. Note: Only implemented for the continuous distribution.

Examples

let dist = Uniform::new(0.0, 1.0, DistributionClass::Continuous);

assert_approx_equal!(dist.inv_cdf(0.5), 0.5, 1e-7);

fn mean(&self) -> f64

Mean of the Uniform distribution. The mean of the Uniform distribution is equal to its median.

Examples

let dist = Uniform::new(0.0, 1.0, DistributionClass::Continuous);

assert_approx_equal!(dist.mean(), 0.5, 1e-7);

fn median(&self) -> f64

Median of the Uniform distribution. The mean of the Uniform distribution is equal to its median.

Examples

let dist = Uniform::new(0.0, 1.0, DistributionClass::Continuous);

assert_approx_equal!(dist.median(), 0.5, 1e-7);

fn mode(&self) -> f64

Mode of the Uniform distribution.

Examples

let dist = Uniform::new(0.0, 1.0, DistributionClass::Continuous);

assert_approx_equal!(dist.mode(), 0.5, 1e-7);

fn variance(&self) -> f64

Variance of the Uniform distribution.

Examples

let dist = Uniform::new(0.0, 1.0, DistributionClass::Continuous);

assert_approx_equal!(dist.variance(), 0.0833333, 1e-7);

fn skewness(&self) -> f64

Skewness of the Uniform distribution. The skewness of the Uniform distribution is equal to 0.

Examples

let dist = Uniform::new(0.0, 1.0, DistributionClass::Continuous);

assert_eq!(dist.skewness(), 0.0);

fn kurtosis(&self) -> f64

Kurtosis of the Uniform distribution.

Examples

let dist = Uniform::new(0.0, 1.0, DistributionClass::Continuous);

assert_approx_equal!(dist.kurtosis(), -6.0/5.0, 1e-7);

fn entropy(&self) -> f64

Entropy of the Uniform distribution.

Examples

let dist = Uniform::new(0.5, 1.0, DistributionClass::Continuous);

assert_approx_equal!(dist.entropy(), -0.6931472, 1e-7);

fn mgf(&self, t: f64) -> f64

Moment generating function of the Uniform distribution.

Examples

let dist = Uniform::new(0.0, 1.0, DistributionClass::Continuous);

assert_approx_equal!(dist.mgf(1.0), 1.7182818, 1e-7);

fn sample(&self, n: usize) -> Result<Vec<f64>, RustQuantError>

Generates a random sample from a Uniform distribution.

Examples

let dist = Uniform::new(0.0, 1.0, DistributionClass::Continuous);
let sample = dist.sample(1000).unwrap();
let mean = sample.iter().sum::<f64>() / sample.len() as f64;

assert_approx_equal!(mean, dist.mean(), 0.1);