Struct rgsl::types::histograms::HistogramPdf

pub struct HistogramPdf { /* fields omitted */ }

The probability distribution function for a histogram consists of a set of bins which measure the probability of an event falling into a given range of a continuous variable x. A probability distribution function is defined by the following struct, which actually stores the cumulative probability distribution function. This is the natural quantity for generating samples via the inverse transform method, because there is a one-to-one mapping between the cumulative probability distribution and the range [0,1]. It can be shown that by taking a uniform random number in this range and finding its corresponding coordinate in the cumulative probability distribution we obtain samples with the desired probability distribution.

Implementations

impl HistogramPdf

pub fn new(n: usize) -> Option<HistogramPdf>

This function allocates memory for a probability distribution with n bins and returns a pointer to a newly initialized gsl_histogram_pdf struct. If insufficient memory is available a null pointer is returned and the error handler is invoked with an error code of Value::NoMem.

pub fn init(&mut self, h: &Histogram) -> Value

This function initializes the probability distribution self with the contents of the histogram h. If any of the bins of h are negative then the error handler is invoked with an error code of Value::Dom because a probability distribution cannot contain negative values.

pub fn sample(&self, r: f64) -> f64

This function uses r, a uniform random number between zero and one, to compute a single random sample from the probability distribution self. The algorithm used to compute the sample s is given by the following formula,

s = range[i] + delta * (range[i+1] - range[i])

where i is the index which satisfies sum[i] <= r < sum[i+1] and delta is (r - sum[i])/(sum[i+1] - sum[i]).

Trait Implementations

impl Drop for HistogramPdf

fn drop(&mut self)

Executes the destructor for this type.