opensrdk-probability 0.8.9

Standard probability library for OpenSRDK toolchain.
Documentation 
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pub mod exact;

pub use exact::*;

use crate::{DistributionError, EllipticalError, RandomVariable};
use opensrdk_linear_algebra::*;
use rayon::prelude::*;

pub trait EllipticalParams: RandomVariable {
    fn mu(&self) -> &Vec<f64>;

    fn x_mu(&self, x: &[f64]) -> Result<Vec<f64>, DistributionError> {
        let mu = self.mu();
        let n = mu.len();

        if n != x.len() {
            return Err(DistributionError::InvalidParameters(
                EllipticalError::DimensionMismatch.into(),
            ));
        }

        let x_mu = x
            .par_iter()
            .zip(mu.par_iter())
            .map(|(&xi, &mui)| xi - mui)
            .collect::<Vec<_>>();

        Ok(x_mu)
    }

    fn sigma_inv_mul(&self, v: Matrix) -> Result<Matrix, DistributionError>;

    fn lsigma_cols(&self) -> usize;
    fn sample(&self, z: Vec<f64>) -> Result<Vec<f64>, DistributionError>;
}