quantre

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Quant wheels reinvented in Rust.

Installation

cargo add quantre

Examples

// main.rs
use quantre::random;
use quantre::normal;

fn main() {
    // A random number from [0, 1)
    println!("{}", random::rand1());

    // Five random integers from -2 to 7
    println!("{:?}", random::randi(5, -2, 7));

    // Three random numbers from N(0, 1)
    println!("{:?}", random::randn(3, 0., 1.));

    // P(X <= 1.96), X ∈ N(0, 1)
    println!("{}", normal::cdf(1.96, 0., 1.));
}