Utilities for working with many common random variables.

• probability mass function (pmf), probability density function (pdf)
• cumulative distribution function (cdf)
• percentiles (inverse cdf)
• random number generation
• mean, variance

Distributions:

• Continuous: beta, chi-square, exponential, F, gamma, normal, log-normal, Pareto (1 thru 4), Student's t, continuous uniform
• Discrete: binomial, geometric, hypergeometric, negative binomial, poisson

Quick Start

use ruststat::*;
// X~N(mu=0,sigma=1.0), find 97.5th percentile
println!("normal percentile: {}", normal_per(0.975, 0.0, 1.0));
// X~Bin(n=10,p=0.7), compute P(X=4)
println!("binomial probability: {}", bin_pmf(4, 10, 0.7));

For convenience, functions can also be accessed via Structs.

use ruststat::*;
// X~Beta(alpha=0.5,beta=2.0)
let mut mybeta = BetaDist{alpha:0.5, beta:2.0};
// 30th percentile
println!("percentile: {}", mybeta.per(0.3));
// P(X <= 0.4)
println!("cdf: {}", mybeta.cdf(0.4));
// Random draw
println!("random draw: {}", mybeta.ran());
// Variance
println!("variance: {}", mybeta.var());