Crate rv

Provides random variables for probabilistic modeling.

Examples

For more examples, make sure to check out the examples directory.

Conjugate analysis of coin flips

extern crate rand;
extern crate rv;

use rand::Rng;
use rv::data::BernoulliData;
use rv::dist::Beta;
use rv::traits::*;

fn main() {
    let mut rng = rand::thread_rng();

    // A sequence of observations
    let flips = vec![true, false, true, true, true, false, true];

    // Construct the Jeffreys prior of Beta(0.5, 0.5)
    let prior = Beta::jeffreys();

    // Packages the data in a wrapper that marks it as having come from
    // Bernoulli trials.
    let obs: BernoulliData<bool> = DataOrSuffStat::Data(&flips);

    // Generate the posterior distributoin P(θ|x); the distribution of
    // probable coin weights
    let posterior: Beta = prior.posterior(&obs);
     
    // What is the probability that the next flip would come up heads
    // (true) given the observed flips (posterior predictive)?
    let p_heads = prior.pp(&true, &obs);
}

Modules

consts
data
dist
model
partition
priors
suffstats
traits
utils