Struct rv::dist::Gev

pub struct Gev { /* fields omitted */ }

Generalized Extreme Value Distribution Gev(μ, σ, ξ) where the parameters are μ is location σ is the scale ξ is the shape

f(x|μ, σ, ξ) = \frac{1}{σ} t(x)^{ξ + 1} e^{-t(x)}

t(x) = ⎰ (1 + ξ ((x - μ) / σ))^(-1/ξ) if ξ ≠ 0
       ⎱ e^{(μ - x) / σ}              if ξ = 0

Implementations

impl Gev

pub fn new(loc: f64, scale: f64, shape: f64) -> Result<Self, GevError>

Create a new Gev distribution with location, scale, and shape.

pub fn new_unchecked(loc: f64, scale: f64, shape: f64) -> Self

Creates a new Gev without checking whether the parameters are valid.

pub fn loc(&self) -> f64

Get the location parameter

Example

let gev = Gev::new(1.2, 2.3, 3.4).unwrap();

assert_eq!(gev.loc(), 1.2);

pub fn set_loc(&mut self, loc: f64) -> Result<(), GevError>

Set the loc parameter without input validation

Example

let mut gev = Gev::new(1.2, 2.3, 3.4).unwrap();
assert_eq!(gev.loc(), 1.2);

gev.set_loc(2.8).unwrap();
assert_eq!(gev.loc(), 2.8);

Will error for invalid values

assert!(gev.set_loc(2.8).is_ok());
assert!(gev.set_loc(std::f64::INFINITY).is_err());
assert!(gev.set_loc(std::f64::NEG_INFINITY).is_err());
assert!(gev.set_loc(std::f64::NAN).is_err());

pub fn set_loc_unchecked(&mut self, loc: f64)

Set the loc parameter without input validation

pub fn shape(&self) -> f64

Get the shape parameter

Example

let gev = Gev::new(1.2, 2.3, 3.4).unwrap();

assert_eq!(gev.shape(), 3.4);

pub fn set_shape(&mut self, shape: f64) -> Result<(), GevError>

Set the shape parameter without input validation

Example

let mut gev = Gev::new(1.2, 2.3, 3.4).unwrap();
assert_eq!(gev.shape(), 3.4);

gev.set_shape(2.8).unwrap();
assert_eq!(gev.shape(), 2.8);

Will error for invalid values

assert!(gev.set_shape(2.8).is_ok());
assert!(gev.set_shape(std::f64::INFINITY).is_err());
assert!(gev.set_shape(std::f64::NEG_INFINITY).is_err());
assert!(gev.set_shape(std::f64::NAN).is_err());

pub fn set_shape_unchecked(&mut self, shape: f64)

Set the shape parameter without input validation

pub fn scale(&self) -> f64

Get the scale parameter

Example

let gev = Gev::new(1.2, 2.3, 3.4).unwrap();

assert_eq!(gev.scale(), 2.3);

pub fn set_scale(&mut self, scale: f64) -> Result<(), GevError>

Set the scale parameter without input validation

Example

let mut gev = Gev::new(1.2, 2.3, 3.4).unwrap();
assert_eq!(gev.scale(), 2.3);

gev.set_scale(2.8).unwrap();
assert_eq!(gev.scale(), 2.8);

Will error for invalid values

assert!(gev.set_scale(2.8).is_ok());
assert!(gev.set_scale(0.0).is_err());
assert!(gev.set_scale(-1.0).is_err());
assert!(gev.set_scale(std::f64::INFINITY).is_err());
assert!(gev.set_scale(std::f64::NEG_INFINITY).is_err());
assert!(gev.set_scale(std::f64::NAN).is_err());

pub fn set_scale_unchecked(&mut self, scale: f64)

Set the scale parameter without input validation

Trait Implementations

impl Cdf<f32> for Gev

pub fn cdf(&self, x: &f32) -> f64

The value of the Cumulative Density Function at x

pub fn sf(&self, x: &X) -> f64

Survival function, 1 - CDF(x)

impl Cdf<f64> for Gev

pub fn cdf(&self, x: &f64) -> f64

The value of the Cumulative Density Function at x

pub fn sf(&self, x: &X) -> f64

Survival function, 1 - CDF(x)

impl Clone for Gev

pub fn clone(&self) -> Gev

Returns a copy of the value.

pub fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl ContinuousDistr<f32> for Gev

pub fn pdf(&self, x: &X) -> f64

The value of the Probability Density Function (PDF) at x

pub fn ln_pdf(&self, x: &X) -> f64

The value of the log Probability Density Function (PDF) at x

impl ContinuousDistr<f64> for Gev

pub fn pdf(&self, x: &X) -> f64

The value of the Probability Density Function (PDF) at x

pub fn ln_pdf(&self, x: &X) -> f64

The value of the log Probability Density Function (PDF) at x

impl Debug for Gev

pub fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Display for Gev

pub fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Entropy for Gev

pub fn entropy(&self) -> f64

The entropy, H(X)

impl<'_> From<&'_ Gev> for String

pub fn from(gev: &Gev) -> String

Performs the conversion.

impl Mean<f32> for Gev

pub fn mean(&self) -> Option<f32>

Returns None if the mean is undefined

impl Mean<f64> for Gev

pub fn mean(&self) -> Option<f64>

Returns None if the mean is undefined

impl Median<f32> for Gev

pub fn median(&self) -> Option<f32>

Returns None if the median is undefined

impl Median<f64> for Gev

pub fn median(&self) -> Option<f64>

Returns None if the median is undefined

impl Mode<f32> for Gev

pub fn mode(&self) -> Option<f32>

Returns None if the mode is undefined or is not a single value

impl Mode<f64> for Gev

pub fn mode(&self) -> Option<f64>

Returns None if the mode is undefined or is not a single value

impl PartialEq<Gev> for Gev

pub fn eq(&self, other: &Gev) -> bool

This method tests for self and other values to be equal, and is used by ==.

pub fn ne(&self, other: &Gev) -> bool

This method tests for !=.

impl Rv<f32> for Gev

pub fn ln_f(&self, x: &f32) -> f64

Probability function

pub fn draw<R: Rng>(&self, rng: &mut R) -> f32

Single draw from the Rv

pub fn f(&self, x: &X) -> f64

Probability function

pub fn sample<R: Rng>(&self, n: usize, rng: &mut R) -> Vec<X>

Multiple draws of the Rv

pub fn sample_stream<'r, R: Rng>(
    &'r self,
    rng: &'r mut R
) -> Box<dyn Iterator<Item = X> + 'r>

Create a never-ending iterator of samples

impl Rv<f64> for Gev

pub fn ln_f(&self, x: &f64) -> f64

Probability function

pub fn draw<R: Rng>(&self, rng: &mut R) -> f64

Single draw from the Rv

pub fn f(&self, x: &X) -> f64

Probability function

pub fn sample<R: Rng>(&self, n: usize, rng: &mut R) -> Vec<X>

Multiple draws of the Rv

pub fn sample_stream<'r, R: Rng>(
    &'r self,
    rng: &'r mut R
) -> Box<dyn Iterator<Item = X> + 'r>

Create a never-ending iterator of samples

impl StructuralPartialEq for Gev

impl Support<f32> for Gev

pub fn supports(&self, x: &f32) -> bool

Returns true if x is in the support of the Rv

impl Support<f64> for Gev

pub fn supports(&self, x: &f64) -> bool

Returns true if x is in the support of the Rv

impl Variance<f64> for Gev

pub fn variance(&self) -> Option<f64>

Returns None if the variance is undefined