Struct rv::dist::Cauchy

pub struct Cauchy { /* fields omitted */ }

Cauchy distribution over x in (-∞, ∞).

Example

use rv::prelude::*;

let cauchy = Cauchy::new(1.2, 3.4).expect("Invalid params");
let ln_fx = cauchy.ln_pdf(&0.2_f64); // -2.4514716152673368

assert!((ln_fx + 2.4514716152673368).abs() < 1E-12);

Implementations

impl Cauchy

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

Creates a new Cauchy distribution

Arguments

• loc: location, x₀, in (-∞, ∞)
• scale: scale, γ, in (0, ∞)

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

Create a new Cauchy without checking whether the parameters are valid.

pub fn loc(&self) -> f64

Get the location parameter

Example

let c = Cauchy::new(0.1, 1.0).unwrap();
assert_eq!(c.loc(), 0.1);

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

Set the location parameter

Example

let mut c = Cauchy::new(0.1, 1.0).unwrap();
assert_eq!(c.loc(), 0.1);

c.set_loc(2.0).unwrap();
assert_eq!(c.loc(), 2.0);

Will error for invalid parameters

assert!(c.set_loc(2.0).is_ok());
assert!(c.set_loc(std::f64::INFINITY).is_err());
assert!(c.set_loc(std::f64::NEG_INFINITY).is_err());
assert!(c.set_loc(std::f64::NAN).is_err());

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

Set the location parameter without input validation

pub fn scale(&self) -> f64

Get the scale parameter

Example

let c = Cauchy::new(0.1, 1.0).unwrap();
assert_eq!(c.scale(), 1.0);

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

Set the scale parameter

Example

let mut c = Cauchy::new(0.1, 1.0).unwrap();
assert_eq!(c.scale(), 1.0);

c.set_scale(2.1).unwrap();
assert_eq!(c.scale(), 2.1);

Will error for invalid scale.

assert!(c.set_scale(0.0).is_err());
assert!(c.set_scale(-1.0).is_err());
assert!(c.set_scale(std::f64::NAN).is_err());
assert!(c.set_scale(std::f64::INFINITY).is_err());

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

Set scale parameter without input validation

Trait Implementations

impl Cdf<f32> for Cauchy

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

The value of the Cumulative Density Function at x

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

Survival function, 1 - CDF(x)

impl Cdf<f64> for Cauchy

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

The value of the Cumulative Density Function at x

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

Survival function, 1 - CDF(x)

impl Clone for Cauchy

fn clone(&self) -> Cauchy

Returns a copy of the value.

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

Performs copy-assignment from source.

impl ContinuousDistr<f32> for Cauchy

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

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

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

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

impl ContinuousDistr<f64> for Cauchy

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

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

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

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

impl Debug for Cauchy

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

Formats the value using the given formatter.

impl Default for Cauchy

fn default() -> Self

Returns the “default value” for a type.

impl Display for Cauchy

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

Formats the value using the given formatter.

impl Entropy for Cauchy

fn entropy(&self) -> f64

The entropy, H(X)

impl InverseCdf<f32> for Cauchy

fn invcdf(&self, p: f64) -> f32

The value of the x at the given probability in the CDF

fn quantile(&self, p: f64) -> X

Alias for invcdf

fn interval(&self, p: f64) -> (X, X)

Interval containing p proportion for the probability

impl InverseCdf<f64> for Cauchy

fn invcdf(&self, p: f64) -> f64

The value of the x at the given probability in the CDF

fn quantile(&self, p: f64) -> X

Alias for invcdf

fn interval(&self, p: f64) -> (X, X)

Interval containing p proportion for the probability

impl Median<f32> for Cauchy

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

Returns None if the median is undefined

impl Median<f64> for Cauchy

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

Returns None if the median is undefined

impl Mode<f32> for Cauchy

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

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

impl Mode<f64> for Cauchy

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

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

impl PartialEq<Cauchy> for Cauchy

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

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

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

This method tests for !=.

impl Rv<f32> for Cauchy

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

Probability function

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

Single draw from the Rv

fn sample<R: Rng>(&self, n: usize, rng: &mut R) -> Vec<f32>

Multiple draws of the Rv

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

Probability function

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 Cauchy

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

Probability function

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

Single draw from the Rv

fn sample<R: Rng>(&self, n: usize, rng: &mut R) -> Vec<f64>

Multiple draws of the Rv

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

Probability function

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 Cauchy

impl Support<f32> for Cauchy

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

Returns true if x is in the support of the Rv

impl Support<f64> for Cauchy

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

Returns true if x is in the support of the Rv