Struct rv::dist::Laplace

pub struct Laplace { /* fields omitted */ }

Laplace, or double exponential, distribution over x in (-∞, ∞).

Example

use rv::prelude::*;

let laplace = Laplace::new(0.0, 1.0).expect("Invalid params");

// 100 draws from Laplace
let mut rng = rand::thread_rng();
let xs: Vec<f64> = laplace.sample(100, &mut rng);
assert_eq!(xs.len(), 100);

Implementations

impl Laplace

pub fn new(mu: f64, b: f64) -> Result<Self, LaplaceError>

Create a new Laplace distribution.

pub fn new_unchecked(mu: f64, b: f64) -> Self

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

pub fn mu(&self) -> f64

Get the mu parameter

Examples

let laplace = Laplace::new(-1.0, 2.0).unwrap();
assert_eq!(laplace.mu(), -1.0);

pub fn set_mu(&mut self, mu: f64) -> Result<(), LaplaceError>

Set the value of the mu parameter

Example

let mut laplace = Laplace::new(-1.0, 2.0).unwrap();
assert_eq!(laplace.mu(), -1.0);

laplace.set_mu(2.3).unwrap();
assert_eq!(laplace.mu(), 2.3);

Will error for invalid values

assert!(laplace.set_mu(0.0).is_ok());
assert!(laplace.set_mu(std::f64::INFINITY).is_err());
assert!(laplace.set_mu(std::f64::NEG_INFINITY).is_err());
assert!(laplace.set_mu(std::f64::NAN).is_err());

pub fn set_mu_unchecked(&mut self, mu: f64)

Set the value of the mu parameter without input validation

pub fn b(&self) -> f64

Get the b parameter

Examples

let laplace = Laplace::new(-1.0, 2.0).unwrap();
assert_eq!(laplace.b(), 2.0);

pub fn set_b(&mut self, b: f64) -> Result<(), LaplaceError>

Set the value of the b parameter

Example

let mut laplace = Laplace::new(-1.0, 2.0).unwrap();
assert_eq!(laplace.b(), 2.0);

laplace.set_b(2.3).unwrap();
assert_eq!(laplace.b(), 2.3);

Will error for invalid values

assert!(laplace.set_b(2.3).is_ok());
assert!(laplace.set_b(0.0).is_err());
assert!(laplace.set_b(std::f64::INFINITY).is_err());
assert!(laplace.set_b(std::f64::NEG_INFINITY).is_err());
assert!(laplace.set_b(std::f64::NAN).is_err());

pub fn set_b_unchecked(&mut self, b: f64)

Set the value of the b parameter without input validation

Trait Implementations

impl Cdf<f32> for Laplace

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 Laplace

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 Laplace

fn clone(&self) -> Laplace

Returns a copy of the value.

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

Performs copy-assignment from source.

impl ContinuousDistr<f32> for Laplace

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 Laplace

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 Laplace

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

Formats the value using the given formatter.

impl Default for Laplace

Laplace with mean 0 and variance 1

fn default() -> Self

Returns the “default value” for a type.

impl Display for Laplace

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

Formats the value using the given formatter.

impl Entropy for Laplace

fn entropy(&self) -> f64

The entropy, H(X)

impl Kurtosis for Laplace

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

impl Mean<f32> for Laplace

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

Returns None if the mean is undefined

impl Mean<f64> for Laplace

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

Returns None if the mean is undefined

impl Median<f32> for Laplace

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

Returns None if the median is undefined

impl Median<f64> for Laplace

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

Returns None if the median is undefined

impl Mode<f32> for Laplace

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

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

impl Mode<f64> for Laplace

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

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

impl PartialEq<Laplace> for Laplace

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

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

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

This method tests for !=.

impl Rv<f32> for Laplace

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

Probability function

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

Single draw from the Rv

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

Probability function

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

Multiple draws of the Rv

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 Laplace

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

Probability function

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

Single draw from the Rv

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

Probability function

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

Multiple draws of the Rv

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 Skewness for Laplace

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

impl StructuralPartialEq for Laplace

impl Support<f32> for Laplace

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

Returns true if x is in the support of the Rv

impl Support<f64> for Laplace

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

Returns true if x is in the support of the Rv

impl Variance<f32> for Laplace

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

Returns None if the variance is undefined

impl Variance<f64> for Laplace

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

Returns None if the variance is undefined