Struct rv::dist::Gev

pub struct Gev { /* private fields */ }

Expand description

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

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

The value of the Cumulative Density Function at x Read more

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

Survival function, 1 - CDF(x)

impl Cdf<f64> for Gev

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

The value of the Cumulative Density Function at x Read more

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

Survival function, 1 - CDF(x)

impl Clone for Gev

fn clone(&self) -> Gev

Returns a copy of the value. Read more

1.0.0 · source§

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

Performs copy-assignment from source. Read more

impl ContinuousDistr<f32> for Gev

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

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

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

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

impl ContinuousDistr<f64> for Gev

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

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

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

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

impl Debug for Gev

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for Gev

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

impl Display for Gev

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

Formats the value using the given formatter. Read more

impl Entropy for Gev

fn entropy(&self) -> f64

The entropy, H(X)

impl From<&Gev> for String

fn from(gev: &Gev) -> String

Converts to this type from the input type.

impl Mean<f32> for Gev

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

Returns None if the mean is undefined

impl Mean<f64> for Gev

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

Returns None if the mean is undefined

impl Median<f32> for Gev

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

Returns None if the median is undefined

impl Median<f64> for Gev

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

Returns None if the median is undefined

impl Mode<f32> for Gev

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

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

impl Mode<f64> for Gev

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

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

impl PartialEq for Gev

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

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

1.0.0 · source§

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

This method tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Rv<f32> for Gev

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

Probability function Read more

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

Single draw from the Rv Read more

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

Probability function Read more

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

Multiple draws of the Rv Read more

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 Read more

impl Rv<f64> for Gev

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

Probability function Read more

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

Single draw from the Rv Read more

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

Probability function Read more

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

Multiple draws of the Rv Read more

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 Read more

impl Serialize for Gev

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more

impl Support<f32> for Gev

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

Returns true if x is in the support of the Rv Read more

impl Support<f64> for Gev

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

Returns true if x is in the support of the Rv Read more

impl Variance<f64> for Gev

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

Returns None if the variance is undefined

impl StructuralPartialEq for Gev

Auto Trait Implementations§

impl Freeze for Gev

impl RefUnwindSafe for Gev

impl Send for Gev

impl Sync for Gev

impl Unpin for Gev

impl UnwindSafe for Gev

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<Fx> Rv<Datum> for Fx
where Fx: RvDatum,

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

Probability function Read more

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

Single draw from the Rv Read more

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

Multiple draws of the Rv Read more

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

Create a never-ending iterator of samples Read more

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

Probability function Read more

impl<T> Same for T

type Output = T

Should always be Self

impl<SS, SP> SupersetOf<SS> for SP
where SS: SubsetOf<SP>,

fn to_subset(&self) -> Option<SS>

The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more

fn is_in_subset(&self) -> bool

Checks if self is actually part of its subset T (and can be converted to it).

fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.

fn from_subset(element: &SS) -> SP

The inclusion map: converts self to the equivalent element of its superset.

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T> ToString for T
where T: Display + ?Sized,

default fn to_string(&self) -> String

Converts the given value to a String. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn vzip(self) -> V

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

impl<T> DeserializeOwnedAlias for T
where T: DeserializeOwned,

impl<T> Scalar for T
where T: 'static + Clone + PartialEq + Debug,

impl<T> SendAlias for T

impl<T> SendSyncUnwindSafe for T
where T: Send + Sync + UnwindSafe + ?Sized,

impl<T> SerializeAlias for T
where T: Serialize,

impl<T> SyncAlias for T