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inverse_transform

digifi::random_generators::generator_algorithms

Function inverse_transform 

Source 
pub fn inverse_transform(
    f_x: &impl ProbabilityDistribution,
    sample_size: usize,
) -> Result<Array1<f64>, DigiFiError>
Expand description

Uses the Inverse Transform Method to generate random samples from a specified probability distribution function.

§Input

  • dist: Probability distribution whose inverse cumulative distribution function is used to generate a sample
  • sample_size: Number of random samples to generate

§Output

  • Sample array generated from the specified distribution

§Latex

  • X = F^{-1}(U)