Expand description
Statistical distributions: continuous and discrete.
Each distribution provides ContinuousDistribution or DiscreteDistribution
trait implementations for a consistent API across all distributions.
§Continuous distributions
| Distribution | Parameters | Support |
|---|---|---|
Normal | mean μ, std dev σ | (−∞, ∞) |
Uniform | lower a, upper b | [a, b] |
Exponential | rate λ | [0, ∞) |
Gamma | shape α, rate β | (0, ∞) |
Beta | shape α, shape β | [0, 1] |
ChiSquared | degrees of freedom k | [0, ∞) |
StudentT | degrees of freedom ν | (−∞, ∞) |
§Discrete distributions
| Distribution | Parameters | Support |
|---|---|---|
Bernoulli | probability p | {0, 1} |
Binomial | trials n, probability p | {0, …, n} |
Poisson | rate λ | {0, 1, 2, …} |
§Example
use numeris::stats::{Normal, ContinuousDistribution};
let n = Normal::new(0.0_f64, 1.0).unwrap();
assert!((n.cdf(0.0) - 0.5).abs() < 1e-14);
assert!((n.mean()).abs() < 1e-14);Structs§
- Bernoulli
- Bernoulli distribution with success probability p.
- Beta
- Beta distribution with shape parameters α and β on [0, 1].
- Binomial
- Binomial distribution B(n, p).
- ChiSquared
- Chi-squared distribution with k degrees of freedom.
- Exponential
- Exponential distribution with rate λ.
- Gamma
- Gamma distribution with shape α and rate β.
- Normal
- Normal (Gaussian) distribution N(μ, σ²).
- Poisson
- Poisson distribution with rate λ.
- Rng
- xoshiro256++ pseudo-random number generator.
- StudentT
- Student’s t-distribution with ν degrees of freedom.
- Uniform
- Continuous uniform distribution on [a, b].
Enums§
- Stats
Error - Errors from distribution construction.
Traits§
- Continuous
Distribution - Trait for continuous probability distributions.
- Discrete
Distribution - Trait for discrete probability distributions.