Struct Exponential 

pub struct Exponential<T> { /* private fields */ }

Exponential distribution with rate λ.

f(x) = λ exp(−λx) for x ≥ 0.

Example

use numeris::stats::{Exponential, ContinuousDistribution};

let e = Exponential::new(2.0_f64).unwrap();
assert!((e.mean() - 0.5).abs() < 1e-14);
assert!((e.cdf(0.0)).abs() < 1e-14);

Implementations

impl<T: FloatScalar> Exponential<T>

pub fn new(lambda: T) -> Result<Self, StatsError>

Create an exponential distribution with rate lambda. Requires lambda > 0.

impl<T: FloatScalar> Exponential<T>

pub fn sample(&self, rng: &mut Rng) -> T

Draw a random sample from this distribution (inverse CDF method).

pub fn sample_array<const K: usize>(&self, rng: &mut Rng) -> [T; K]

Fill a fixed-size array with independent samples.

Trait Implementations

impl<T: Clone> Clone for Exponential<T>

fn clone(&self) -> Exponential<T>

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<T: FloatScalar> ContinuousDistribution<T> for Exponential<T>

fn pdf(&self, x: T) -> T

Probability density function.

fn ln_pdf(&self, x: T) -> T

Natural log of the probability density function.

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

Cumulative distribution function P(X ≤ x).

fn quantile(&self, p: T) -> T

Quantile function (inverse CDF). Returns x such that P(X ≤ x) = p.

fn mean(&self) -> T

Expected value E[X].

fn variance(&self) -> T

Variance Var(X).

impl<T: Debug> Debug for Exponential<T>

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

Formats the value using the given formatter.

impl<T: Copy> Copy for Exponential<T>