Struct Normal 

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

Normal (Gaussian) distribution N(μ, σ²).

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.quantile(0.975) - 1.96).abs() < 0.01);

Implementations

impl<T: FloatScalar> Normal<T>

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

Create a normal distribution with mean mu and standard deviation sigma.

Requires sigma > 0.

impl<T: FloatScalar> Normal<T>

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

Draw a random sample from this distribution.

Example

use numeris::stats::{Normal, Rng};

let n = Normal::new(0.0_f64, 1.0).unwrap();
let mut rng = Rng::new(42);
let x = n.sample(&mut rng);
// x is drawn from N(0, 1)

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 Normal<T>

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

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

Formats the value using the given formatter.

impl<T: Copy> Copy for Normal<T>