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ContinuousDistribution

Trait ContinuousDistribution 

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pub trait ContinuousDistribution<S: Scalar> {
    // Required methods
    fn pdf(&self, x: S) -> S;
    fn cdf(&self, x: S) -> S;
    fn quantile(&self, p: S) -> S;
    fn mean(&self) -> S;
    fn variance(&self) -> S;
    fn sample(&self, rng: &mut dyn RngCore) -> S;

    // Provided methods
    fn std_dev(&self) -> S { ... }
    fn sample_n(&self, rng: &mut dyn RngCore, n: usize) -> Vec<S> { ... }
}
Expand description

Trait for continuous probability distributions.

Required Methods§

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

Probability density function.

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

Cumulative distribution function.

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

Inverse CDF (quantile function).

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fn mean(&self) -> S

Distribution mean.

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fn variance(&self) -> S

Distribution variance.

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fn sample(&self, rng: &mut dyn RngCore) -> S

Generate a single sample.

Provided Methods§

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fn std_dev(&self) -> S

Standard deviation (default: sqrt(variance)).

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fn sample_n(&self, rng: &mut dyn RngCore, n: usize) -> Vec<S>

Generate n samples.

Implementors§