Crate porco 

Porco is a library for working with and composing probability distributions.

The API is inspired by the contents of Probabilistic Functional Programming in Haskell but with naming conventions that match those of Option and Result (such as Option::and_then).

enum Coin {
    Heads,
    Tails,
}

impl Coin {
    fn flip() -> Distribution<Coin> {
        Distribution::uniform(vec![Coin::Heads, Coin::Tails])
    }
}

let coin = Coin::flip();
assert_eq!(coin.pmf(&Coin::Heads), Probability(0.5));

You can compose various operations over Distributions using combinators like Distribution::map, Distribution::and_then, and Distribution::given.

fn reflip_if_tails(coin: Coin) -> Distribution<Coin> {
    match coin {
        Coin::Heads => Distribution::always(Coin::Heads),
        Coin::Tails => Coin::flip(),
    }
}

let coin = Coin::flip().and_then(reflip_if_tails);
assert_eq!(coin.pmf(&Coin::Heads), Probability(0.75));

You can also manipulate random variables and compute summary statistics.

let die = Distribution::uniform(vec![1, 2, 3, 4, 5, 6]);
let ev = die.given(|&v| v <= 4).expectation();
assert_eq!(ev, 2.5);

fn two_sided_die() -> Distribution<u8> {
    Distribution::uniform(vec![1, 2])
}

let x = two_sided_die();
let y = two_sided_die();
let sum = x.convolve(y);
assert_eq!(sum.pmf(&2), Probability(0.25));
assert_eq!(sum.pmf(&3), Probability(0.5));

Structs

Distribution

Distribution<T> is a discrete probability distribution over the set of outcomes T.

Probability

Probability is a light container for probabilities.