Expand description
Probability distributions and statistics in Rust with integrated fitting routines, convolution support and mixtures.
Modules§
- bivariate
- A collection of bivariate (i.e. pair output) distributions.
- builder
- A collection of traits for generalised construction of distributions.
- fitting
- linalg
- metrics
- multivariate
- A collection of multivariate (i.e. multiple output) distributions.
- normal
- A generalised implementation of the multivariate Normal distribution.
- params
- statistics
- univariate
- A collection of univariate (i.e. scalar output) distributions.
Structs§
- Invalid
Probability Error - Invalid
Simplex Error - Mixture
- Probability distribution derived from a linear sum of random variables.
- Probability
- Type representing the probability an event.
- Sampler
- Iterator for drawing random samples from a distribution.
- Simplex
Vector - Probability vector constrainted to the unit simplex.
- Unit
Simplex - Utility for sampling from a unit \(K\)-simplex.
Traits§
- Continuous
Distribution - Trait for distributions with an absolutely continuous CDF.
- Convolution
- Trait for distributions that support the convolve operation.
- Discrete
Distribution - Trait for distributions over a countable
Support. - Distribution
- Trait for probability distributions with a well-defined CDF.
Functions§
Type Aliases§
- Sample
- Type alias for the sample type of a distribution.