[−][src]Trait rstat::Distribution

pub trait Distribution: From<Self::Params> {
    type Support: Space;
    type Params;
    fn support(&self) -> Self::Support;
    fn params(&self) -> Self::Params;
    fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> Sample<Self>;

    fn into_support(self) -> Self::Support { ... }
    fn into_params(self) -> Self::Params { ... }
    fn cdf(&self, x: &Sample<Self>) -> Probability { ... }
    fn ccdf(&self, x: &Sample<Self>) -> Probability { ... }
    fn log_cdf(&self, x: &Sample<Self>) -> f64 { ... }
    fn log_ccdf(&self, x: &Sample<Self>) -> f64 { ... }
    fn sample_n<R: Rng + ?Sized>(
        &self, 
        rng: &mut R, 
        n: usize
    ) -> Vec<Sample<Self>> { ... }
    fn sample_iter<'a, R: Rng + ?Sized>(
        &'a self, 
        rng: &'a mut R
    ) -> Sampler<'a, Self, R> { ... }
}

Trait for probability distributions with a well-defined CDF.

Associated Types

`type Support: Space`

Support of sample elements.

`type Params`

Parameter set uniquely defining the instance.

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Required methods

`fn support(&self) -> Self::Support`

Returns an instance of the support Space, Self::Support.

Examples

let dist = univariate::beta::Beta::default();
let support = dist.support();

assert_eq!(support.dim(), Dim::Finite(1));
assert_eq!(support.inf().unwrap(), 0.0);
assert_eq!(support.sup().unwrap(), 1.0);

`fn params(&self) -> Self::Params`

Returns an instance of the distribution parameters, Self::Params.

Examples

let dist = univariate::normal::Normal::standard();
let params = dist.params();

assert_eq!(params.mu.value(), &0.0);
assert_eq!(params.Sigma.value(), &1.0);

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> Sample<Self>`

Draw a random value from the distribution support.

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Provided methods

`fn into_support(self) -> Self::Support`

Converts self into an instance of Self::Support.

`fn into_params(self) -> Self::Params`

Converts self into an instance of Self::Params.

`fn cdf(&self, x: &Sample<Self>) -> Probability`

Evaluates the cumulative distribution function (CDF) at \(x\).

The CDF is defined as the probability that a random variable \(X\) takes on a value less than or equal to \(x\), i.e. \(F(x) = P(X \leq x)\).

Examples

let dist = univariate::normal::Normal::standard();

assert_eq!(dist.cdf(&f64::NEG_INFINITY), Probability::zero());
assert_eq!(dist.cdf(&0.0), Probability::half());
assert_eq!(dist.cdf(&f64::INFINITY), Probability::one());

`fn ccdf(&self, x: &Sample<Self>) -> Probability`

Evaluates the complementary CDF at \(x\).

The complementary CDF (also known as the survival function) is defined as the probability that a random variable \(X\) takes on a value strictly greater than \(x\), i.e. \(\bar{F}(x) = P(X > x) = 1 - F(x)\).

`fn log_cdf(&self, x: &Sample<Self>) -> f64`

Evaluates the log CDF at \(x\), i.e. \(\ln{F(x)}\).

`fn log_ccdf(&self, x: &Sample<Self>) -> f64`

Evaluates the log complementary CDF at \(x\), i.e. \(\ln{(1 - F(x))}\).

`fn sample_n<R: Rng + ?Sized>(&self, rng: &mut R, n: usize) -> Vec<Sample<Self>>`

Draw n random value from the distribution support.

`fn sample_iter<'a, R: Rng + ?Sized>( &'a self, rng: &'a mut R ) -> Sampler<'a, Self, R>`

Draw an indefinite number of random values from the distribution support.

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Implementors

`impl Distribution for Dirichlet`[src]

`type Support = ProductSpace<Interval>`

`type Params = Concentrations`

`fn support(&self) -> ProductSpace<Interval>`[src]

`fn params(&self) -> Concentrations`[src]

`fn cdf(&self, _: &Vec<f64>) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> Vec<f64>`[src]

`impl Distribution for Multinomial`[src]

`type Support = ProductSpace<Ordinal>`

`type Params = Params`

`fn support(&self) -> ProductSpace<Ordinal>`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, _: &Vec<usize>) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> Vec<usize>`[src]

`impl Distribution for BvNormal`[src]

`type Support = TwoSpace<Reals>`

`type Params = BvNormalParams`

`fn support(&self) -> TwoSpace<Reals>`[src]

`fn params(&self) -> BvNormalParams`[src]

`fn cdf(&self, _: &[f64; 2]) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> [f64; 2]`[src]

`impl Distribution for MvNormal`[src]

`type Support = ProductSpace<Reals>`

`type Params = MvNormalParams`

`fn support(&self) -> ProductSpace<Reals>`[src]

`fn params(&self) -> Self::Params`[src]

`fn cdf(&self, _: &Vec<f64>) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> Vec<f64>`[src]

`impl Distribution for PairedNormal`[src]

`type Support = TwoSpace<Reals>`

`type Params = PairedNormalParams`

`fn support(&self) -> TwoSpace<Reals>`[src]

`fn params(&self) -> PairedNormalParams`[src]

`fn cdf(&self, _: &[f64; 2]) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> [f64; 2]`[src]

`impl Distribution for UvNormal`[src]

`type Support = Reals`

`type Params = UvNormalParams`

`fn support(&self) -> Reals`[src]

`fn params(&self) -> Self::Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64`[src]

`impl Distribution for Arcsine`[src]

`type Support = Interval`

`type Params = Params`

`fn support(&self) -> Interval`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> f64`[src]

`impl Distribution for Bernoulli`[src]

`type Support = Binary`

`type Params = Params`

`fn support(&self) -> Binary`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, k: &bool) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> bool`[src]

`impl Distribution for Beta`[src]

`type Support = Interval`

`type Params = Params`

`fn support(&self) -> Interval`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64`[src]

`impl Distribution for BetaBinomial`[src]

`type Support = Ordinal`

`type Params = Params`

`fn support(&self) -> Ordinal`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, k: &usize) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> usize`[src]

`impl Distribution for BetaPrime`[src]

`type Support = PositiveReals`

`type Params = Params`

`fn support(&self) -> PositiveReals`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> f64`[src]

`impl Distribution for Binomial`[src]

`type Support = Ordinal`

`type Params = Params`

`fn support(&self) -> Ordinal`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, k: &usize) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> usize`[src]

`impl Distribution for Categorical`[src]

`type Support = Ordinal`

`type Params = Params`

`fn support(&self) -> Ordinal`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &usize) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> usize`[src]

`impl Distribution for Cauchy`[src]

`type Support = Reals`

`type Params = Params`

`fn support(&self) -> Reals`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64`[src]

`impl Distribution for Chi`[src]

`type Support = PositiveReals`

`type Params = Params`

`fn support(&self) -> PositiveReals`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> f64`[src]

`impl Distribution for ChiSq`[src]

`type Support = PositiveReals`

`type Params = Params`

`fn support(&self) -> PositiveReals`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64`[src]

`impl Distribution for Cosine`[src]

`type Support = Interval`

`type Params = Params`

`fn support(&self) -> Interval`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> f64`[src]

`impl Distribution for Erlang`[src]

`type Support = PositiveReals`

`type Params = Params`

`fn support(&self) -> PositiveReals`[src]

`fn params(&self) -> Params`[src]

`fn log_cdf(&self, x: &f64) -> f64`[src]

`fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> f64`[src]

`impl Distribution for Exponential`[src]

`type Support = PositiveReals`

`type Params = Params`

`fn support(&self) -> PositiveReals`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64`[src]

`impl Distribution for FDist`[src]

`type Support = PositiveReals`

`type Params = Params`

`fn support(&self) -> PositiveReals`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64`[src]

`impl Distribution for FoldedNormal`[src]

`type Support = NonNegativeReals`

`type Params = Params`

`fn support(&self) -> NonNegativeReals`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64`[src]

`impl Distribution for Frechet`[src]

`type Support = Interval`

`type Params = Params`

`fn support(&self) -> Interval`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64`[src]

`impl Distribution for Gamma`[src]

`type Support = PositiveReals`

`type Params = Params`

`fn support(&self) -> PositiveReals`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64`[src]

`impl Distribution for Geometric`[src]

`type Support = NonNegativeIntegers`

`type Params = Params`

`fn support(&self) -> NonNegativeIntegers`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, k: &u64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> u64`[src]

`impl Distribution for GeneralisedExtremeValue`[src]

`type Support = Interval`

`type Params = Params`

`fn support(&self) -> Interval`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> f64`[src]

`impl Distribution for GeneralisedPareto`[src]

`type Support = Interval`

`type Params = Params`

`fn support(&self) -> Interval`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> f64`[src]

`impl Distribution for Gumbel`[src]

`type Support = Reals`

`type Params = Params`

`fn support(&self) -> Reals`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> f64`[src]

`impl Distribution for InvGamma`[src]

`type Support = PositiveReals`

`type Params = Params`

`fn support(&self) -> PositiveReals`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> f64`[src]

`impl Distribution for InvNormal`[src]

`type Support = PositiveReals`

`type Params = Params`

`fn support(&self) -> PositiveReals`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64`[src]

`impl Distribution for Kumaraswamy`[src]

`type Support = Interval`

`type Params = Params`

`fn support(&self) -> Interval`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64`[src]

`impl Distribution for Laplace`[src]

`type Support = Reals`

`type Params = Params`

`fn support(&self) -> Reals`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64`[src]

`impl Distribution for Levy`[src]

`type Support = Interval`

`type Params = Params`

`fn support(&self) -> Interval`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> f64`[src]

`impl Distribution for Logistic`[src]

`type Support = Reals`

`type Params = Params`

`fn support(&self) -> Reals`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> f64`[src]

`impl Distribution for Pareto`[src]

`type Support = Interval`

`type Params = Params`

`fn support(&self) -> Interval`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64`[src]

`impl Distribution for Poisson`[src]

`type Support = Naturals`

`type Params = Params`

`fn support(&self) -> Naturals`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, _: &u64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> u64`[src]

`impl Distribution for Rayleigh`[src]

`type Support = PositiveReals`

`type Params = Params`

`fn support(&self) -> PositiveReals`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> f64`[src]

`impl Distribution for StudentT`[src]

`type Support = Reals`

`type Params = Params`

`fn support(&self) -> Reals`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64`[src]

`impl Distribution for Triangular`[src]

`type Support = Interval`

`type Params = Params`

`fn support(&self) -> Interval`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64`[src]

`impl Distribution for Uniform<f64>`[src]

`type Support = RealInterval`

`type Params = Params<f64>`

`fn support(&self) -> RealInterval`[src]

`fn params(&self) -> Params<f64>`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64`[src]

`impl Distribution for Uniform<i64>`[src]

`type Support = DiscreteInterval`

`type Params = Params<i64>`

`fn support(&self) -> DiscreteInterval`[src]

`fn params(&self) -> Params<i64>`[src]

`fn cdf(&self, k: &i64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> i64`[src]

`impl Distribution for Weibull`[src]

`type Support = PositiveReals`

`type Params = Params`

`fn support(&self) -> PositiveReals`[src]

`fn params(&self) -> Params`[src]

`fn cdf(&self, x: &f64) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64`[src]

`impl Distribution for DiagonalNormal`[src]

`type Support = ProductSpace<Reals>`

`type Params = DiagonalNormalParams`

`fn support(&self) -> ProductSpace<Reals>`[src]

`fn params(&self) -> Self::Params`[src]

`fn cdf(&self, _: &Vec<f64>) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> Vec<f64>`[src]

`impl Distribution for IsotropicNormal`[src]

`type Support = ProductSpace<Reals>`

`type Params = IsotropicNormalParams`

`fn support(&self) -> ProductSpace<Reals>`[src]

`fn params(&self) -> Self::Params`[src]

`fn cdf(&self, _: &Vec<f64>) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> Vec<f64>`[src]

`impl<C: Distribution> Distribution for Mixture<C> where C::Support: Union + Clone,` [src]

`type Support = C::Support`

`type Params = Params<C::Params>`

`fn support(&self) -> Self::Support`[src]

`fn params(&self) -> Params<C::Params>`[src]

`fn cdf(&self, x: &<Self::Support as Space>::Value) -> Probability`[src]

`fn sample<R: Rng + ?Sized>( &self, rng: &mut R ) -> <Self::Support as Space>::Value`[src]

`impl<S> Distribution for LogNormal<S> where Normal<Vector<f64>, S>: From<Params<S>> + Distribution<Support = ProductSpace<Reals>, Params = Params<S>>,` [src]

`type Support = ProductSpace<Reals>`

`type Params = Params<S>`

`fn support(&self) -> ProductSpace<Reals>`[src]

`fn params(&self) -> Params<S>`[src]

`fn cdf(&self, _: &Vec<f64>) -> Probability`[src]

`fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> Vec<f64>`[src]

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