Struct rv::dist::Laplace

pub struct Laplace { /* fields omitted */ }

Laplace, or double exponential, distribution over x in (-∞, ∞).

Example

use rv::prelude::*;

let laplace = Laplace::new(0.0, 1.0).expect("Invalid params");

// 100 draws from Laplace
let mut rng = rand::thread_rng();
let xs: Vec<f64> = laplace.sample(100, &mut rng);
assert_eq!(xs.len(), 100);

Methods

impl Laplace

pub fn set_mu(&mut self, val: f64) -> &mut Self

Location in (-∞, ∞)

pub fn set_b(&mut self, val: f64) -> &mut Self

Scale in (0, ∞)

impl Laplace

pub fn new(mu: f64, b: f64) -> Result<Self>

Create a new Laplace distribution.

pub fn new_unchecked(mu: f64, b: f64) -> Self

Creates a new Laplace without checking whether the parameters are valid.

pub fn mu(&self) -> f64

Get the mu parameter

Examples

let laplace = Laplace::new(-1.0, 2.0).unwrap();
assert_eq!(laplace.mu(), -1.0);

pub fn b(&self) -> f64

Get the b parameter

Examples

let laplace = Laplace::new(-1.0, 2.0).unwrap();
assert_eq!(laplace.b(), 2.0);

Trait Implementations

impl Rv<f64> for Laplace

fn ln_f(&self, x: &f64) -> f64

Probability function

fn draw<R: Rng>(&self, rng: &mut R) -> f64

Single draw from the Rv

fn f(&self, x: &X) -> f64

Probability function

fn sample<R: Rng>(&self, n: usize, rng: &mut R) -> Vec<X>

Multiple draws of the Rv

impl Rv<f32> for Laplace

fn ln_f(&self, x: &f32) -> f64

Probability function

fn draw<R: Rng>(&self, rng: &mut R) -> f32

Single draw from the Rv

fn f(&self, x: &X) -> f64

Probability function

fn sample<R: Rng>(&self, n: usize, rng: &mut R) -> Vec<X>

Multiple draws of the Rv

impl Support<f64> for Laplace

fn supports(&self, x: &f64) -> bool

Returns true if x is in the support of the Rv

impl Support<f32> for Laplace

fn supports(&self, x: &f32) -> bool

Returns true if x is in the support of the Rv

impl ContinuousDistr<f64> for Laplace

fn pdf(&self, x: &X) -> f64

The value of the Probability Density Function (PDF) at x

fn ln_pdf(&self, x: &X) -> f64

The value of the log Probability Density Function (PDF) at x

impl ContinuousDistr<f32> for Laplace

fn pdf(&self, x: &X) -> f64

The value of the Probability Density Function (PDF) at x

fn ln_pdf(&self, x: &X) -> f64

The value of the log Probability Density Function (PDF) at x

impl Cdf<f64> for Laplace

fn cdf(&self, x: &f64) -> f64

The value of the Cumulative Density Function at x

fn sf(&self, x: &X) -> f64

Survival function, 1 - CDF(x)

impl Cdf<f32> for Laplace

fn cdf(&self, x: &f32) -> f64

The value of the Cumulative Density Function at x

fn sf(&self, x: &X) -> f64

Survival function, 1 - CDF(x)

impl Mean<f64> for Laplace

fn mean(&self) -> Option<f64>

Returns None if the mean is undefined

impl Mean<f32> for Laplace

fn mean(&self) -> Option<f32>

Returns None if the mean is undefined

impl Median<f64> for Laplace

fn median(&self) -> Option<f64>

Returns None if the median is undefined

impl Median<f32> for Laplace

fn median(&self) -> Option<f32>

Returns None if the median is undefined

impl Mode<f64> for Laplace

fn mode(&self) -> Option<f64>

Returns None if the mode is undefined or is not a single value

impl Mode<f32> for Laplace

fn mode(&self) -> Option<f32>

Returns None if the mode is undefined or is not a single value

impl Variance<f64> for Laplace

fn variance(&self) -> Option<f64>

Returns None if the variance is undefined

impl Variance<f32> for Laplace

fn variance(&self) -> Option<f32>

Returns None if the variance is undefined

impl Entropy for Laplace

fn entropy(&self) -> f64

The entropy, H(X)

impl Skewness for Laplace

fn skewness(&self) -> Option<f64>

impl Kurtosis for Laplace

fn kurtosis(&self) -> Option<f64>

impl<'_> From<&'_ Laplace> for String

fn from(laplace: &Laplace) -> String

Performs the conversion.

impl Clone for Laplace

fn clone(&self) -> Laplace

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Default for Laplace

Laplace with mean 0 and variance 1

fn default() -> Self

Returns the "default value" for a type.

impl PartialEq<Laplace> for Laplace

fn eq(&self, other: &Laplace) -> bool

This method tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Laplace) -> bool

This method tests for !=.

impl PartialOrd<Laplace> for Laplace

fn partial_cmp(&self, other: &Laplace) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Laplace) -> bool

This method tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Laplace) -> bool

This method tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Laplace) -> bool

This method tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Laplace) -> bool

This method tests greater than or equal to (for self and other) and is used by the >= operator.

impl Display for Laplace

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

Formats the value using the given formatter.

impl Debug for Laplace

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

Formats the value using the given formatter.