Struct rv::dist::Beta

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pub struct Beta { /* private fields */ }

Expand description

Beta distribution, Beta(α, β) over x in (0, 1).

§Examples

Beta as a conjugate prior for Bernoulli

use rv::prelude::*;

// A prior that encodes our strong belief that coins are fair:
let beta = Beta::new(5.0, 5.0).unwrap();

// The posterior predictive probability that a coin will come up heads given
// no new observations.
let p_prior_heads = beta.pp(&true, &DataOrSuffStat::None); // 0.5
assert!((p_prior_heads - 0.5).abs() < 1E-12);

// Five Bernoulli trials. We flipped a coin five times and it came up head
// four times.
let flips = vec![true, true, false, true, true];

// The posterior predictive probability that a coin will come up heads given
// the five flips we just saw.
let p_pred_heads = beta.pp(&true, &DataOrSuffStat::Data(&flips)); // 9/15
assert!((p_pred_heads - 3.0/5.0).abs() < 1E-12);

Implementations§

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impl Beta

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pub fn new(alpha: f64, beta: f64) -> Result<Self, BetaError>

Create a Beta distribution with even density over (0, 1).

§Example

// Uniform
let beta_unif = Beta::new(1.0, 1.0);
assert!(beta_unif.is_ok());

// Jefferey's prior
let beta_jeff  = Beta::new(0.5, 0.5);
assert!(beta_jeff.is_ok());

// Invalid negative parameter
let beta_nope  = Beta::new(-5.0, 1.0);
assert!(beta_nope.is_err());

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pub fn new_unchecked(alpha: f64, beta: f64) -> Self

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

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pub fn uniform() -> Self

Create a Beta distribution with even density over (0, 1).

§Example

let beta = Beta::uniform();
assert_eq!(beta, Beta::new(1.0, 1.0).unwrap());

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pub fn jeffreys() -> Self

Create a Beta distribution with the Jeffrey’s parameterization, Beta(0.5, 0.5).

§Example

let beta = Beta::jeffreys();
assert_eq!(beta, Beta::new(0.5, 0.5).unwrap());

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pub fn alpha(&self) -> f64

Get the alpha parameter

§Example

let beta = Beta::new(1.0, 5.0).unwrap();
assert_eq!(beta.alpha(), 1.0);

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pub fn set_alpha(&mut self, alpha: f64) -> Result<(), BetaError>

Set the alpha parameter

§Example

let mut beta = Beta::new(1.0, 5.0).unwrap();

beta.set_alpha(2.0).unwrap();
assert_eq!(beta.alpha(), 2.0);

Will error for invalid values

assert!(beta.set_alpha(0.1).is_ok());
assert!(beta.set_alpha(0.0).is_err());
assert!(beta.set_alpha(-1.0).is_err());
assert!(beta.set_alpha(std::f64::INFINITY).is_err());
assert!(beta.set_alpha(std::f64::NAN).is_err());

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pub fn set_alpha_unchecked(&mut self, alpha: f64)

Set alpha without input validation

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pub fn beta(&self) -> f64

Get the beta parameter

§Example

let beta = Beta::new(1.0, 5.0).unwrap();
assert_eq!(beta.beta(), 5.0);

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pub fn set_beta(&mut self, beta: f64) -> Result<(), BetaError>

Set the beta parameter

§Example

let mut beta = Beta::new(1.0, 5.0).unwrap();

beta.set_beta(2.0).unwrap();
assert_eq!(beta.beta(), 2.0);

Will error for invalid values

assert!(beta.set_beta(0.1).is_ok());
assert!(beta.set_beta(0.0).is_err());
assert!(beta.set_beta(-1.0).is_err());
assert!(beta.set_beta(std::f64::INFINITY).is_err());
assert!(beta.set_beta(std::f64::NAN).is_err());

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