Expand description
Generating random samples from probability distributions.
§Re-exports
This crate is a super-set of the rand::distributions
module. See the
rand::distributions
module documentation for an overview of the core
Distribution
trait and implementations.
The following are re-exported:
- The
Distribution
trait andDistIter
helper type - The
Standard
,Alphanumeric
,Uniform
,OpenClosed01
,Open01
,Bernoulli
, andWeightedIndex
distributions
§Distributions
This crate provides the following probability distributions:
- Related to real-valued quantities that grow linearly
(e.g. errors, offsets):
Normal
distribution, andStandardNormal
as a primitiveSkewNormal
distributionCauchy
distribution
- Related to Bernoulli trials (yes/no events, with a given probability):
Binomial
distributionGeometric
distributionHypergeometric
distribution
- Related to positive real-valued quantities that grow exponentially
(e.g. prices, incomes, populations):
LogNormal
distribution
- Related to the occurrence of independent events at a given rate:
- Gamma and derived distributions:
Gamma
distributionChiSquared
distributionStudentT
distributionFisherF
distribution
- Triangular distribution:
Beta
distributionTriangular
distribution
- Multivariate probability distributions
Dirichlet
distributionUnitSphere
distributionUnitBall
distributionUnitCircle
distributionUnitDisc
distribution
- Alternative implementation for weighted index sampling
WeightedAliasIndex
distribution
- Misc. distributions
InverseGaussian
distributionNormalInverseGaussian
distribution
Re-exports§
pub use weighted_alias::WeightedAliasIndex;
pub use num_traits;
Modules§
- A distribution uniformly sampling numbers within a given range.
- This module contains an implementation of alias method for sampling random indices with probabilities proportional to a collection of weights.
Structs§
- Sample a
u8
, uniformly distributed over ASCII letters and numbers: a-z, A-Z and 0-9. - The Bernoulli distribution.
- The Beta distribution with shape parameters
alpha
andbeta
. - The binomial distribution
Binomial(n, p)
. - The Cauchy distribution
Cauchy(median, scale)
. - The chi-squared distribution
χ²(k)
, wherek
is the degrees of freedom. - The Dirichlet distribution
Dirichlet(alpha)
. - An iterator that generates random values of
T
with distributionD
, usingR
as the source of randomness. - The exponential distribution
Exp(lambda)
. - Samples floating-point numbers according to the exponential distribution, with rate parameter
λ = 1
. This is equivalent toExp::new(1.0)
or sampling with-rng.gen::<f64>().ln()
, but faster. - The Fisher F distribution
F(m, n)
. - Samples floating-point numbers according to the Fréchet distribution
- The Gamma distribution
Gamma(shape, scale)
distribution. - The geometric distribution
Geometric(p)
bounded to[0, u64::MAX]
. - Samples floating-point numbers according to the Gumbel distribution
- The hypergeometric distribution
Hypergeometric(N, K, n)
. - The log-normal distribution
ln N(mean, std_dev**2)
. - The normal distribution
N(mean, std_dev**2)
. - A distribution to sample floating point numbers uniformly in the open interval
(0, 1)
, i.e. not including either endpoint. - A distribution to sample floating point numbers uniformly in the half-open interval
(0, 1]
, i.e. including 1 but not 0. - Samples floating-point numbers according to the Pareto distribution
- The PERT distribution.
- The Poisson distribution
Poisson(lambda)
. - The skew normal distribution
SN(location, scale, shape)
. - A generic random value distribution, implemented for many primitive types. Usually generates values with a numerically uniform distribution, and with a range appropriate to the type.
- Samples integers according to the geometric distribution with success probability
p = 0.5
. This is equivalent toGeometeric::new(0.5)
, but faster. - Samples floating-point numbers according to the normal distribution
N(0, 1)
(a.k.a. a standard normal, or Gaussian). This is equivalent toNormal::new(0.0, 1.0)
but faster. - The Student t distribution,
t(nu)
, wherenu
is the degrees of freedom. - The triangular distribution.
- Sample values uniformly between two bounds.
- Samples uniformly from the unit ball (surface and interior) in three dimensions.
- Samples uniformly from the edge of the unit circle in two dimensions.
- Samples uniformly from the unit disc in two dimensions.
- Samples uniformly from the surface of the unit sphere in three dimensions.
- Samples floating-point numbers according to the Weibull distribution
- A distribution using weighted sampling of discrete items
- Samples integers according to the zeta distribution.
- Samples integers according to the Zipf distribution.
Enums§
- Error type returned from
Bernoulli::new
. - Error type returned from
Beta::new
. - Error type returned from
Binomial::new
. - Error type returned from
Cauchy::new
. - Error type returned from
ChiSquared::new
andStudentT::new
. - Error type returned from
Dirchlet::new
. - Error type returned from
Exp::new
. - Error type returned from
FisherF::new
. - Error type returned from
Frechet::new
. - Error type returned from
Gamma::new
. - Error type returned from
Geometric::new
. - Error type returned from
Gumbel::new
. - Error type returned from
Hypergeometric::new
. - Error type returned from
InverseGaussian::new
- Error type returned from
Normal::new
andLogNormal::new
. - Error type returned from
NormalInverseGaussian::new
- Error type returned from
Pareto::new
. - Error type returned from
Pert
constructors. - Error type returned from
Poisson::new
. - Error type returned from
SkewNormal::new
. - Error type returned from
Triangular::new
. - Error type returned from
Weibull::new
. - Error type returned from
WeightedIndex::new
. - Error type returned from
Zeta::new
. - Error type returned from
Zipf::new
.
Traits§
- Types (distributions) that can be used to create a random instance of
T
.