Trait probability::distribution::Inverse

pub trait Inverse: Distribution {
    fn inverse(&self, _: f64) -> Self::Value;
}

A distribution capable of inverting the distribution function.

Required methods

fn inverse(&self, _: f64) -> Self::Value

Compute the inverse of the cumulative distribution function.

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Implementors

impl Inverse for Bernoulli

fn inverse(&self, p: f64) -> u8

impl Inverse for Beta

fn inverse(&self, p: f64) -> f64

impl Inverse for Binomial

fn inverse(&self, p: f64) -> usize

Compute the inverse of the cumulative distribution function.

For small n, a simple summation is utilized. For large n and large variances, a normal asymptotic approximation is used. Otherwise, the Newton method is employed.

References

1. S. Moorhead, “Efficient evaluation of the inverse binomial cumulative distribution function where the number of trials is large,” Oxford University, 2013.

impl Inverse for Categorical

fn inverse(&self, p: f64) -> usize

impl Inverse for Exponential

fn inverse(&self, p: f64) -> f64

impl Inverse for Gaussian

fn inverse(&self, p: f64) -> f64

Compute the inverse of the cumulative distribution function.

References

1. M. J. Wichura, “Algorithm as 241: The percentage points of the normal distribution,” Journal of the Royal Statistical Society. Series C (Applied Statistics), vol. 37, no. 3, pp. pp. 477–484, 1988.

2. http://people.sc.fsu.edu/~jburkardt/c_src/asa241/asa241.html

impl Inverse for Laplace

fn inverse(&self, p: f64) -> f64

impl Inverse for Logistic

fn inverse(&self, p: f64) -> f64

impl Inverse for Lognormal

fn inverse(&self, p: f64) -> f64

impl Inverse for Pert

fn inverse(&self, p: f64) -> f64

impl Inverse for Triangular

fn inverse(&self, p: f64) -> f64

impl Inverse for Uniform

fn inverse(&self, p: f64) -> f64

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