1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
//! Probability distributions.

use source::Source;

/// A continuous distribution.
pub trait Continuous: Distribution {
    /// Compute the probability density function.
    fn density(&self, f64) -> f64;
}

/// A discrete distribution.
pub trait Discrete: Distribution {
    /// Compute the probability mass function.
    fn mass(&self, Self::Value) -> f64;
}

/// A distribution.
pub trait Distribution {
    /// The type of outcomes.
    type Value;

    /// Compute the cumulative distribution function.
    fn distribution(&self, f64) -> f64;
}

/// A distribution capable of computing the differential entropy.
pub trait Entropy: Distribution {
    /// Compute the differential entropy.
    ///
    /// The entropy is computed in nats.
    fn entropy(&self) -> f64;
}

/// A distribution capable of inverting the distribution function.
pub trait Inverse: Distribution {
    /// Compute the inverse of the cumulative distribution function.
    fn inverse(&self, f64) -> Self::Value;
}

/// A distribution capable of computing the excess kurtosis.
pub trait Kurtosis: Skewness {
    /// Compute the excess kurtosis.
    fn kurtosis(&self) -> f64;
}

/// A distribution capable of computing the expected value.
///
/// The trait is applicable when the expected value exists, that is, finite.
pub trait Mean: Distribution {
    /// Compute the expected value.
    fn mean(&self) -> f64;
}

/// A distribution capable of computing the median.
///
/// The trait is applicable when exactly one median exists.
pub trait Median: Distribution {
    /// Compute the median.
    fn median(&self) -> f64;
}

/// A distribution capable of computing the modes.
///
/// The trait is applicable when the number of modes is finite.
pub trait Modes: Distribution {
    /// Compute the modes.
    fn modes(&self) -> Vec<Self::Value>;
}

/// A distribution capable of drawing samples.
pub trait Sample: Distribution {
    /// Draw a sample.
    fn sample<S>(&self, &mut S) -> Self::Value
    where
        S: Source;
}

/// A distribution capable of computing the skewness.
pub trait Skewness: Variance {
    /// Compute the skewness.
    fn skewness(&self) -> f64;
}

/// A distribution capable of computing the variance.
///
/// The trait is applicable when the variance exists, that is, finite.
pub trait Variance: Mean {
    /// Compute the variance.
    fn variance(&self) -> f64;

    /// Compute the standard deviation.
    #[inline(always)]
    fn deviation(&self) -> f64 {
        self.variance().sqrt()
    }
}

mod bernoulli;
mod beta;
mod binomial;
mod categorical;
mod exponential;
mod gamma;
mod gaussian;
mod laplace;
mod logistic;
mod lognormal;
mod pert;
mod triangular;
mod uniform;

pub use self::bernoulli::Bernoulli;
pub use self::beta::Beta;
pub use self::binomial::Binomial;
pub use self::categorical::Categorical;
pub use self::exponential::Exponential;
pub use self::gamma::Gamma;
pub use self::gaussian::Gaussian;
pub use self::laplace::Laplace;
pub use self::logistic::Logistic;
pub use self::lognormal::Lognormal;
pub use self::pert::Pert;
pub use self::triangular::Triangular;
pub use self::uniform::Uniform;