Crate rand_distr

Generating random samples from probability distributions.

Re-exports

This crate is a super-set of the rand::distr module. See the rand::distr module documentation for an overview of the core Distribution trait and implementations.

The following are re-exported:

• The Distribution trait and Iter helper type
• The StandardUniform, Alphanumeric, Uniform, OpenClosed01, Open01, Bernoulli distributions
• The weighted module

Distributions

This crate provides the following probability distributions:

• Related to real-valued quantities that grow linearly (e.g. errors, offsets):
  • Normal distribution, and StandardNormal as a primitive
  • SkewNormal distribution
  • Cauchy distribution
• Related to Bernoulli trials (yes/no events, with a given probability):
  • Binomial distribution
  • Geometric distribution
  • Hypergeometric 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:
  • Pareto distribution
  • Poisson distribution
  • Exponential distribution, and Exp1 as a primitive
  • Weibull distribution
  • Gumbel distribution
  • Frechet distribution
  • Zeta distribution
  • Zipf distribution
• Gamma and derived distributions:
  • Gamma distribution
  • ChiSquared distribution
  • StudentT distribution
  • FisherF distribution
• Triangular distribution:
  • Beta distribution
  • Triangular distribution
• Multivariate probability distributions
  • Dirichlet distribution
  • UnitSphere distribution
  • UnitBall distribution
  • UnitCircle distribution
  • UnitDisc distribution
• Misc. distributions
  • InverseGaussian distribution
  • NormalInverseGaussian distribution

Re-exports

pub use num_traits;

Modules

uniform

A distribution uniformly sampling numbers within a given range.

weighted

Weighted (index) sampling

Structs

Alphanumeric

Sample a u8, uniformly distributed over ASCII letters and numbers: a-z, A-Z and 0-9.

Bernoulli

The Bernoulli distribution Bernoulli(p).

Beta

The Beta distribution Beta(α, β).

Binomial

The binomial distribution Binomial(n, p).

Cauchy

The Cauchy distribution Cauchy(x₀, γ).

ChiSquared

The chi-squared distribution χ²(k).

Dirichlet

The Dirichlet distribution Dirichlet(α₁, α₂, ..., αₖ).

Exp

The exponential distribution Exp(λ).

Exp1

The standard exponential distribution Exp(1).

FisherF

The Fisher F-distribution F(m, n).

Frechet

The Fréchet distribution Fréchet(α, μ, σ).

Gamma

The Gamma distribution Gamma(k, θ).

Geometric

The geometric distribution Geometric(p).

Gumbel

The Gumbel distribution Gumbel(μ, β).

Hypergeometric

The hypergeometric distribution Hypergeometric(N, K, n).

InverseGaussian

The inverse Gaussian distribution IG(μ, λ).

Iter

An iterator over a Distribution

LogNormal

The log-normal distribution ln N(μ, σ²).

Normal

The Normal distribution N(μ, σ²).

NormalInverseGaussian

The normal-inverse Gaussian distribution NIG(α, β).

Open01

A distribution to sample floating point numbers uniformly in the open interval (0, 1), i.e. not including either endpoint.

OpenClosed01

A distribution to sample floating point numbers uniformly in the half-open interval (0, 1], i.e. including 1 but not 0.

Pareto

The Pareto distribution Pareto(xₘ, α).

Pert

The PERT distribution PERT(min, max, mode, shape).

PertBuilder

Struct used to build a Pert

Poisson

The Poisson distribution Poisson(λ).

SkewNormal

The skew normal distribution SN(ξ, ω, α).

StandardGeometric

The standard geometric distribution Geometric(0.5).

StandardNormal

The standard Normal distribution N(0, 1).

StandardUniform

The Standard Uniform distribution

StudentT

The Student t-distribution t(ν).

Triangular

The triangular distribution Triangular(min, max, mode).

Uniform

Sample values uniformly between two bounds.

UnitBall

Samples uniformly from the volume of the unit ball in three dimensions.

UnitCircle

Samples uniformly from the circumference of the unit circle in two dimensions.

UnitDisc

Samples uniformly from the unit disc in two dimensions.

UnitSphere

Samples uniformly from the surface of the unit sphere in three dimensions.

Weibull

The Weibull distribution Weibull(λ, k).

Zeta

The Zeta distribution Zeta(s).

Zipf

The Zipf (Zipfian) distribution Zipf(n, s).

Enums

BernoulliError

Error type returned from Bernoulli::new.

BetaError

Error type returned from Beta::new.

BinomialError

Error type returned from Binomial::new.

CauchyError

Error type returned from Cauchy::new.

ChiSquaredError

Error type returned from ChiSquared::new and StudentT::new.

DirichletError

Error type returned from Dirichlet::new.

ExpError

Error type returned from Exp::new.

FisherFError

Error type returned from FisherF::new.

FrechetError

Error type returned from Frechet::new.

GammaError

Error type returned from Gamma::new.

GeoError

Error type returned from Geometric::new.

GumbelError

Error type returned from Gumbel::new.

HyperGeoError

Error type returned from Hypergeometric::new.

InverseGaussianError

Error type returned from InverseGaussian::new

NormalError

Error type returned from Normal::new and LogNormal::new.

NormalInverseGaussianError

Error type returned from NormalInverseGaussian::new

ParetoError

Error type returned from Pareto::new.

PertError

Error type returned from Pert constructors.

PoissonError

Error type returned from Poisson::new.

SkewNormalError

Error type returned from SkewNormal::new.

TriangularError

Error type returned from Triangular::new.

WeibullError

Error type returned from Weibull::new.

ZetaError

Error type returned from Zeta::new.

ZipfError

Error type returned from Zipf::new.

Traits

Distribution

Types (distributions) that can be used to create a random instance of T.