Struct statrs::distribution::Laplace

pub struct Laplace { /* private fields */ }

Implements the Laplace distribution.

Examples

use statrs::distribution::{Laplace, Continuous};
use statrs::statistics::Mode;

let n = Laplace::new(0.0, 1.0).unwrap();
assert_eq!(n.mode().unwrap(), 0.0);
assert_eq!(n.pdf(1.0), 0.18393972058572117);

Implementations

impl Laplace

pub fn new(location: f64, scale: f64) -> Result<Laplace>

Constructs a new laplace distribution with the given location and scale.

Errors

Returns an error if location or scale are NaN or scale <= 0.0

Examples

use statrs::distribution::Laplace;

let mut result = Laplace::new(0.0, 1.0);
assert!(result.is_ok());

result = Laplace::new(0.0, -1.0);
assert!(result.is_err());

pub fn location(&self) -> f64

Returns the location of the laplace distribution

Examples

use statrs::distribution::Laplace;

let n = Laplace::new(0.0, 1.0).unwrap();
assert_eq!(n.location(), 0.0);

pub fn scale(&self) -> f64

Returns the scale of the laplace distribution

Examples

use statrs::distribution::Laplace;

let n = Laplace::new(0.0, 1.0).unwrap();
assert_eq!(n.scale(), 1.0);

Trait Implementations

impl Clone for Laplace

fn clone(&self) -> Laplace

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Continuous<f64, f64> for Laplace

fn pdf(&self, x: f64) -> f64

Calculates the probability density function for the laplace distribution at x

Formula

(1 / 2b) * exp(-|x - μ| / b)

where μ is the location and b is the scale

fn ln_pdf(&self, x: f64) -> f64

Calculates the log probability density function for the laplace distribution at x

Formula

ln((1 / 2b) * exp(-|x - μ| / b))

where μ is the location and b is the scale

impl ContinuousCDF<f64, f64> for Laplace

fn cdf(&self, x: f64) -> f64

Calculates the cumulative distribution function for the laplace distribution at x

Formula

(1 / 2) * (1 + signum(x - μ)) - signum(x - μ) * exp(-|x - μ| / b)

where μ is the location, b is the scale

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

Calculates the inverse cumulative distribution function for the laplace distribution at p

Formula

if p <= 1/2

μ + b * ln(2p)

if p >= 1/2

μ - b * ln(2 - 2p)

where μ is the location, b is the scale

impl Debug for Laplace

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Distribution<f64> for Laplace

fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64

Generate a random value of T, using rng as the source of randomness.

fn sample_iter<R>(self, rng: R) -> DistIter<Self, R, T>where R: Rng, Self: Sized,

Create an iterator that generates random values of T, using rng as the source of randomness.

fn map<F, S>(self, func: F) -> DistMap<Self, F, T, S>where F: Fn(T) -> S, Self: Sized,

Create a distribution of values of ‘S’ by mapping the output of Self through the closure F

impl Distribution<f64> for Laplace

fn mean(&self) -> Option<f64>

Returns the mode of the laplace distribution

Formula

μ

where μ is the location

fn variance(&self) -> Option<f64>

Returns the variance of the laplace distribution

Formula

2*b^2

where b is the scale

fn entropy(&self) -> Option<f64>

Returns the entropy of the laplace distribution

Formula

ln(2be)

where b is the scale

fn skewness(&self) -> Option<f64>

Returns the skewness of the laplace distribution

Formula

0

fn std_dev(&self) -> Option<T>

Returns the standard deviation, if it exists.

impl Max<f64> for Laplace

fn max(&self) -> f64

Returns the maximum value in the domain of the laplace distribution representable by a double precision float

Formula

INF

impl Median<f64> for Laplace

fn median(&self) -> f64

Returns the median of the laplace distribution

Formula

μ

where μ is the location

impl Min<f64> for Laplace

fn min(&self) -> f64

Returns the minimum value in the domain of the laplace distribution representable by a double precision float

Formula

NEG_INF

impl Mode<Option<f64>> for Laplace

fn mode(&self) -> Option<f64>

Returns the mode of the laplace distribution

Formula

μ

where μ is the location

impl PartialEq<Laplace> for Laplace

fn eq(&self, other: &Laplace) -> bool

This method tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

This method tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Copy for Laplace

impl StructuralPartialEq for Laplace