Trait statrs::distribution::ContinuousCDF

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pub trait ContinuousCDF<K: Float, T: Float>: Min<K> + Max<K> {
    // Required method
    fn cdf(&self, x: K) -> T;

    // Provided method
    fn inverse_cdf(&self, p: T) -> K { ... }
}
Expand description

The ContinuousCDF trait is used to specify an interface for univariate distributions for which cdf float arguments are sensible.

Required Methods§

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fn cdf(&self, x: K) -> T

Returns the cumulative distribution function calculated at x for a given distribution. May panic depending on the implementor.

Examples
use statrs::distribution::{ContinuousCDF, Uniform};

let n = Uniform::new(0.0, 1.0).unwrap();
assert_eq!(0.5, n.cdf(0.5));

Provided Methods§

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fn inverse_cdf(&self, p: T) -> K

Due to issues with rounding and floating-point accuracy the default implementation may be ill-behaved. Specialized inverse cdfs should be used whenever possible. Performs a binary search on the domain of cdf to obtain an approximation of F^-1(p) := inf { x | F(x) >= p }. Needless to say, performance may may be lacking.

Implementors§