Struct statrs::distribution::Cauchy

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pub struct Cauchy { /* private fields */ }

Expand description

Implements the Cauchy distribution, also known as the Lorentz distribution.

Examples

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

let n = Cauchy::new(0.0, 1.0).unwrap();
assert_eq!(n.mode().unwrap(), 0.0);
assert_eq!(n.pdf(1.0), 0.1591549430918953357689);

Implementations

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impl Cauchy

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

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

Errors

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

pub fn location(&self) -> f64

Returns the location of the cauchy distribution

pub fn scale(&self) -> f64

Returns the scale of the cauchy distribution

Examples

use statrs::distribution::Cauchy;

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

Trait Implementations

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impl Clone for Cauchy

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fn clone(&self) -> Cauchy

Returns a copy of the value. Read more

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

Performs copy-assignment from source. Read more

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impl Continuous<f64, f64> for Cauchy

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

Calculates the probability density function for the cauchy distribution at x

Formula

1 / (πγ * (1 + ((x - x_0) / γ)^2))

where x_0 is the location and γ is the scale

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

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

Formula

ln(1 / (πγ * (1 + ((x - x_0) / γ)^2)))

where x_0 is the location and γ is the scale

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impl ContinuousCDF<f64, f64> for Cauchy

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

Calculates the cumulative distribution function for the cauchy distribution at x

Formula

(1 / π) * arctan((x - x_0) / γ) + 0.5

where x_0 is the location and γ is the scale

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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. Read more

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impl Debug for Cauchy

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

Formats the value using the given formatter. Read more

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impl Distribution<f64> for Cauchy

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

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

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

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

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

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

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impl Distribution<f64> for Cauchy

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

Returns the entropy of the cauchy distribution

Formula

ln(γ) + ln(4π)

where γ is the scale

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

Returns the mean, if it exists. The default implementation returns an estimation based on random samples. This is a crude estimate for when no further information is known about the distribution. More accurate statements about the mean can and should be given by overriding the default implementation. Read more

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

Returns the variance, if it exists. The default implementation returns an estimation based on random samples. This is a crude estimate for when no further information is known about the distribution. More accurate statements about the variance can and should be given by overriding the default implementation. Read more

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