Module distributions

Probability distribution functions applied element-wise to matrices.

Includes approximations for the normal, uniform and gamma distributions as well as the error function.

use rustframe::compute::stats::distributions;
use rustframe::matrix::Matrix;

let x = Matrix::from_vec(vec![0.0], 1, 1);
let pdf = distributions::normal_pdf(x.clone(), 0.0, 1.0);
assert!((pdf.get(0,0) - 0.3989).abs() < 1e-3);

Functions

binomial_cdf

CDF of the Binomial(n, p) for matrices

binomial_pmf

PMF of the Binomial(n, p) distribution for matrices

erf

Approximation of the error function for matrices

gamma

gamma_cdf

CDF of the Gamma distribution for matrices

gamma_pdf

PDF of the Gamma distribution for matrices

lower_incomplete_gamma

Lower incomplete gamma for matrices

normal_cdf

CDF of the Normal distribution for matrices

normal_pdf

PDF of the Normal distribution for matrices

poisson_cdf

CDF of the Poisson(λ) distribution for matrices

poisson_pmf

PMF of the Poisson(λ) distribution for matrices

uniform_cdf

CDF of the Uniform distribution on [a, b] for matrices

uniform_pdf

PDF of the Uniform distribution on [a, b] for matrices