porco

Composable probability distributions.

Examples

Create simple probability distributions.

```rust enum Coin { Heads, Tails, }

impl Coin { fn flip() -> Distribution { Distribution::uniform([Coin::Heads, Coin::Tails]) } }

let coin = Coin::flip(); assert_eq!(coin.pmf(&Coin::Heads), Probability(0.5)); ```

Compose operations over distributions using combinators.

```rust fn reflipiftails(coin: Coin) -> Distribution { match coin { Coin::Heads => Distribution::always(Coin::Heads), Coin::Tails => Coin::flip(), } }

let coin = Coin::flip().andthen(reflipiftails); asserteq!(coin.pmf(&Coin::Heads), Probability(0.75)); ```

Compute summary statistics of random variables.

rust let die = Distribution::uniform([1, 2, 3, 4, 5, 6]); let ev = die.given(|&v| v <= 4).expectation(); assert_eq!(ev, 2.5);