rv

Random variables for rust

Developed and tested on nightly.

Design

Random variables are designed to be flexible. For example, we don't just want a Beta distribution that works with f64; we want it to work with a bunch of things.

```rust extern crate rand; extern crate rv;

use rv::prelude::*;

// Beta(0.5, 0.5) let beta = Beta::jeffreys();

let mut rng = rand::thread_rng();

// 100 f64 weights in (0, 1) let f64s: Vec = beta.sample(100, &mut rng); let pdfx = beta.lnpdf(&f64s[42]);

// 100 f32 weights in (0, 1) let f32s: Vec = beta.sample(100, &mut rng); let pdfy = beta.lnpdf(&f32s[42]);

// 100 Bernoulli distributions -- Beta is a prior on the weight let berns: Vec = beta.sample(100, &mut rng); let pdfbern = beta.lnpdf(&berns[42]); ```

Contributing

1. Please create an issue before starting any work. We're far from stable, so we might actually be working on what you want, or we might be working on something that will change the way you might implement it.
2. If you plan on implementing a new distribution, implement at least Rv, Support, and either ContinuousDistr or DiscreteDistr. Of course, more is better!
3. Implement new distributions for the appropriate types. For example, don't just implement Rv<f64>, also implement Rv<f32>. Check out other distributions to see how it can be done easily with macros.
4. Write tests, docs, and doc tests.
5. Use rustfmt. We've included a .rustfmt.toml in the project directory.