Module cont_arith_code::distribution::gaussian

source ·

Structs§

Functions§

  • floor_rem
    Separate the fractional part of a number of the integer part
  • lerp
    Does a linear interpolation on the area under the curve of the PDF of the standard normal between two points. Does the computation in log-scale so we’re numerically stable in the tails
  • log_cdf
    log-CDF of the standard normal
  • log_pdf
    log-PDF of the standard normal
  • log_probability
    Returns a numerically stable log(abs(cdf(hi) - cdf(lo))) for the standard normal. Should only return log(0.0) if the bounds are the same or if the log-PDF at their mid point is f64::NEG_INFINITY (or almost).
  • pdf
    PDF of the standard normal
  • quantile
    Quantile of the standard normal
  • quantile_exp
    Quantile-exp (inverse of the log-CDF) of the standard normal