truncated

package

v0.1.13 Latest Latest Go to latest Published: Mar 7, 2021 License: Apache-2.0 Imports: 3 Imported by: 0

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Repository

github.com/calebcase/gomnia

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Documentation ¶

Overview ¶

Package truncted provides a probability distribution truncater.

Index ¶

type TruncatableDistribution
type Truncated
- func New(dist TruncatableDistribution, min, max float64, src rand.Source) (t Truncated)

Constants ¶

This section is empty.

Variables ¶

This section is empty.

Functions ¶

This section is empty.

Types ¶

type TruncatableDistribution ¶

type TruncatableDistribution interface {
	distuv.Rander
	distuv.Quantiler

	CDF(x float64) float64
}

type Truncated ¶

type Truncated struct {
	Distribution TruncatableDistribution

	Min float64
	Max float64

	Src rand.Source
	// contains filtered or unexported fields
}

Truncated transforms a distribution by truncating the output between minimum and maximum values.

Truncated follows the method described in https://www.jstatsoft.org/article/view/v016c02/v16c02.pdf

func New ¶

func New(dist TruncatableDistribution, min, max float64, src rand.Source) (t Truncated)

New constructs a new truncted distribution with a minimum and maximum range.

func (Truncated) CDF ¶

func (t Truncated) CDF(x float64) float64

CDF computes the value of the cumulative density function at x.

func (Truncated) Quantile ¶

func (t Truncated) Quantile(p float64) float64

Quantile returns the inverse of the cumulative probability distribution.

func (Truncated) Rand ¶

func (t Truncated) Rand() float64

Rand returns a random sample drawn from the embedded distribution truncated to minimum and maximum values.

Source Files ¶

View all Source files

truncated.go

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