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Better support for multivariate distributions #496
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This is a good point. My preference is to postpone this until we resolve #290 or have more multi-variate distributions. As mentioned in #485 there might be another solution, if fixing the number of variables at compile-time is sufficient: using generic consts (rust-lang/rust#44580). |
Nice, I did not know const generics were so close! rust-lang/rust#51192 (comment)
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We now use const generics: Caveat: we currently use Caveat: sometimes arrays of other lengths are required ( Caveat: the above approach does not support run-time variable length Conclusion: we can improve our code once I tried simply copying the code behind |
Closing: #1006 tracks the remaining issues in Dirichlet, and I don't think there's anything else we want for |
The
Distribution
trait does not work well for multivariate distributions, becauseimpl Distribution<Vec<f64>> for Multivariate
requires an allocation for every sample (see #485 for an example). Maybe we should add another trait:With SIMD in mind, this might even make sense for univariate distribution. So we might want to add
sample_multi
to theDistribution
trait.The text was updated successfully, but these errors were encountered: