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Add distribution plots to rand_distr documentation #1434

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9b02d66
Intermediate solution
MichaelOwenDyer Apr 8, 2024
2ea1da3
First few diagrams added
MichaelOwenDyer Apr 9, 2024
3187495
Remove bernoulli.png, move python src to diagrams folder, add more di…
MichaelOwenDyer Apr 10, 2024
e4cfd9d
Embed more diagrams
MichaelOwenDyer Apr 10, 2024
52719b4
Add back python code in new dir
MichaelOwenDyer Apr 10, 2024
f656d82
Switch to svg files
MichaelOwenDyer Apr 10, 2024
bcc0228
Exclude py src from package
MichaelOwenDyer Apr 10, 2024
6dc035c
Add python method stubs for all dists
MichaelOwenDyer Apr 10, 2024
00ba897
Remove python and embedding
MichaelOwenDyer Apr 10, 2024
6bc8145
Remove plots
MichaelOwenDyer Apr 10, 2024
741d82e
Documentation binomial to hypergeometric
MichaelOwenDyer Apr 11, 2024
af53cb2
Add rest of plots
MichaelOwenDyer May 24, 2024
91028d2
Merge branch 'refs/heads/master' into dist-diagrams-in-docs
MichaelOwenDyer May 24, 2024
92010f2
Update documentation
MichaelOwenDyer Jun 16, 2024
5bb4635
Rustfmt
MichaelOwenDyer Jun 16, 2024
0ff93c9
Update CHANGELOG.md
MichaelOwenDyer Jun 16, 2024
6d3f241
Implement feedback
MichaelOwenDyer Jun 18, 2024
4f201ba
Update documentation for t-distribution
MichaelOwenDyer Jun 18, 2024
c1342f3
Update documentation for StudentT::new
MichaelOwenDyer Jun 18, 2024
1fa94f6
Update documentation
MichaelOwenDyer Jun 18, 2024
2d8de9a
Update documentation
MichaelOwenDyer Jun 19, 2024
2319a65
Update Inverse Gaussian and Normal
MichaelOwenDyer Jun 22, 2024
9829ca1
Update documentation
MichaelOwenDyer Jul 8, 2024
74ec228
Add Wikipedia links
MichaelOwenDyer Jul 8, 2024
e105c59
Consistency
MichaelOwenDyer Jul 8, 2024
6165645
fmt
MichaelOwenDyer Jul 8, 2024
b1f5252
Change order of Frechet parameters
MichaelOwenDyer Jul 8, 2024
00503f4
Fix Pareto parameters
MichaelOwenDyer Jul 8, 2024
4428023
Fix ξ name
MichaelOwenDyer Jul 8, 2024
4a880b8
Add skew normal wikipedia link
MichaelOwenDyer Jul 8, 2024
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5 changes: 5 additions & 0 deletions rand_distr/CHANGELOG.md
Original file line number Diff line number Diff line change
Expand Up @@ -4,6 +4,11 @@ All notable changes to this project will be documented in this file.
The format is based on [Keep a Changelog](http://keepachangelog.com/en/1.0.0/)
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).

## Unreleased

### Added
- Add plots for `rand_distr` distributions to documentation (#1434)

## [0.5.0-alpha.1] - 2024-03-18
- Target `rand` version `0.9.0-alpha.1`

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2 changes: 1 addition & 1 deletion rand_distr/Cargo.toml
Original file line number Diff line number Diff line change
Expand Up @@ -14,7 +14,7 @@ keywords = ["random", "rng", "distribution", "probability"]
categories = ["algorithms", "no-std"]
edition = "2021"
rust-version = "1.61"
include = ["src/", "LICENSE-*", "README.md", "CHANGELOG.md", "COPYRIGHT"]
include = ["/src", "LICENSE-*", "README.md", "CHANGELOG.md", "COPYRIGHT"]

[package.metadata.docs.rs]
rustdoc-args = ["--cfg docsrs", "--generate-link-to-definition"]
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19 changes: 16 additions & 3 deletions rand_distr/src/binomial.rs
Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,7 @@
// option. This file may not be copied, modified, or distributed
// except according to those terms.

//! The binomial distribution.
//! The binomial distribution `Binomial(n, p)`.
use crate::{Distribution, Uniform};
use core::cmp::Ordering;
Expand All @@ -16,11 +16,24 @@ use core::fmt;
use num_traits::Float;
use rand::Rng;

/// The binomial distribution `Binomial(n, p)`.
/// The [binomial distribution](https://en.wikipedia.org/wiki/Binomial_distribution) `Binomial(n, p)`.
///
/// The binomial distribution is a discrete probability distribution
/// which describes the probability of seeing `k` successes in `n`
/// independent trials, each of which has success probability `p`.
///
/// # Density function
///
/// This distribution has density function:
/// `f(k) = n!/(k! (n-k)!) p^k (1-p)^(n-k)` for `k >= 0`.
///
/// # Plot
///
/// The following plot of the binomial distribution illustrates the
/// probability of `k` successes out of `n = 10` trials with `p = 0.2`
/// and `p = 0.6` for `0 <= k <= n`.
///
/// ![Binomial distribution](https://raw.githubusercontent.com/rust-random/charts/main/charts/binomial.svg)
///
/// # Example
///
/// ```
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34 changes: 28 additions & 6 deletions rand_distr/src/cauchy.rs
Original file line number Diff line number Diff line change
Expand Up @@ -7,20 +7,37 @@
// option. This file may not be copied, modified, or distributed
// except according to those terms.

//! The Cauchy distribution.
//! The Cauchy distribution `Cauchy(x₀, γ)`.
use crate::{Distribution, Standard};
use core::fmt;
use num_traits::{Float, FloatConst};
use rand::Rng;

/// The Cauchy distribution `Cauchy(median, scale)`.
/// The [Cauchy distribution](https://en.wikipedia.org/wiki/Cauchy_distribution) `Cauchy(x₀, γ)`.
///
/// This distribution has a density function:
/// `f(x) = 1 / (pi * scale * (1 + ((x - median) / scale)^2))`
/// The Cauchy distribution is a continuous probability distribution with
/// parameters `x₀` (median) and `γ` (scale).
/// It describes the distribution of the ratio of two independent
/// normally distributed random variables with means `x₀` and scales `γ`.
/// In other words, if `X` and `Y` are independent normally distributed
/// random variables with means `x₀` and scales `γ`, respectively, then
/// `X / Y` is `Cauchy(x₀, γ)` distributed.
///
/// Note that at least for `f32`, results are not fully portable due to minor
/// differences in the target system's *tan* implementation, `tanf`.
/// # Density function
///
/// `f(x) = 1 / (π * γ * (1 + ((x - x₀) / γ)²))`
///
/// # Plot
///
/// The plot illustrates the Cauchy distribution with various values of `x₀` and `γ`.
/// Note how the median parameter `x₀` shifts the distribution along the x-axis,
/// and how the scale `γ` changes the density around the median.
///
/// The standard Cauchy distribution is the special case with `x₀ = 0` and `γ = 1`,
/// which corresponds to the ratio of two [`StandardNormal`](crate::StandardNormal) distributions.
///
/// ![Cauchy distribution](https://raw.githubusercontent.com/rust-random/charts/main/charts/cauchy.svg)
///
/// # Example
///
Expand All @@ -31,6 +48,11 @@ use rand::Rng;
/// let v = cau.sample(&mut rand::thread_rng());
/// println!("{} is from a Cauchy(2, 5) distribution", v);
/// ```
///
/// # Notes
///
/// Note that at least for `f32`, results are not fully portable due to minor
/// differences in the target system's *tan* implementation, `tanf`.
#[derive(Clone, Copy, Debug, PartialEq)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct Cauchy<F>
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21 changes: 17 additions & 4 deletions rand_distr/src/dirichlet.rs
Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,8 @@
// option. This file may not be copied, modified, or distributed
// except according to those terms.

//! The dirichlet distribution.
//! The dirichlet distribution `Dirichlet(α₁, α₂, ..., αₙ)`.
#![cfg(feature = "alloc")]
use crate::{Beta, Distribution, Exp1, Gamma, Open01, StandardNormal};
use core::fmt;
Expand Down Expand Up @@ -185,11 +186,23 @@ where
FromBeta(DirichletFromBeta<F, N>),
}

/// The Dirichlet distribution `Dirichlet(alpha)`.
/// The [Dirichlet distribution](https://en.wikipedia.org/wiki/Dirichlet_distribution) `Dirichlet(α₁, α₂, ..., αₖ)`.
///
/// The Dirichlet distribution is a family of continuous multivariate
/// probability distributions parameterized by a vector alpha of positive reals.
/// It is a multivariate generalization of the beta distribution.
/// probability distributions parameterized by a vector of positive
/// real numbers `α₁, α₂, ..., αₖ`, where `k` is the number of dimensions
/// of the distribution. The distribution is supported on the `k-1`-dimensional
/// simplex, which is the set of points `x = [x₁, x₂, ..., xₖ]` such that
/// `0 ≤ xᵢ ≤ 1` and `∑ xᵢ = 1`.
/// It is a multivariate generalization of the [`Beta`](crate::Beta) distribution.
/// The distribution is symmetric when all `αᵢ` are equal.
///
/// # Plot
///
/// The following plot illustrates the 2-dimensional simplices for various
/// 3-dimensional Dirichlet distributions.
///
/// ![Dirichlet distribution](https://raw.githubusercontent.com/rust-random/charts/main/charts/dirichlet.png)
///
/// # Example
///
Expand Down
60 changes: 44 additions & 16 deletions rand_distr/src/exponential.rs
Original file line number Diff line number Diff line change
Expand Up @@ -7,37 +7,47 @@
// option. This file may not be copied, modified, or distributed
// except according to those terms.

//! The exponential distribution.
//! The exponential distribution `Exp(λ)`.
use crate::utils::ziggurat;
use crate::{ziggurat_tables, Distribution};
use core::fmt;
use num_traits::Float;
use rand::Rng;

/// Samples floating-point numbers according to the exponential distribution,
/// with rate parameter `λ = 1`. This is equivalent to `Exp::new(1.0)` or
/// sampling with `-rng.gen::<f64>().ln()`, but faster.
/// The standard exponential distribution `Exp(1)`.
///
/// See `Exp` for the general exponential distribution.
/// This is equivalent to `Exp::new(1.0)` or sampling with
/// `-rng.gen::<f64>().ln()`, but faster.
///
/// Implemented via the ZIGNOR variant[^1] of the Ziggurat method. The exact
/// description in the paper was adjusted to use tables for the exponential
/// distribution rather than normal.
/// See [`Exp`](crate::Exp) for the general exponential distribution.
///
/// [^1]: Jurgen A. Doornik (2005). [*An Improved Ziggurat Method to
/// Generate Normal Random Samples*](
/// https://www.doornik.com/research/ziggurat.pdf).
/// Nuffield College, Oxford
/// # Plot
///
/// The following plot illustrates the exponential distribution with `λ = 1`.
///
/// ![Exponential distribution](https://raw.githubusercontent.com/rust-random/charts/main/charts/exponential_exp1.svg)
///
/// # Example
///
/// ```
/// use rand::prelude::*;
/// use rand_distr::Exp1;
///
/// let val: f64 = thread_rng().sample(Exp1);
/// println!("{}", val);
/// ```
///
/// # Notes
///
/// Implemented via the ZIGNOR variant[^1] of the Ziggurat method. The exact
/// description in the paper was adjusted to use tables for the exponential
/// distribution rather than normal.
///
/// [^1]: Jurgen A. Doornik (2005). [*An Improved Ziggurat Method to
/// Generate Normal Random Samples*](
/// https://www.doornik.com/research/ziggurat.pdf).
/// Nuffield College, Oxford
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct Exp1;
Expand Down Expand Up @@ -75,12 +85,30 @@ impl Distribution<f64> for Exp1 {
}
}

/// The exponential distribution `Exp(lambda)`.
/// The [exponential distribution](https://en.wikipedia.org/wiki/Exponential_distribution) `Exp(λ)`.
///
/// The exponential distribution is a continuous probability distribution
/// with rate parameter `λ` (`lambda`). It describes the time between events
/// in a [`Poisson`](crate::Poisson) process, i.e. a process in which
/// events occur continuously and independently at a constant average rate.
///
/// See [`Exp1`](crate::Exp1) for an optimised implementation for `λ = 1`.
///
/// # Density function
///
/// `f(x) = λ * exp(-λ * x)` for `x > 0`, when `λ > 0`.
///
/// For `λ = 0`, all samples yield infinity (because a Poisson process
/// with rate 0 has no events).
///
/// # Plot
///
/// This distribution has density function: `f(x) = lambda * exp(-lambda * x)`
/// for `x > 0`, when `lambda > 0`. For `lambda = 0`, all samples yield infinity.
/// The following plot illustrates the exponential distribution with
/// various values of `λ`.
/// The `λ` parameter controls the rate of decay as `x` approaches infinity,
/// and the mean of the distribution is `1/λ`.
///
/// Note that [`Exp1`](crate::Exp1) is an optimised implementation for `lambda = 1`.
/// ![Exponential distribution](https://raw.githubusercontent.com/rust-random/charts/main/charts/exponential.svg)
///
/// # Example
///
Expand Down
26 changes: 21 additions & 5 deletions rand_distr/src/frechet.rs
Original file line number Diff line number Diff line change
Expand Up @@ -6,20 +6,36 @@
// option. This file may not be copied, modified, or distributed
// except according to those terms.

//! The Fréchet distribution.
//! The Fréchet distribution `Fréchet(μ, σ, α)`.
use crate::{Distribution, OpenClosed01};
use core::fmt;
use num_traits::Float;
use rand::Rng;

/// Samples floating-point numbers according to the Fréchet distribution
/// The [Fréchet distribution](https://en.wikipedia.org/wiki/Fr%C3%A9chet_distribution) `Fréchet(α, μ, σ)`.
///
/// This distribution has density function:
/// `f(x) = [(x - μ) / σ]^(-1 - α) exp[-(x - μ) / σ]^(-α) α / σ`,
/// where `μ` is the location parameter, `σ` the scale parameter, and `α` the shape parameter.
/// The Fréchet distribution is a continuous probability distribution
/// with location parameter `μ` (`mu`), scale parameter `σ` (`sigma`),
/// and shape parameter `α` (`alpha`). It describes the distribution
/// of the maximum (or minimum) of a number of random variables.
/// It is also known as the Type II extreme value distribution.
///
/// # Density function
///
/// `f(x) = [(x - μ) / σ]^(-1 - α) exp[-(x - μ) / σ]^(-α) α / σ`
///
/// # Plot
///
/// The plot shows the Fréchet distribution with various values of `μ`, `σ`, and `α`.
/// Note how the location parameter `μ` shifts the distribution along the x-axis,
/// the scale parameter `σ` stretches or compresses the distribution along the x-axis,
/// and the shape parameter `α` changes the tail behavior.
///
/// ![Fréchet distribution](https://raw.githubusercontent.com/rust-random/charts/main/charts/frechet.svg)
///
/// # Example
///
/// ```
/// use rand::prelude::*;
/// use rand_distr::Frechet;
Expand Down
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