### 29 releases

0.10.2 | Sep 14, 2020 |
---|---|

0.10.0 | Jun 2, 2020 |

0.9.3 | Mar 30, 2020 |

0.8.0-beta.1 | Nov 5, 2019 |

0.3.0 | Jul 31, 2018 |

#**11** in Machine learning

**310** downloads per month

Used in **2** crates

**MIT**license

630KB

16K
SLoC

# rv

Random variables (RV) for rust.

rv offers basic functionality for many probability distributions. For example, if we wanted to perform a conjugate analysis of Bernoulli trials:

`use` `rv``::``prelude``::``*``;`
`//` Prior over the unknown coin weight. Assume all weights are equally
`//` likely.
`let` prior `=` `Beta``::`uniform`(``)``;`
`//` observations generated by a fair coin
`let` obs_fair`:` `Vec``<``u8``>` `=` `vec!``[``0``,` `1``,` `0``,` `1``,` `1``,` `0``,` `1``]``;`
`//` observations generated by a coin rigged to always show heads. Note that
`//` we're using `bool`s here. Bernoulli supports mutliple types.
`let` obs_fixed`:` `Vec``<``bool``>` `=` `vec!``[``true``;` `6``]``;`
`let` data_fair`:` `BernoulliData``<``_``>` `=` `DataOrSuffStat``::`Data`(``&`obs_fair`)``;`
`let` data_fixed`:` `BernoulliData``<``_``>` `=` `DataOrSuffStat``::`Data`(``&`obs_fixed`)``;`
`//` Let's compute the posterior predictive probability (pp) of a heads given
`//` the observations from each coin.
`let` postpred_fair `=` prior`.``pp``(``&``1``u8``,` `&`data_fair`)``;`
`let` postpred_fixed `=` prior`.``pp``(``&``true``,` `&`data_fixed`)``;`
`//` The probability of heads should be greater under the all heads data
`assert!``(`postpred_fixed `>` postpred_fair`)``;`
`//` We can also get the posteriors
`let` post_fair`:` Beta `=` prior`.``posterior``(``&`data_fair`)``;`
`let` post_fixed`:` Beta `=` prior`.``posterior``(``&`data_fixed`)``;`
`//` And compare their means
`let` post_mean_fair`:` `f64` `=` post_fair`.``mean``(``)``.``unwrap``(``)``;`
`let` post_mean_fixed`:` `f64` `=` post_fixed`.``mean``(``)``.``unwrap``(``)``;`
`assert!``(`post_mean_fixed `>` post_mean_fair`)``;`

## Design

Random variables are designed to be flexible. For example, we don't just want a

distribution that works with `Beta`

; we want it to work with a bunch of
things like`f64`

`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``<``f64``>` `=` beta`.``sample``(``100``,` `&``mut` rng`)``;`
`let` pdf_x `=` beta`.``ln_pdf``(``&`f64s`[``42``]``)``;`
`//` 100 f32 weights in (0, 1)
`let` f32s`:` `Vec``<``f32``>` `=` beta`.``sample``(``100``,` `&``mut` rng`)``;`
`let` pdf_y `=` beta`.``ln_pdf``(``&`f32s`[``42``]``)``;`
`//` 100 Bernoulli distributions -- Beta is a prior on the weight
`let` berns`:` `Vec``<`Bernoulli`>` `=` beta`.``sample``(``100``,` `&``mut` rng`)``;`
`let` pdf_bern `=` beta`.``ln_pdf``(``&`berns`[``42``]``)``;`

For more interesting examples, including use in machine learning, see

.`examples /`

## Contributing

Bjork has had a great influence on how I create things. She once said in an interview:

When I did "Debut" I thought, 'OK, I've pleased enough people, I'm gonna get really selfish.' And I never sold as many records as with "Debut". So, I don't know, it seems the more selfish I am, the more generous I am. I'm not going to pretend I know the formula. I can only please myself.

And so our goal with rv is to please ourselves. We use it in our tools and we've designed it to do what we want. We are happy if you find rv useful, and we will entertain ideas for changes -- and accept them if we like them -- but in the end, rv is for us.

If you'd like to offer a contribution:

- 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.
- If you plan on implementing a new distribution, implement at least

,`Rv`

, and either`Support`

or`ContinuousDistr`

. Of course, more is better!`DiscreteDistr` - Implement new distributions for the appropriate types. For example, don't
just implement

, also implement`Rv``<``f64``>`

. Check out other distributions to see how it can be done easily with macros.`Rv``<``f32``>` - Write tests, docs, and doc tests.
- Use

. We've included a`rustfmt`

in the project directory.`.`rustfmt`.`toml

#### Dependencies

~4MB

~79K SLoC