#statistics #random #quantile #pdf #generation #distributions #gev

gevlib

A Rust library containing distributional quantities (CDF, PDF, Quantile, random generation) of the Extreme Value Distributions

4 releases

0.1.4 Dec 23, 2022
0.1.3 Dec 23, 2022
0.1.2 Dec 23, 2022
0.1.1 Dec 23, 2022
0.1.0 Dec 23, 2022

#1973 in Algorithms

MIT/Apache

21KB
394 lines

GEV Distribution (Rust)

The Extreme Value Distributions in Rust.

Basic Distributional Quantities (CDF, PDF, Quantile and Random Generation) for the Gumbel, Fréchet, (inverse) Weibull and GEV Distributions.

To do

  • add macros to create instances of each distribution.
  • Clean code?
  • Add Rust readme file
  • Write better documentation

lib.rs:

lib.rs file

Dependencies

~1MB
~17K SLoC