README
¶
godist
godist provides some Go implementations of useful continuous and
discrete probability distributions, as well as some handy methods for
working with them.
The general idea is that I will add to these over time, but that each distribution will implement the following interface:
type Distribution interface{
// distribution mean
Mean() (float64, error)
// distribution median
Median() (float64, error)
// distribution mode
Mode() (float64, error)
// distribution variance
Variance() (float64, error)
// generate a random value according to the probability distribution
Float64() (float64, error)
}
In practice, distributions may also provide other useful methods, where appropriate.
The intentions of godist is not to provide the fastest, most efficient
implementations, but instead to provide idiomatic Go implementations
that can be easily understood and extended. Having said that, where
there are useful and well-understood numerical tricks and tools to
improve performance, these have been utilised and documented.
Contributions welcome!
Current Distributions
- Beta Distribution
- Empirical Distribution
Documentation
¶
Overview ¶
Package godist provides a collection of useful continuous and discrete probability distributions, as well as helpful associated methods around them.
Index ¶
- type Beta
- type Distribution
- type Empirical
- func (e *Empirical) Add(values ...float64)
- func (e *Empirical) Float64() (float64, error)
- func (e *Empirical) Mean() (float64, error)
- func (e *Empirical) Median() (float64, error)
- func (e *Empirical) Mode() (float64, error)
- func (e *Empirical) Size() float64
- func (e *Empirical) Variance() (float64, error)
- type InvalidDistributionError
- type UnsupportedError
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type Beta ¶
A Beta distribution is a continuous probability distribution on the range [0, 1], which can be formed using shape parameters α, β > 0.
Beta distributions have many uses, with one of the more common ones being to model random variables.
func (Beta) Float64 ¶
Float64 returns a random variate from the Beta Distribution.
Float64 makes use of four different algorithms for generating random variates, depending on the values of α and β. This implementation is based on the work done by Kevin Karplus in gen_beta.c (https://compbio.soe.ucsc.edu/gen_sequence/gen_beta.c)
func (Beta) Median ¶
Median returns the median of the Beta distribution.
Since there is no closed-form expression for the median of a Beta distribution, we use a number of known closed-form special cases, and an approximation for the general case where α > 1 and β > 1.
Currently, Median cannot calculate the median where α and β are < 1 unless α = β.
type Distribution ¶
type Distribution interface {
Mean() (float64, error)
Median() (float64, error)
Mode() (float64, error)
Variance() (float64, error)
// generate a random value according to the probability distribution
Float64() (float64, error)
}
Distribution is the interface that defines useful methods for understanding specific instances of distributions, and sampling random variates from them.
type Empirical ¶
type Empirical struct {
// contains filtered or unexported fields
}
An Empirical distribution in the context of the godist package is essentially just a sample of discrete values.
All values added to an Empirical Distribution remain in memory, and while some efficiencies have been made around memoising certain values, in general calls to Median and Mode currently involve re-sorting the entire sample in the Empirical distribution.
func (*Empirical) Add ¶
Add adds one or more values to the empirical sample.
Add carries out some operations to improve the efficiency of other method calls, which is the main reason why the underlying sample data-structure is not exported.
func (*Empirical) Float64 ¶
Float64 returns a randomly sampled value from the Empirical distribution.
func (*Empirical) Median ¶
Median calculates the distribution median.
Median returns a memoised median if either: (1) the distribution has not been updated since the last call to Median, or (2) all values added to the distribution since the last call are equal to the median of the distribution.
In the case that the distribution sample size is even, the mean of the two middle values is returned.
func (*Empirical) Mode ¶
Mode calculates the distribution mode.
Mode returns a memoised if either: (1) the distribution has not been updated since the last call to Mode, or (2) all values added to the distribution since the last call are equal to the mode of the distribution.
In the case that the distribution is multi-modal, the smallest mode is returned.
type InvalidDistributionError ¶
type InvalidDistributionError struct{ S string }
func (InvalidDistributionError) Error ¶
func (e InvalidDistributionError) Error() string
type UnsupportedError ¶
type UnsupportedError struct{ S string }
func (UnsupportedError) Error ¶
func (e UnsupportedError) Error() string
Source Files