PDF, CDF, and percent-point/quantile functions for the normal and Student’s t distributions

🎉 Zero dependencies

Add this line to your application’s Cargo.toml under [dependencies]:

distrs = "0.1"

• Normal
• Student’s t

use distrs::Normal;

Normal::pdf(x, mean, std_dev);
Normal::cdf(x, mean, std_dev);
Normal::ppf(p, mean, std_dev);

use distrs::StudentsT;

StudentsT::pdf(x, df);
StudentsT::cdf(x, df);
StudentsT::ppf(p, df);

• A handy approximation for the error function and its inverse
• Algorithm 395: Student’s t-distribution
• Algorithm 396: Student’s t-quantiles

View the changelog

Everyone is encouraged to help improve this project. Here are a few ways you can help:

• Report bugs
• Fix bugs and submit pull requests
• Write, clarify, or fix documentation
• Suggest or add new features

To get started with development:

git clone https://github.com/ankane/dist-rust.git
cd dist-rust
cargo test