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Add a way to easily get the standard normal distribution. #228

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May 25, 2024
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40 changes: 40 additions & 0 deletions src/distribution/normal.rs
Original file line number Diff line number Diff line change
Expand Up @@ -51,6 +51,24 @@ impl Normal {
Ok(Normal { mean, std_dev })
}
}

/// Constructs a new standard normal distribution with a mean of 0
/// and a standard deviation of 1.
///
///
/// # Examples
///
/// ```
/// use statrs::distribution::Normal;
///
/// let mut result = Normal::standard();
/// ```
pub fn standard() -> Normal {
Normal {
mean: 0.0,
std_dev: 1.0,
}
}
}

impl ::rand::distributions::Distribution<f64> for Normal {
Expand Down Expand Up @@ -288,6 +306,15 @@ pub fn sample_unchecked<R: Rng + ?Sized>(rng: &mut R, mean: f64, std_dev: f64) -
mean + std_dev * ziggurat::sample_std_normal(rng)
}


impl std::default::Default for Normal {
/// Returns the standard normal distribution with a mean of 0
/// and a standard deviation of 1.
fn default() -> Self {
Self::standard()
}
}

#[rustfmt::skip]
#[cfg(all(test, feature = "nightly"))]
mod tests {
Expand Down Expand Up @@ -508,4 +535,17 @@ mod tests {
test_almost(5.0, 2.0, 10.0, 1e-14, inverse_cdf(0.9937903346742238648330218954258077788721022530769078));
test_case(5.0, 2.0, f64::INFINITY, inverse_cdf(1.0));
}

#[test]
fn test_default() {
let n = Normal::default();

let n_mean = n.mean().unwrap();
let n_std = n.std_dev().unwrap();

// Check that the mean of the distribution is close to 0
assert_almost_eq!(n_mean, 0.0, 1e-15);
// Check that the standard deviation of the distribution is close to 1
assert_almost_eq!(n_std, 1.0, 1e-15);
}
}
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