Struct BetaSuccessPosterior 

pub struct BetaSuccessPosterior {
    pub alpha: f64,
    pub beta: f64,
}

Conjugate Beta(α, β) posterior over a Bernoulli success probability.

Fields

alpha: f64

Pseudo-count of successes (α).

beta: f64

Pseudo-count of failures (β).

Implementations

impl BetaSuccessPosterior

pub fn new(alpha: f64, beta: f64) -> Self

Create a Beta(α, β) prior. Both parameters must be positive.

pub fn update(&mut self, successes: u64, failures: u64)

Conjugate update from observed Bernoulli trials.

pub fn mean(&self) -> f64

Posterior mean α / (α + β).

pub fn variance(&self) -> f64

Posterior variance αβ / ((α+β)² (α+β+1)).

pub fn total(&self) -> f64

Total observed evidence α + β.

pub fn sample<R: Rng>(&self, rng: &mut R) -> f64

Draw θ ~ Beta(α, β) from the current posterior (Thompson sampling).

Trait Implementations

impl Clone for BetaSuccessPosterior

fn clone(&self) -> BetaSuccessPosterior

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Copy for BetaSuccessPosterior

impl Debug for BetaSuccessPosterior

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for BetaSuccessPosterior

fn eq(&self, other: &BetaSuccessPosterior) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for BetaSuccessPosterior