Background
What is your motivation?
Skew normal distribution is a variant of the normal distribution that allows a preference to some side of the mode. It has many applications and it is a very simple variant to work with. Personally, I used it in a biological model and implemented the sampling method to do some Monte Carlo computations.
What type of application is this?
Numerical simulation
Feature request
I would like to add SkewNormal to the rand_distr crate. This would implement Distribution<F> where F:Float, just as Normal does.
As for the sampling algorithm, I propose to follow this paper. The method is simple, but there is no benchmark against other algorithms. That would be a reason to choose another algorithm. Other algorithms might have performance issues in extreme parameters.
I volunteer to make a PR. I wanted to ask first about it.
Background
What is your motivation?
Skew normal distribution is a variant of the normal distribution that allows a preference to some side of the mode. It has many applications and it is a very simple variant to work with. Personally, I used it in a biological model and implemented the sampling method to do some Monte Carlo computations.
What type of application is this?
Numerical simulation
Feature request
I would like to add
SkewNormalto therand_distrcrate. This would implementDistribution<F> where F:Float, just asNormaldoes.As for the sampling algorithm, I propose to follow this paper. The method is simple, but there is no benchmark against other algorithms. That would be a reason to choose another algorithm. Other algorithms might have performance issues in extreme parameters.
I volunteer to make a PR. I wanted to ask first about it.