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rust-random / rand

A Rust library for random number generation.
https://crates.io/crates/rand
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Kolmogorov Distribution #1356

Closed abstractqqq closed 1 year ago

abstractqqq commented 1 year ago

Background

This package contains all the distributions that I want, except Kolmogorov, which I think is quite important since KS statistics is used quite a lot in banking and insurance related data analysis and data science projects.

What is your motivation?

I am building a Polars Plugin (in Rust) that allows "in-dataframe" statistical tests, meaning one can run statistical tests on any "groupby level" without leaving dataframes. The front-end is accessible in Python and would really facilitate a lot of data science workflows. A real world use case is to see if this feature is drifting with time / finding how similar some columns are.

What type of application is this? (E.g. cryptography, game, numerical simulation)

Feature request

abstractqqq commented 1 year ago

CLosing because it is probably better to ask in other projects.

dhardy commented 1 year ago

In general we are open to PRs for new distributions to rand_distr, but we require a review from some other person (and this may not come from a maintainer).

vks commented 1 year ago

I would be happy to review a PR for the Kolmogorov distribution.