https://github.com/dyedgreen/uncertain

Fast and correct computations with uncertain values
https://github.com/dyedgreen/uncertain

crates rust-crate trait uncertain-values

Last synced: 8 months ago
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Fast and correct computations with uncertain values

• Host: GitHub
• URL: https://github.com/dyedgreen/uncertain
• Owner: dyedgreen
• License: mit
• Created: 2021-02-21T19:57:17.000Z (over 5 years ago)
• Default Branch: master
• Last Pushed: 2025-06-08T20:29:16.000Z (about 1 year ago)
• Last Synced: 2025-08-07T11:16:04.998Z (10 months ago)
• Topics: crates, rust-crate, trait, uncertain-values
• Language: Rust
• Homepage: https://crates.io/crates/uncertain
• Size: 48.8 KB
• Stars: 95
• Watchers: 2
• Forks: 2
• Open Issues: 3
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# `Uncertain`

[![crates.io](https://img.shields.io/crates/v/uncertain.svg)](https://crates.io/crates/uncertain)

[![Released API docs](https://docs.rs/uncertain/badge.svg)](https://docs.rs/uncertain)

[![CI](https://github.com/dyedgreen/uncertain/actions/workflows/ci.yml/badge.svg)](https://github.com/dyedgreen/uncertain/actions/workflows/ci.yml)

[![MIT licensed](https://img.shields.io/badge/license-MIT-blue.svg)](./LICENSE)

Fast and correct computations with uncertain values.

When working with values which are not exactly determined, such as sensor data, it

can be difficult to handle uncertainties correctly.

The `Uncertain` trait makes such computations as natural as regular computations:

```rust

use uncertain::{Uncertain, Distribution};

use rand_distr::Normal;

// Some inputs about which we are not sure

let x = Distribution::from(Normal::new(5.0, 2.0).unwrap());

let y = Distribution::from(Normal::new(7.0, 3.0).unwrap());

// Do some computations

let distance = x.sub(y).map(|diff: f64| diff.abs());

// Ask a question about the result

let is_it_far = distance.map(|dist| dist > 2.0);

// Check how certain the answer is

assert_eq!(is_it_far.pr(0.9), false);

assert_eq!(is_it_far.pr(0.5), true);

```

This works by sampling a Bayesian network which is implicitly created by describing the computation

on the uncertain type. The `Uncertain` trait only permits tests for simple boolean hypotheses. This

is by design: using Wald's [sequential probability ratio test][sprt], evaluation typically

takes less than `100` samples.

## Stability

While this crate is released as version `0.x`, breaking API changes should be expected.

## References

The `Uncertain` trait exported from the library is an implementation of

the paper [`Uncertain`][paper].

[paper]: https://www.cs.utexas.edu/users/mckinley/papers/uncertainty-asplos-2014.pdf

[sprt]: https://en.wikipedia.org/wiki/Sequential_probability_ratio_test