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Add rand_distr::TruncatedNormal #1523

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@ongchi ongchi commented Nov 4, 2024

  • Added a CHANGELOG.md entry

Summary

Add truncated normal distribution to rand_distr, allowing users to specify the mean, standard deviation, left bound, and right bound of the distribution.

Motivation

As discussion in #1189.
This would be use in numerical simulations, statistics, games, etc.

Details

This implementation is ported from scipy.stats.truncnorm, which relies on Cephes Mathematical Library.
An extra dependency is added of the Rust implementation of the Cephes library (spec_math).

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