name: flat-mcmc version: 1.1.1 synopsis: Painless general-purpose sampling. homepage: http://jtobin.github.com/flat-mcmc license: MIT license-file: LICENSE author: Jared Tobin maintainer: jared@jtobin.ca category: Math build-type: Simple cabal-version: >=1.10 description: flat-mcmc is a Haskell library for painless, efficient, general-purpose sampling from continuous distributions. . flat-mcmc uses an ensemble sampler that is invariant to affine transformations of space. It wanders a target probability distribution's parameter space as if it had been "flattened" or "unstretched" in some sense, allowing many particles to explore it locally and in parallel. . In general this sampler is useful when you want decent performance without dealing with any tuning parameters or local proposal distributions. . flat-mcmc exports an 'mcmc' function that prints a trace to stdout, as well as a 'flat' transition operator that can be used more generally. . > import Numeric.MCMC.Flat > import Data.Vector (Vector, toList, fromList) > > rosenbrock :: Vector Double -> Double > rosenbrock xs = negate (5 *(x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2) where > [x0, x1] = toList xs > > ensemble :: Ensemble > ensemble = fromList [ > fromList [negate 1.0, negate 1.0] > , fromList [negate 1.0, 1.0] > , fromList [1.0, negate 1.0] > , fromList [1.0, 1.0] > ] > > main :: IO () > main = withSystemRandom . asGenIO $ mcmc 12500 ensemble rosenbrock Source-repository head Type: git Location: http://github.com/jtobin/flat-mcmc.git library default-language: Haskell2010 ghc-options: -Wall hs-source-dirs: lib exposed-modules: Numeric.MCMC.Flat build-depends: base > 4 && < 6 , mcmc-types >= 1.0.1 && < 2 , monad-par >= 0.3.4.7 && < 1 , monad-par-extras >= 0.3.3 && < 1 , mwc-probability >= 1.0.1 && < 2 , pipes > 4 && < 5 , primitive , transformers , vector Test-suite rosenbrock type: exitcode-stdio-1.0 hs-source-dirs: test main-is: Rosenbrock.hs default-language: Haskell2010 ghc-options: -rtsopts -threaded build-depends: base , flat-mcmc , vector Test-suite bnn type: exitcode-stdio-1.0 hs-source-dirs: test main-is: BNN.hs default-language: Haskell2010 ghc-options: -rtsopts -threaded build-depends: base , flat-mcmc , vector