Numeric.Probability.Simulation

Simulation

Documentation

class C c where

Simulation means to repeat a Rnd.change change many times and to accumulate all results into a distribution. Therefore, simulation can be regarded as an approximation of distributions through randomization.

The Sim class allows the overloading of simulation for different kinds of generators, namely transitions and Rnd.change changes:

• Trans   a = a -> Dist a   ==>   c = Dist

• RChange a = a -> Rnd.T a  ==>   c = Rnd.T = IO

Minimal complete definition

(~.), (~..), (~*.)

Methods

(~.) :: (Fractional prob, Ord prob, Random prob, Ord a) => Int -> (a -> c a) -> Transition prob a infix 6

returns the final randomized transition

(~..) :: (Fractional prob, Ord prob, Random prob, Ord a) => (Int, Int) -> (a -> c a) -> RExpand prob a infix 6

returns the whole trace for a k-fold simulation

(~*.) :: (Fractional prob, Ord prob, Random prob, Ord a) => (Int, Int) -> (a -> c a) -> Transition prob a infix 8

returns the whole trace for a single simulation

Instances

C T

Defined in Numeric.Probability.Simulation

Methods

(~.) :: (Fractional prob, Ord prob, Random prob, Ord a) => Int -> (a -> T a) -> Transition prob a

(~..) :: (Fractional prob, Ord prob, Random prob, Ord a) => (Int, Int) -> (a -> T a) -> RExpand prob a

(~*.) :: (Fractional prob, Ord prob, Random prob, Ord a) => (Int, Int) -> (a -> T a) -> Transition prob a

(Num prob, Ord prob, Random prob) => C (T prob)

Defined in Numeric.Probability.Simulation

Methods

(~.) :: (Fractional prob0, Ord prob0, Random prob0, Ord a) => Int -> (a -> T prob a) -> Transition prob0 a

(~..) :: (Fractional prob0, Ord prob0, Random prob0, Ord a) => (Int, Int) -> (a -> T prob a) -> RExpand prob0 a

(~*.) :: (Fractional prob0, Ord prob0, Random prob0, Ord a) => (Int, Int) -> (a -> T prob a) -> Transition prob0 a