declarative 0.4.0 → 0.5.0

raw patch · 3 files changed

+33/−5 lines, 3 filesdep +kan-extensions

Dependencies added: kan-extensions

Files

• declarative.cabal +2/−1
• lib/Numeric/MCMC.hs +28/−3
• test/Rosenbrock.hs +3/−1

@@ -1,5 +1,5 @@ name:                declarative-version:             0.4.0+version:             0.5.0 synopsis:            DIY Markov Chains. homepage:            http://github.com/jtobin/declarative license:             MIT@@ -62,6 +62,7 @@     , Numeric.MCMC.Anneal   build-depends:       base              >= 4 && < 6+    , kan-extensions    >= 5 && < 6     , mcmc-types        >= 1.0.1     , mwc-probability   >= 1.0.1     , mighty-metropolis >= 1.0.1

@@ -69,6 +69,7 @@   , frequency   , anneal   , mcmc+  , chain    -- * Re-exported   , module Data.Sampling.Types@@ -87,6 +88,8 @@   , RealWorld   ) where +import Control.Monad (replicateM)+import Control.Monad.Codensity (lowerCodensity) import Control.Monad.IO.Class (MonadIO, liftIO) import Control.Monad.Primitive (PrimMonad, PrimState, RealWorld) import Control.Monad.Trans.State.Strict (execStateT)@@ -161,21 +164,43 @@   -> Gen (PrimState m)   -> m () mcmc n chainPosition transition chainTarget gen = runEffect $-        chain transition Chain {..} gen+        drive transition Chain {..} gen     >-> Pipes.take n     >-> Pipes.mapM_ (liftIO . print)   where     chainScore    = lTarget chainTarget chainPosition     chainTunables = Nothing --- A Markov chain driven by an arbitrary transition operator.+-- | Trace 'n' iterations of a Markov chain and collect them in a list.+--+-- >>> results <- withSystemRandom . asGenIO $ chain 3 [0, 0] (metropolis 0.5) rosenbrock chain+  :: (MonadIO m, PrimMonad m)+  => Int+  -> t a+  -> Transition m (Chain (t a) b)+  -> Target (t a)+  -> Gen (PrimState m)+  -> m [Chain (t a) b]+chain n chainPosition transition chainTarget gen = runEffect $+        drive transition Chain {..} gen+    >-> collect n+  where+    chainScore    = lTarget chainTarget chainPosition+    chainTunables = Nothing++    collect :: Monad m => Int -> Consumer a m [a]+    collect size = lowerCodensity $+      replicateM size (lift Pipes.await)++-- A Markov chain driven by an arbitrary transition operator.+drive   :: PrimMonad m   => Transition m b   -> b   -> Gen (PrimState m)   -> Producer b m a-chain transition = loop where+drive transition = loop where   loop state prng = do     next <- lift (MWC.sample (execStateT transition state) prng)     yield next

@@ -17,5 +17,7 @@     (sampleT (slice 2.0) (slice 3.0))  main :: IO ()-main = withSystemRandom . asGenIO $ mcmc 100 [0, 0] transition rosenbrock+main = withSystemRandom . asGenIO $ \gen -> do+  _ <- chain 100 [0, 0] transition rosenbrock gen+  mcmc 100 [0, 0] transition rosenbrock gen