flat-mcmc 1.3.0 → 1.4.0

raw patch · 6 files changed

+97/−49 lines, 6 filesPVP ok

version bump matches the API change (PVP)

API changes (from Hackage documentation)

Files

• flat-mcmc.cabal +21/−14
• lib/Data/Vector/Extended.hs +29/−0
• lib/Numeric/MCMC/Flat.hs +23/−8
• src/Main.hs +8/−9
• test/BNN.hs +8/−9
• test/Rosenbrock.hs +8/−9

@@ -1,5 +1,5 @@ name:                flat-mcmc-version:             1.3.0+version:             1.4.0 synopsis:            Painless general-purpose sampling. homepage:            https://github.com/jtobin/flat-mcmc license:             MIT@@ -8,7 +8,7 @@ maintainer:          jared@jtobin.ca category:            Math build-type:          Simple-cabal-version:       >=1.10+cabal-version:       >= 1.18 description:   flat-mcmc is a Haskell library for painless, efficient, general-purpose   sampling from continuous distributions.@@ -25,23 +25,23 @@   as a 'flat' transition operator that can be used more generally.   .   > import Numeric.MCMC.Flat-  > import qualified Data.Vector.Unboxed as U (Vector, toList, fromList)-  > import qualified Data.Vector as V (fromList)+  > import qualified Data.Vector.Unboxed as U (unsafeIndex)   >   > rosenbrock :: Particle -> Double   > rosenbrock xs = negate (5  * (x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2) where-  >   [x0, x1] = U.toList xs+  >   x0 = U.unsafeIndex xs 0+  >   x1 = U.unsafeIndex xs 1   >-  > ensemble :: Ensemble-  > ensemble = V.fromList [-  >     U.fromList [negate 1.0, negate 1.0]-  >   , U.fromList [negate 1.0, 1.0]-  >   , U.fromList [1.0, negate 1.0]-  >   , U.fromList [1.0, 1.0]+  > origin :: Ensemble+  > origin = ensemble [+  >     particle [negate 1.0, negate 1.0]+  >   , particle [negate 1.0, 1.0]+  >   , particle [1.0, negate 1.0]+  >   , particle [1.0, 1.0]   >   ]   >   > main :: IO ()-  > main = withSystemRandom . asGenIO $ mcmc 12500 ensemble rosenbrock+  > main = withSystemRandom . asGenIO $ mcmc 12500 origin rosenbrock  Source-repository head   Type:     git@@ -49,9 +49,16 @@  library   default-language: Haskell2010-  ghc-options:      -Wall   hs-source-dirs:   lib-  exposed-modules:  Numeric.MCMC.Flat+  ghc-options:+      -Wall++  exposed-modules:+      Numeric.MCMC.Flat++  other-modules:+      Data.Vector.Extended+   build-depends:       base             >  4     && < 6     , formatting       >= 6     && < 7

@@ -0,0 +1,29 @@+-- |+-- Module: Data.Vector.Extended+-- Copyright: (c) 2016 Jared Tobin+-- License: MIT+--+-- Maintainer: Jared Tobin <jared@jtobin.ca>+-- Stability: unstable+-- Portability: ghc++module Data.Vector.Extended (+    ensemble+  , particle+  ) where++import qualified Data.Vector as V (fromList, Vector)+import qualified Data.Vector.Unboxed as U (fromList, Vector)++-- | A type-specialized alias for Data.Vector.fromList.+--+--   Use this to create ensembles from lists of particles.+ensemble :: [U.Vector Double] -> V.Vector (U.Vector Double)+ensemble = V.fromList++-- | A type-specialized alias for Data.Vector.Unboxed.fromList+--+--   Use this to create particles from lists of doubles.+particle :: [Double] -> U.Vector Double+particle = U.fromList+

@@ -36,6 +36,9 @@   , MWC.createSystemRandom   , MWC.withSystemRandom   , MWC.asGenIO++  , VE.ensemble+  , VE.particle   ) where  import Control.Monad (replicateM)@@ -50,6 +53,7 @@ import qualified Data.Text.IO as T (putStrLn) import Data.Vector (Vector) import qualified Data.Vector as V+import qualified Data.Vector.Extended as VE (ensemble, particle) import qualified Data.Vector.Unboxed as U import Formatting ((%)) import qualified Formatting as F@@ -83,8 +87,20 @@     glue a b = a <> "\n" <> renderParticle b {-# INLINE renderEnsemble #-} +-- | A particle is an n-dimensional point in Euclidean space.+--+--   You can create a particle by using the 'particle' helper function, or just+--   use Data.Vector.Unboxed.fromList. type Particle = U.Vector Double +-- | An ensemble is a collection of particles.+--+--   The Markov chain we're interested in will run over the space of ensembles,+--   so you'll want to build an ensemble out of a reasonable number of+--   particles to kick off the chain.+--+--   You can create an ensemble by using the 'ensemble' helper function, or just+--   use Data.Vector.fromList. type Ensemble = Vector Particle  symmetric :: PrimMonad m => Prob m Double@@ -130,7 +146,6 @@       w0 k    = e0 `V.unsafeIndex` pred k       w1 k ks = e1 `V.unsafeIndex` pred (ks `U.unsafeIndex` pred k) -       worker (k, z, zc) = move target (w0 k) (w1 k js) z zc       !result = runPar $         parMapChunk granularity worker (zip3 [1..n] zs zcs)@@ -169,20 +184,20 @@ --   you'll need to provide an ensemble of particles for the start location. -- -- >>> import Numeric.MCMC.Flat--- >>> import Data.Vector (Vector, toList, fromList)+-- >>> import Data.Vector.Unboxed (toList) -- >>> :{ -- >>>   let rosenbrock xs = negate (5  *(x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2) --             where [x0, x1] = toList xs -- >>> :} -- >>> :{--- >>> let 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]+-- >>> let origin = ensemble [+-- >>>       particle [negate 1.0, negate 1.0]+-- >>>     , particle [negate 1.0, 1.0]+-- >>>     , particle [1.0, negate 1.0]+-- >>>     , particle [1.0, 1.0] -- >>>     ] -- >>> :}--- >>> withSystemRandom . asGenIO $ mcmc 2 ensemble rosenbrock+-- >>> withSystemRandom . asGenIO $ mcmc 2 origin rosenbrock -- -1.0,-1.0 -- -1.0,1.0 -- 1.0,-1.0

@@ -3,21 +3,20 @@ module Main where  import Numeric.MCMC.Flat-import qualified Data.Vector.Unboxed as U (toList, fromList)-import qualified Data.Vector as V (fromList)+import qualified Data.Vector.Unboxed as U (toList)  bnn :: Particle -> Double bnn xs = -0.5 * (x0 ^ 2 * x1 ^ 2 + x0 ^ 2 + x1 ^ 2 - 8 * x0 - 8 * x1) where   [x0, x1] = U.toList xs -ensemble :: Ensemble-ensemble = V.fromList [-    U.fromList [negate 1.0, negate 1.0]-  , U.fromList [negate 1.0, 1.0]-  , U.fromList [1.0, negate 1.0]-  , U.fromList [1.0, 1.0]+origin :: Ensemble+origin = ensemble [+    particle [negate 1.0, negate 1.0]+  , particle [negate 1.0, 1.0]+  , particle [1.0, negate 1.0]+  , particle [1.0, 1.0]   ]  main :: IO ()-main = withSystemRandom . asGenIO $ mcmc 10000 ensemble bnn+main = withSystemRandom . asGenIO $ mcmc 10000 origin bnn 

@@ -3,21 +3,20 @@ module Main where  import Numeric.MCMC.Flat-import qualified Data.Vector.Unboxed as U (Vector, toList, fromList)-import qualified Data.Vector as V (fromList)+import qualified Data.Vector.Unboxed as U (toList)  bnn :: Particle -> Double bnn xs = -0.5 * (x0 ^ 2 * x1 ^ 2 + x0 ^ 2 + x1 ^ 2 - 8 * x0 - 8 * x1) where   [x0, x1] = U.toList xs -ensemble :: Ensemble-ensemble = V.fromList [-    U.fromList [negate 1.0, negate 1.0]-  , U.fromList [negate 1.0, 1.0]-  , U.fromList [1.0, negate 1.0]-  , U.fromList [1.0, 1.0]+origin :: Ensemble+origin = ensemble [+    particle [negate 1.0, negate 1.0]+  , particle [negate 1.0, 1.0]+  , particle [1.0, negate 1.0]+  , particle [1.0, 1.0]   ]  main :: IO ()-main = withSystemRandom . asGenIO $ mcmc 100 ensemble bnn+main = withSystemRandom . asGenIO $ mcmc 100 origin bnn 

@@ -3,21 +3,20 @@ module Main where  import Numeric.MCMC.Flat-import qualified Data.Vector.Unboxed as U (Vector, toList, fromList)-import qualified Data.Vector as V (fromList)+import qualified Data.Vector.Unboxed as U (toList)  rosenbrock :: Particle -> Double rosenbrock xs = negate (5  *(x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2) where   [x0, x1] = U.toList xs -ensemble :: Ensemble-ensemble = V.fromList [-    U.fromList [negate 1.0, negate 1.0]-  , U.fromList [negate 1.0, 1.0]-  , U.fromList [1.0, negate 1.0]-  , U.fromList [1.0, 1.0]+origin :: Ensemble+origin = ensemble [+    particle [negate 1.0, negate 1.0]+  , particle [negate 1.0, 1.0]+  , particle [1.0, negate 1.0]+  , particle [1.0, 1.0]   ]  main :: IO ()-main = withSystemRandom . asGenIO $ mcmc 100 ensemble rosenbrock+main = withSystemRandom . asGenIO $ mcmc 100 origin rosenbrock