gsl-random 0.4.2 → 0.4.3

raw patch · 3 files changed

+79/−24 lines, 3 filesPVP ok

version bump matches the API change (PVP)

API changes (from Hackage documentation)

Files

• NEWS +3/−0
• gsl-random.cabal +1/−1
• lib/GSL/Random/Dist.hs +75/−23

@@ -1,3 +1,6 @@+Changes in 0.4.3+* Felipe Lessa added the multinomial distribution.+ Changes in 0.4.2 * Depend on the vector package. * Felipe Lessa added beta, logistic, Pareto, Weibull, gamma

@@ -1,5 +1,5 @@ name:            gsl-random-version:         0.4.2+version:         0.4.3 homepage:        http://github.com/patperry/hs-gsl-random synopsis:        Bindings the the GSL random number generation facilities. description:

@@ -123,6 +123,12 @@     gammaPInv,     gammaQInv, +    -- * The Multinomial Distribution+    getMultinomial,++    multinomialPdf,+    multinomialLnPdf,+     -- * The Dirichlet Distribution     getDirichlet, @@ -697,6 +703,42 @@   +-- | @multinomialPdf ns ps@ evaluates the probability density+-- @p(ns)@ at @ns@ for a multinomial distribution with parameters+-- @ps@, where all @ps@ are non-negative and sum to @1@.  Note+-- that @xs@ and @alphas@ should have the same length.+multinomialPdf :: VS.Vector Int    -- ^ @ns@+               -> VS.Vector Double -- ^ @ps@+               -> Double+multinomialPdf = vectorPdfHelper "multinomialPdf" gsl_ran_multinomial_pdf++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_multinomial_pdf :: CSize -> Ptr Double -> Ptr Int -> CDouble++-- | @multinomialLnPdf xs alphas == log (multinomialPdf xs alphas)@,+--   but more efficient.+multinomialLnPdf :: VS.Vector Int    -- ^ @ns@+                 -> VS.Vector Double -- ^ @ps@+                 -> Double+multinomialLnPdf = vectorPdfHelper "multinomialLnPdf" gsl_ran_multinomial_lnpdf++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_multinomial_lnpdf :: CSize -> Ptr Double -> Ptr Int -> CDouble++-- | @getMultinomial r n ps@ gets a random sample from a+-- multinomial distribution with parameters @ps@ formed by @n@+-- trials.+getMultinomial :: RNG -> Int -> VS.Vector Double -> IO (VS.Vector Int)+getMultinomial rng n = vectorGetHelper f rng+    where+      f r k = gsl_ran_multinomial r k (fromIntegral n)++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_multinomial :: Ptr () -> CSize -> CUInt -> Ptr Double -> Ptr Int -> IO ()++++ -- | @dirichletPdf xs alphas@ evaluates the probability density -- @p(xs)@ at @xs@ for a Dirichlet distribution with parameters -- @alphas@, where all @alphas@ are positive (strictly greater@@ -705,7 +747,7 @@ dirichletPdf :: VS.Vector Double -- ^ @xs@              -> VS.Vector Double -- ^ @alphas@              -> Double-dirichletPdf = dirichletPdfHelper gsl_ran_dirichlet_pdf+dirichletPdf = vectorPdfHelper "dirichletPdf" gsl_ran_dirichlet_pdf  foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_ran_dirichlet_pdf :: CSize -> Ptr Double -> Ptr Double -> CDouble@@ -715,36 +757,16 @@ dirichletLnPdf :: VS.Vector Double -- ^ @xs@                -> VS.Vector Double -- ^ @alphas@                -> Double-dirichletLnPdf = dirichletPdfHelper gsl_ran_dirichlet_lnpdf+dirichletLnPdf = vectorPdfHelper "dirichletLnPdf" gsl_ran_dirichlet_lnpdf  foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_ran_dirichlet_lnpdf :: CSize -> Ptr Double -> Ptr Double -> CDouble -dirichletPdfHelper :: (CSize -> Ptr Double -> Ptr Double -> CDouble)-                   -> VS.Vector Double -> VS.Vector Double -> Double-dirichletPdfHelper f xs alphas-    | len /= len2 = error "dirichletPdf*: different lengths"-    | otherwise   = unsafePerformIO $-                    VS.unsafeWith xs     $ \xs_ptr ->-                    VS.unsafeWith alphas $ \alphas_ptr ->-                    return $ realToFrac $ f lenS alphas_ptr xs_ptr-    where-      len  = VS.length xs-      len2 = VS.length alphas-      lenS = fromIntegral len- -- | @getDirichlet r alphas@ gets a random sample from a -- Dirichlet distribution with parameters @alphas@, where all -- @alphas@ are positive. getDirichlet :: RNG -> VS.Vector Double -> IO (VS.Vector Double)-getDirichlet (MkRNG rng_fptr) alphas =-    withForeignPtr rng_fptr $ \rng_ptr ->-    VS.unsafeWith alphas    $ \alphas_ptr -> do-      let len = VS.length alphas-      ret_fptr <- mallocForeignPtrArray len-      withForeignPtr ret_fptr $ \ret_ptr ->-        gsl_ran_dirichlet rng_ptr (fromIntegral len) alphas_ptr ret_ptr-      return (VS.unsafeFromForeignPtr ret_fptr 0 len)+getDirichlet = vectorGetHelper gsl_ran_dirichlet  foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_ran_dirichlet :: Ptr () -> CSize -> Ptr Double -> Ptr Double -> IO ()@@ -794,3 +816,33 @@ liftRan3 ran_fn (MkRNG fptr) p q r =     withForeignPtr fptr $ \ptr ->     realToFrac <$> ran_fn ptr (realToFrac p) (realToFrac q) (realToFrac r)++++vectorPdfHelper :: (VS.Storable a, VS.Storable b) =>+                   String -> (CSize -> Ptr a -> Ptr b -> CDouble)+                -> VS.Vector b -> VS.Vector a -> Double+vectorPdfHelper name f xs alphas+    | len /= len2 = error $ name ++ ": different lengths"+    | otherwise   = unsafePerformIO $+                    VS.unsafeWith xs     $ \xs_ptr ->+                    VS.unsafeWith alphas $ \alphas_ptr ->+                    return $ realToFrac $ f lenS alphas_ptr xs_ptr+    where+      len  = VS.length xs+      len2 = VS.length alphas+      lenS = fromIntegral len+{-# INLINE vectorPdfHelper #-}++vectorGetHelper :: (VS.Storable a, VS.Storable b) =>+                   (Ptr () -> CSize -> Ptr a -> Ptr b -> IO ())+                -> RNG -> VS.Vector a -> IO (VS.Vector b)+vectorGetHelper f (MkRNG rng_fptr) alphas =+    withForeignPtr rng_fptr $ \rng_ptr ->+    VS.unsafeWith alphas    $ \alphas_ptr -> do+      let len = VS.length alphas+      ret_fptr <- mallocForeignPtrArray len+      withForeignPtr ret_fptr $ \ret_ptr ->+        f rng_ptr (fromIntegral len) alphas_ptr ret_ptr+      return (VS.unsafeFromForeignPtr ret_fptr 0 len)+{-# INLINE vectorGetHelper #-}