monte-carlo 0.4.2 → 0.5

raw patch · 6 files changed

+121/−14 lines, 6 filesdep +QuickCheckdep +deepseqdep +ieee754dep ~vectorPVP ok

version bump matches the API change (PVP)

Dependencies added: QuickCheck, deepseq, ieee754, random, test-framework, test-framework-quickcheck2

Dependency ranges changed: vector

API changes (from Hackage documentation)

Files

• NEWS +15/−0
• lib/Control/Monad/MC/GSL.hs +2/−1
• lib/Data/Summary/Bool.hs +14/−1
• lib/Data/Summary/Double.hs +28/−0
• monte-carlo.cabal +24/−3
• tests/Main.hs +38/−9

@@ -1,3 +1,18 @@+Changes in 0.5:++* Clark Gaebel added Monoid and NFData instances to Summary types++* Clark Gaebel added liftMCT to the export list++* Casper Holmgreen fixed bug in Data.Summary.Bool Show instance++* Gábor Lipták added test target to cabal+++Changes in 0.4.3:++* New cabal test use: cabal configure --enable-tests --enable-library-coverage+ Changes in 0.4.2:  * gliptak added compile fixes for ghc 7.4

@@ -21,6 +21,7 @@     runMCT,     evalMCT,     execMCT,+    liftMCT,      -- * Pure random number generator creation     RNG,@@ -37,6 +38,6 @@     ) where  import Control.Monad.MC.GSLBase ( MC, runMC, evalMC, execMC,-    MCT, runMCT, evalMCT, execMCT, RNG, Seed, mt19937, mt19937WithState,+    MCT, runMCT, evalMCT, execMCT, liftMCT, RNG, Seed, mt19937, mt19937WithState,     rngName, rngSize, rngState ) import Control.Monad.MC.Class hiding ( RNG )

@@ -24,7 +24,9 @@      ) where +import Control.DeepSeq import Data.List( foldl' )+import Data.Monoid import Text.Printf  import Data.Summary.Utils@@ -41,12 +43,19 @@ instance Show Summary where     show s@(S n c) =         printf "    sample size: %d" n-        ++ printf "\n      successes: %g" c+        ++ printf "\n      successes: %d" c         ++ printf "\n     proportion: %g" (sampleMean s)         ++ printf "\n             SE: %g" (sampleSE s)         ++ printf "\n         99%% CI: (%g, %g)" c1 c2       where (c1,c2) = sampleCI 0.99 s +instance Monoid Summary where+    mempty = empty+    mappend = union++instance NFData Summary++ -- | Get a summary of a list of values. summary :: [Bool] -> Summary summary = foldl' update empty@@ -54,6 +63,10 @@ -- | Get an empty summary. empty :: Summary empty = S 0 0++-- | Take the union of two summaries.+union :: Summary -> Summary -> Summary+union (S na ca) (S nb cb) = S (na + nb) (ca + cb)  -- | Update the summary with a data point. update :: Summary -> Bool -> Summary

@@ -27,7 +27,9 @@      ) where +import Control.DeepSeq import Data.List( foldl' )+import Data.Monoid import Text.Printf  import Data.Summary.Utils@@ -51,6 +53,13 @@         ++ printf "\n         99%% CI: (%g, %g)" c1 c2       where (c1,c2) = sampleCI 0.99 s +instance Monoid Summary where+    mempty = empty+    mappend = union++instance NFData Summary++ -- | Get a summary of a list of values. summary :: [Double] -> Summary summary = foldl' update empty@@ -72,6 +81,25 @@         l'    = if x < l then x else l         h'    = if x > h then x else h     in S n' m' s' l' h'++-- | Take the union of two summaries.+-- Use the updating rules from Chan et al. "Updating Formulae and a Pairwise+--   Algorithm for Computing Sample Variances," available at+-- ftp://reports.stanford.edu/pub/cstr/reports/cs/tr/79/773/CS-TR-79-773.pdf+union :: Summary -> Summary -> Summary+union (S na ma sa la ha) (S nb mb sb lb hb) =+    let delta = mb - ma+        (na', nb') = (fromIntegral na, fromIntegral nb)+        n  = na + nb+        n' = fromIntegral n+        weightedDelta = delta*nb'/n'+        m  | n == 0    = 0+           | otherwise = ma + weightedDelta+        s  | n == 0    = 0+           | otherwise = sa + sb + delta*na'*weightedDelta+        l  = min la lb+        h  = max ha hb+    in S n m s l h  -- | Get the sample size. sampleSize :: Summary -> Int

@@ -1,5 +1,5 @@ name:           monte-carlo-version:        0.4.2+version:        0.5 license:        BSD3 license-file:   LICENSE author:         Patrick Perry@@ -15,7 +15,7 @@                 (GSL) is supported. build-type:     Simple stability:      experimental-cabal-version:  >= 1.6+cabal-version:  >= 1.8 extra-source-files: NEWS examples/Binomial.hs examples/Pi.lhs                     examples/Poker.hs  examples/Queue.hs tests/Main.hs                     tests/Makefile@@ -46,7 +46,8 @@     build-depends:  base       >= 4     && < 5,                     gsl-random >= 0.4.3 && < 0.5,                     mtl        >= 1.1   && < 3.0,-                    vector     >= 0.6   && < 0.10+                    vector     >= 0.6   && < 0.11,+                    deepseq    >= 1.0   && < 2.0      hs-source-dirs: lib     ghc-options:    -Wall@@ -55,3 +56,23 @@     type:       git     location:   https://github.com/patperry/hs-monte-carlo.git +test-suite monte-carlo-test+  type:+      exitcode-stdio-1.0+  hs-source-dirs:+      lib, tests+  main-is:+      Main.hs+  ghc-options:+      -Wall -Werror+  build-depends:+      base       >= 4     && < 5+    , gsl-random >= 0.4.3 && < 0.5+    , mtl        >= 1.1   && < 3.0+    , vector     >= 0.6   && < 0.11+    , ieee754 >= 0.7 && < 0.8+    , random >=1.0 && < 1.1+    , QuickCheck >= 2.4.0.1 && < 2.6+    , test-framework-quickcheck2 >= 0.2 && < 0.4+    , test-framework >= 0.4 && < 0.9+    , deepseq >= 1.0 && < 2.0

@@ -1,37 +1,36 @@-+{-# LANGUAGE RankNTypes #-} module Main where -import Debug.Trace import Control.Monad import Data.AEq-import Data.List-import System.IO-import System.Environment-import System.Random-import Text.Printf+import Data.Monoid+import Data.Summary import Test.QuickCheck import Test.Framework import Test.Framework.Providers.QuickCheck2  import Control.Monad.MC.Walker -+prop_table_probs :: Weights -> Bool prop_table_probs (Weights n ws) =     let table = computeTable n ws     in all (\i -> probOf table i ~== ps !! i) [0..n-1]   where     ps = probsFromWeights ws +prop_table_index :: Weights -> Unif -> Bool prop_table_index (Weights n ws) (Unif u) =     let table = computeTable n ws         i     = indexTable table u     in i >= 0 && i < n && (ws !! i > 0) +tests_Walker :: Test tests_Walker = testGroup "Walker"     [ testProperty "table probabilities" prop_table_probs     , testProperty "table indexing"      prop_table_index     ] +probOf :: Table -> Int -> Double probOf table i =     (((sum . map ((1-) . fst) . filter ((==i) . snd))                        (map (component table) [0..n-1]))@@ -39,13 +38,43 @@   where     n = tableSize table +prop_monoid_update_equiv :: [Double] -> [Double] -> Bool+prop_monoid_update_equiv xs ys =+    approxEqualS (summary $ xs <> ys)+                 (summary xs <> summary ys)++prop_monoid_assoc :: [Double] -> [Double] -> [Double] -> Bool+prop_monoid_assoc xs ys zs =+    let (sxs, sys, szs) = (summary xs, summary ys, summary zs)+     in ((sxs <> sys) <> szs) `approxEqualS` (sxs <> (sys <> szs))++prop_monoid_commute :: [Double] -> [Double] -> Bool+prop_monoid_commute xs ys =+    let (sxs, sys) = (summary xs, summary ys)+     in (sxs <> sys) `approxEqualS` (sys <> sxs)++tests_monoid :: Test+tests_monoid = testGroup "Monoid Instance"+    [ testProperty "update equivalence" prop_monoid_update_equiv+    , testProperty "associativity" prop_monoid_assoc+    , testProperty "commutativity" prop_monoid_commute+    ]+ ------------------------------- Utility functions --------------------------- +probsFromWeights :: forall b. Fractional b => [b] -> [b] probsFromWeights ws = let     w  = sum ws     ps = map (/w) ws     in ps +approxEqualS :: Summary -> Summary -> Bool+approxEqualS a b =+    sampleSize a == sampleSize b &&+      all eq [ sampleMin, sampleMax, sampleMean, sampleVar ]+    where+        eq f = f a ~== f b+ ------------------------------- Test generators -----------------------------  posInt :: Gen Int@@ -83,4 +112,4 @@   main :: IO ()-main = defaultMain [ tests_Walker ]+main = defaultMain [ tests_Walker, tests_monoid ]