mwc-probability 2.0.4 → 2.1.0

raw patch · 3 files changed

+22/−11 lines, 3 files

Files

• CHANGELOG +4/−0
• mwc-probability.cabal +3/−3
• src/System/Random/MWC/Probability.hs +15/−8

@@ -1,5 +1,9 @@ 	# Changelog +	- 2.1.0 (2019-07-23)+	* Generalises 'categorical' and 'multinomial' to take things proportional to+	  probabilities, rather than probabilities proper.+ 	- 2.0.4 (2018-06-30) 	* Clean up docs and add some additional usage information. 	* Split the existing Student t distribution into 'student' and its

@@ -1,5 +1,5 @@ name:                mwc-probability-version:             2.0.4+version:             2.1.0 homepage:            http://github.com/jtobin/mwc-probability license:             MIT license-file:        LICENSE@@ -8,7 +8,7 @@ category:            Math build-type:          Simple cabal-version:       >= 1.10-tested-with:         GHC == 8.0.2, GHC == 8.2.2 , GHC == 8.4.2+tested-with:         GHC == 8.0.2, GHC == 8.2.2 , GHC == 8.4.2, GHC == 8.6.5 synopsis:            Sampling function-based probability distributions. description: @@ -55,7 +55,7 @@   hs-source-dirs:      src   build-depends:       base          >=  4.8 && < 6-    , mwc-random    >   0.13 && < 0.14+    , mwc-random    >   0.13 && < 0.15     , primitive     >=  0.6 && < 1.0     , transformers  >=  0.5 && < 1.0 

@@ -340,15 +340,21 @@ -- | The multinomial distribution of `n` trials and category probabilities --   `ps`. -----   Note that `ps` is a vector of probabilities and should sum to one.+--   Note that the supplied probability container should consist of non-negative+--   values but is not required to sum to one. multinomial :: (Foldable f, PrimMonad m) => Int -> f Double -> Prob m [Int] multinomial n ps = do-  let cumulative = scanl1 (+) (F.toList ps)-  replicateM n $ do-    z <- uniform-    case findIndex (> z) cumulative of-      Just g  -> return g-      Nothing -> error "mwc-probability: invalid probability vector"+    let (cumulative, total) = runningTotals (F.toList ps)+    replicateM n $ do+      z <- uniformR (0, total)+      case findIndex (> z) cumulative of+        Just g  -> return g+        Nothing -> error "mwc-probability: invalid probability vector"+  where+    -- Note: this is significantly faster than any+    -- of the recursions one might write by hand.+    runningTotals :: Num a => [a] -> ([a], a)+    runningTotals xs = let adds = scanl1 (+) xs in (adds, sum xs) {-# INLINABLE multinomial #-}  -- | Generalized Student's t distribution with location parameter `m`, scale@@ -404,7 +410,8 @@  -- | A categorical distribution defined by the supplied probabilities. -----   Note that the supplied container of probabilities must sum to 1.+--   Note that the supplied probability container should consist of non-negative+--   values but is not required to sum to one. categorical :: (Foldable f, PrimMonad m) => f Double -> Prob m Int categorical ps = do   xs <- multinomial 1 ps