speedy-slice 0.1.0.0 → 0.1.1

raw patch · 2 files changed

+23/−19 lines, 2 files

Files

• Numeric/MCMC/Slice.hs +19/−18
• speedy-slice.cabal +4/−1

@@ -1,7 +1,8 @@-{-# OPTIONS_GHC -Wall #-}+-- {-# OPTIONS_GHC -Wall #-} {-# LANGUAGE BangPatterns #-} {-# LANGUAGE RecordWildCards #-} {-# LANGUAGE FlexibleContexts #-}+{-# LANGUAGE NoMonomorphismRestriction #-} {-# LANGUAGE TypeFamilies #-}  -- |@@ -44,7 +45,7 @@ import Data.Sampling.Types import Pipes hiding (next) import qualified Pipes.Prelude as Pipes-import System.Random.MWC.Probability (Prob, Gen)+import System.Random.MWC.Probability (Prob, Gen, Variate) import qualified System.Random.MWC.Probability as MWC  -- | Trace 'n' iterations of a Markov chain and stream them to stdout.@@ -56,9 +57,9 @@ -- -0.48500122500661846,0.46245400501919076 mcmc   :: (Show (t a), FoldableWithIndex (Index (t a)) t, Ixed (t a),-     IxValue (t a) ~ Double)+     Num (IxValue (t a)), Variate (IxValue (t a)))   => Int-  -> Double+  -> IxValue (t a)   -> t a   -> (t a -> Double)   -> Gen RealWorld@@ -75,8 +76,8 @@ -- A Markov chain driven by the slice transition operator. chain   :: (PrimMonad m, FoldableWithIndex (Index (t a)) t, Ixed (t a),-     IxValue (t a) ~ Double)-  => Double+     Num (IxValue (t a)), Variate (IxValue (t a)))+  => IxValue (t a)   -> Chain (t a) b   -> Gen (PrimState m)   -> Producer (Chain (t a) b) m ()@@ -89,8 +90,8 @@ -- | A slice sampling transition operator. slice   :: (PrimMonad m, FoldableWithIndex (Index (t a)) t, Ixed (t a),-      IxValue (t a) ~ Double)-  => Double+      Num (IxValue (t a)), Variate (IxValue (t a)))+  => IxValue (t a)   -> Transition m (Chain (t a) b) slice step = do   Chain _ _ position _ <- get@@ -110,10 +111,10 @@  -- Find a bracket by expanding its bounds through powers of 2. findBracket-  :: (Ord a, Ixed s, IxValue s ~ Double)+  :: (Ord a, Ixed s, Num (IxValue s))   => (s -> a)   -> Index s-  -> Double+  -> IxValue s   -> a   -> s   -> (IxValue s, IxValue s)@@ -136,36 +137,36 @@         in  go (2 * e) bl0 br0  expandBracketLeft-  :: (Ixed s, IxValue s ~ Double)+  :: (Ixed s, Num (IxValue s))   => Index s-  -> Double+  -> IxValue s   -> s   -> s expandBracketLeft = expandBracketBy (-)  expandBracketRight-  :: (Ixed s, IxValue s ~ Double)+  :: (Ixed s, Num (IxValue s))   => Index s-  -> Double+  -> IxValue s   -> s   -> s expandBracketRight = expandBracketBy (+)  expandBracketBy   :: Ixed s-  => (IxValue s -> Double -> IxValue s)+  => (IxValue s -> t -> IxValue s)   -> Index s-  -> Double+  -> t   -> s   -> s expandBracketBy f index step xs = xs & ix index %~ (`f` step )  -- Perform rejection sampling within the supplied bracket. rejection-  :: (Ord a, PrimMonad m, Ixed b, IxValue b ~ Double)+  :: (Ord a, PrimMonad m, Ixed b, Variate (IxValue b))   => (b -> a)   -> Index b-  -> (Double, Double)+  -> (IxValue b, IxValue b)   -> a   -> b   -> Prob m b

@@ -1,5 +1,5 @@ name:                speedy-slice-version:             0.1.0.0+version:             0.1.1 synopsis:            Speedy slice sampling. homepage:            http://github.com/jtobin/speedy-slice license:             MIT@@ -16,6 +16,9 @@   operate over generic indexed traversable functors, so you can expect it to   work if your target function takes a list, vector, map, sequence, etc. as its   argument.+  .+  Additionally you can sample over anything that's an instance of both 'Num' and+  'Variate', which is useful in the case of discrete parameters.   .   Exports a 'mcmc' function that prints a trace to stdout, as well as a   'slice' transition operator that can be used more generally.