declarative-0.1.0.0: declarative.cabal

name:                declarative
version:             0.1.0.0
synopsis:            DIY Markov Chains.
homepage:            http://github.com/jtobin/declarative
license:             MIT
license-file:        LICENSE
author:              Jared Tobin
maintainer:          jared@jtobin.ca
category:            Math
build-type:          Simple
cabal-version:       >=1.10
description:
  DIY Markov Chains.
  .
  Build composite Markov transition operators from existing ones for fun and
  profit.
  .
  A useful strategy is to hedge one's sampling risk by occasionally
  interleaving a computationally-expensive transition (such as a gradient-based
  algorithm like Hamiltonian Monte Carlo or NUTS) with cheap Metropolis
  transitions.
  .
  > transition = frequency [
  >     (9, metropolis 1.0)
  >   , (1, hamiltonian 0.05 20)
  >   ]
  .
  Alternatively: sample consecutively using the same algorithm, but over a
  range of different proposal distributions.
  .
  > transition = concatAllT [
  >     slice 0.5
  >   , slice 1.0
  >   , slice 2.0
  >   ]
  .
  Or just mix and match and see what happens!
  .
  > transition =
  >   sampleT
  >     (sampleT (metropolis 0.5) (slice 0.1))
  >     (sampleT (hamiltonian 0.01 20) (metropolis 2.0))
  .
  Check the test suite for example usage.

Source-repository head
  Type:     git
  Location: http://github.com/jtobin/declarative.git

library
  default-language:    Haskell2010
  hs-source-dirs:      lib
  exposed-modules:
    Numeric.MCMC
  build-depends:
      base              < 5
    , mcmc-types        >= 1.0.1
    , mwc-probability   >= 1.0.1
    , mighty-metropolis >= 1.0.1
    , lens              >= 4 && < 5
    , primitive
    , pipes             >= 4 && < 5
    , hasty-hamiltonian >= 1.1.1
    , speedy-slice      >= 0.1.2
    , transformers

Test-suite rosenbrock
  type:                exitcode-stdio-1.0
  hs-source-dirs:      test
  main-is:             Rosenbrock.hs
  default-language:    Haskell2010
  ghc-options:
    -rtsopts
  build-depends:
      base              < 5
    , mwc-probability   >= 1.0.1
    , declarative