goal-simulation-0.1: scripts/ito-process.hs

{-# LANGUAGE Arrows #-}

--- Imports ---


-- Goal --

import Goal.Core

import Goal.Simulation
import Goal.Geometry
import Goal.Probability

import qualified Data.Vector.Storable as C
import qualified Numeric.LinearAlgebra.HMatrix as M

--- Main ---


main :: IO ()
main = do
    let dt = 0.01
        fps = round $ recip dt
        tivl = 2
        t0 = 0
        ts = [t0,t0 + dt..]
        x0 = euclideanPoint [0]
    trj <- runWithSystemRandom $ itoProcess (\t _ -> C.fromList [cos t]) (\t _ -> M.fromLists [[1 + cos (2*t)]]) t0 x0

    let trajectoryToRenderable ln = toRenderable . execEC $ do

            layout_y_axis . laxis_generate .= scaledAxis def (-6,6)

            plot . liftEC $ do
                plot_lines_title .= "Ito Process"
                plot_lines_style .= solidLine 3 (opaque red)
                plot_lines_values .= [ln]

    let mly = proc t -> do
            x <- trj -< t
            pth <- trajectoryWindow tivl -< (t,coordinate 0 x)
            returnA -< trajectoryToRenderable pth

    --- Gtk ---

    initGUI

    apst <- newAnimationPost 2 (Just fps)

    forkIO $ streamM_ mly (postRenderable apst) ts

    mainGUI