mcmc-types-1.0.2: mcmc-types.cabal
name: mcmc-types
version: 1.0.2
synopsis: Common types for sampling.
homepage: http://github.com/jtobin/mcmc-types
license: MIT
license-file: LICENSE
author: Jared Tobin
maintainer: jared@jtobin.ca
build-type: Simple
category: Numeric, Math
cabal-version: >= 1.10
description:
Common types for implementing Markov Chain Monte Carlo (MCMC) algorithms.
.
An instance of an MCMC problem can be characterized by the following:
.
* A /target distribution/ over some parameter space
.
* A /parameter space/ for a Markov chain to wander over
.
* A /transition operator/ to drive the Markov chain
.
/mcmc-types/ provides the suitably-general 'Target', 'Chain', and
'Transition' types for representing these things respectively.
Source-repository head
Type: git
Location: http://github.com/jtobin/mcmc-types.git
library
exposed-modules: Data.Sampling.Types
default-language: Haskell2010
build-depends:
base >= 4 && < 6
, containers >= 0.5 && < 6
, mwc-probability >= 1.0.1
, transformers