name: mighty-metropolis
version: 2.0.0
synopsis: The Metropolis algorithm.
homepage: http://github.com/jtobin/mighty-metropolis
license: MIT
license-file: LICENSE
author: Jared Tobin
maintainer: jared@jtobin.ca
category: Numeric
build-type: Simple
tested-with: GHC == 8.2.2, GHC == 8.8.3
cabal-version: >= 1.10
description:
The classic Metropolis algorithm.
.
Wander around parameter space according to a simple spherical Gaussian
distribution.
.
Exports a 'mcmc' function that prints a trace to stdout, a 'chain' function
for collecting results in-memory, and a 'metropolis' transition operator that
can be used more generally.
.
> import Numeric.MCMC.Metropolis
>
> rosenbrock :: [Double] -> Double
> rosenbrock [x0, x1] = negate (5 *(x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2)
>
> main :: IO ()
> main = withSystemRandom . asGenIO $ mcmc 10000 1 [0, 0] rosenbrock
Source-repository head
Type: git
Location: http://github.com/jtobin/mighty-metropolis.git
library
default-language: Haskell2010
ghc-options:
-Wall
exposed-modules:
Numeric.MCMC.Metropolis
build-depends:
base >= 4 && < 6
, kan-extensions >= 5 && < 6
, pipes >= 4 && < 5
, primitive >= 0.6 && < 1.0
, mcmc-types >= 1.0.1
, mwc-probability >= 1.0.1
, transformers >= 0.5 && < 1.0
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 >= 4 && < 6
, mighty-metropolis
, mwc-probability >= 1.0.1
Test-suite bnn
type: exitcode-stdio-1.0
hs-source-dirs: test
main-is: BNN.hs
default-language: Haskell2010
ghc-options:
-rtsopts
build-depends:
base >= 4 && < 6
, containers >= 0.5 && < 0.7
, mighty-metropolis
, mwc-probability >= 1.0.1
Test-suite tests
type: exitcode-stdio-1.0
hs-source-dirs: test
main-is: Spec.hs
default-language: Haskell2010
ghc-options:
-rtsopts
build-depends:
base >= 4 && < 6
, containers >= 0.5 && < 0.7
, foldl
, mighty-metropolis
, mwc-probability >= 1.0.1
, hspec
, mwc-random
, mcmc-types