flat-mcmc

Painless, efficient, general-purpose sampling from continuous distributions.
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commit e56d43e42e56fd580cb98c932957e2cd90dec51c
parent 1ffe11f520412b1be9da537f59e72522997439f5
Author: Jared Tobin <jared@jtobin.ca>
Date:   Sun,  3 Apr 2016 10:50:10 +0700

src -> lib, etc.

Diffstat:
Mflat-mcmc.cabal | 14+++++++++++++-
Rsrc/Numeric/MCMC/Flat.hs -> lib/Numeric/MCMC/Flat.hs | 0
Mtest/Rosenbrock.hs | 4+++-
3 files changed, 16 insertions(+), 2 deletions(-)

diff --git a/flat-mcmc.cabal b/flat-mcmc.cabal @@ -20,7 +20,7 @@ Source-repository head library default-language: Haskell2010 ghc-options: -Wall - hs-source-dirs: src + hs-source-dirs: lib exposed-modules: Numeric.MCMC.Flat build-depends: base < 5 @@ -33,3 +33,15 @@ library , transformers , vector +Test-suite rosenbrock + type: exitcode-stdio-1.0 + hs-source-dirs: test + main-is: Rosenbrock.hs + default-language: Haskell2010 + ghc-options: + -rtsopts -threaded + build-depends: + base < 5 + , flat-mcmc + , vector + diff --git a/src/Numeric/MCMC/Flat.hs b/lib/Numeric/MCMC/Flat.hs diff --git a/test/Rosenbrock.hs b/test/Rosenbrock.hs @@ -11,7 +11,7 @@ rosenbrock xs = negate (5 *(x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2) where [x0, x1] = V.toList xs main :: IO () -main = withSystemRandom . asGenIO $ mcmc 100 ensemble rosenbrock where +main = withSystemRandom . asGenIO $ mcmc 10 ensemble rosenbrock where ensemble = V.fromList [ V.fromList [negate 1.0 :: Double, negate 1.0] , V.fromList [negate 1.0, 1.0] @@ -19,3 +19,5 @@ main = withSystemRandom . asGenIO $ mcmc 100 ensemble rosenbrock where , V.fromList [1.0, 1.0] ] +-- ensemble = V.fromList [ V.fromList [negate 1.0 :: Double, negate 1.0], V.fromList [negate 1.0, 1.0], V.fromList [1.0, negate 1.0], V.fromList [1.0, 1.0]] +