hnuts

No U-Turn Sampling in Haskell.
git clone git://git.jtobin.io/hnuts.git
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commit 7807cf266fc3ea20248a1aee62b49bee3acfb64d
parent 5c275852a155c1189b9bc12f8fecd0a627b18d4a
Author: Jared Tobin <jared@jtobin.ca>
Date:   Mon, 14 Oct 2013 09:15:42 +1300

Rollback refactoring changes - it removed required memoization.

Diffstat:
Msrc/Numeric/MCMC/NUTS.hs | 7-------
1 file changed, 0 insertions(+), 7 deletions(-)

diff --git a/src/Numeric/MCMC/NUTS.hs b/src/Numeric/MCMC/NUTS.hs @@ -140,13 +140,6 @@ buildTree lTarget glTarget g t r logu v j e = do return (tnn, rnn, tpp, rpp, t2, n2, s2) else return (tn, rn, tp, rp, t0, n0, s0) --- | Simulate Hamiltonian dynamics for n steps. -leapfrogIntegrator :: Int -> Gradient -> Particle -> Double -> Particle -leapfrogIntegrator n glTarget particle e = go particle n - where go state ndisc - | ndisc <= 0 = state - | otherwise = go (leapfrog glTarget state e) (pred n) - -- | Simulate a single step of Hamiltonian dynamics. leapfrog :: Gradient -> Particle -> Double -> Particle leapfrog glTarget (t, r) e = (tf, rf)