measurable

commit ce29df3c8c5d600f5bd7decefd2ba10b8d01d060
parent ba51e4e625f4c04d5b8cb65b7c7b17502409e274
Author: Jared Tobin <jared@jtobin.ca>
Date:   Thu,  2 Apr 2015 18:24:31 +1000

Add standard collection of measures.

Diffstat:
M
measurable.cabal
 | 
1
+
A
src/Measurable/Measures.hs
 | 
49
+++++++++++++++++++++++++++++++++++++++++++++++++

2 files changed, 50 insertions(+), 0 deletions(-)
diff --git a/measurable.cabal b/measurable.cabal
@@ -42,6 +42,7 @@ library
   default-language: Haskell2010
   exposed-modules:
       Measurable.Core
+    , Measurable.Measures
     , Measurable.Util
 
   other-extensions:
diff --git a/src/Measurable/Measures.hs b/src/Measurable/Measures.hs
@@ -0,0 +1,49 @@
+
+module Measurable.Measures where
+
+import Measurable.Core
+import Statistics.Distribution
+import qualified Statistics.Distribution.Beta as Statistics
+import qualified Statistics.Distribution.Binomial as Statistics
+import qualified Statistics.Distribution.ChiSquared as Statistics
+import qualified Statistics.Distribution.Gamma as Statistics
+import qualified Statistics.Distribution.Exponential as Statistics
+import qualified Statistics.Distribution.Normal as Statistics
+
+standard :: Measure Double
+standard = fromDensityFunction pdf where
+  pdf = density Statistics.standard
+
+normal :: Double -> Double -> Measure Double
+normal m s = fromDensityFunction pdf where
+  pdf = density $ Statistics.normalDistr m s
+
+logNormal :: Double -> Double -> Measure Double
+logNormal m s = fmap exp (normal m s)
+
+exponential :: Double -> Measure Double
+exponential r = fromDensityFunction pdf where
+  pdf = density $ Statistics.exponential r
+
+gamma :: Double -> Double -> Measure Double
+gamma a b = fromDensityFunction pdf where
+  pdf = density $ Statistics.gammaDistr a b
+
+inverseGamma :: Double -> Double -> Measure Double
+inverseGamma a b = fmap recip (gamma a b)
+
+chiSquare :: Int -> Measure Double
+chiSquare k = fromDensityFunction pdf where
+  pdf = density $ Statistics.chiSquared k
+
+beta :: Double -> Double -> Measure Double
+beta a b = fromDensityFunction pdf where
+  pdf = density $ Statistics.betaDistr a b
+
+binomial :: Int -> Double -> Measure Int
+binomial n p = fromMassFunction pmf [0..n] where
+  pmf = probability $ Statistics.binomial n p
+
+bernoulli :: Double -> Measure Int
+bernoulli = binomial 1
+