mwc-probability

Sampling function-based probability distributions.
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commit 5c73980d70ad6607b3756f2ce90d48cbd5d30314
parent 507a2b6237f8ef417e12668816b5feec24286675
Author: Marco Zocca <marco.zocca@recordunion.com>
Date:   Wed,  9 May 2018 14:28:51 +0200

update readme

Diffstat:
MREADME.md | 43+++++++++++++++++++++++++++++++++++++++----
1 file changed, 39 insertions(+), 4 deletions(-)

diff --git a/README.md b/README.md @@ -13,21 +13,22 @@ This implementation is a thin layer over `mwc-random`, which handles RNG state-passing automatically by using a `PrimMonad` like `IO` or `ST s` under the hood. + Examples -------- -Transform a distribution's support while leaving its density structure +1. Transform a distribution's support while leaving its density structure invariant: - -- uniform over [0, 1] to uniform over [1, 2] + -- uniform over [0, 1] transformed to uniform over [1, 2] succ <$> uniform -Sequence distributions together using bind: +2. Sequence distributions together using bind: -- a beta-binomial composite distribution beta 1 10 >>= binomial 10 -Use do-notation to build complex joint distributions from composable, +3. Use do-notation to build complex joint distributions from composable, local conditionals: hierarchicalModel = do @@ -38,3 +39,36 @@ local conditionals: n <- uniformR (5, 10) binomial n p + + +Included probability distributions +------------- + +## Continuous + +* Uniform +* Normal +* Log-Normal +* Exponential +* Inverse Gaussian +* Laplace +* Gamma +* Inverse Gamma +* Weibull +* Chi-squared +* Beta +* Student t +* Pareto +* Dirichlet process +* Symmetric Dirichlet process + +## Discrete + +* Discrete uniform +* Zipf-Mandelbrot +* Categorical +* Bernoulli +* Binomial +* Negative Binomial +* Multinomial +* Poisson +\ No newline at end of file