mwc-probability

commit 85e50c05844677201ae38e4ea66da2ffb306c15a
parent 5fca576e31eb45333966ce0aaa581d9c28b95b1b
Author: Jared Tobin <jared@jtobin.ca>
Date:   Fri, 10 Apr 2015 14:02:13 +1200

Add t, isoGauss samplers.

Diffstat:
M
mwc-probability.cabal
 | 
2
+-
M
src/System/Random/MWC/Probability.hs
 | 
12
++++++++++++

2 files changed, 13 insertions(+), 1 deletion(-)
diff --git a/mwc-probability.cabal b/mwc-probability.cabal
@@ -1,5 +1,5 @@
 name:                mwc-probability
-version:             0.2.0.1
+version:             0.3.1.0
 homepage:            http://github.com/jtobin/mwc-probability
 license:             MIT
 license-file:        LICENSE
diff --git a/src/System/Random/MWC/Probability.hs b/src/System/Random/MWC/Probability.hs
@@ -19,6 +19,8 @@ module System.Random.MWC.Probability (
   , bernoulli
   , binomial
   , multinomial
+  , t
+  , isoGauss
   ) where
 
 import Control.Applicative
@@ -130,3 +132,13 @@ multinomial n ps = do
     return g
 {-# INLINE multinomial #-}
 
+t :: PrimMonad m => Double -> Double -> Double -> Prob m Double
+t m s k = do
+  sd <- sqrt <$> inverseGamma (k / 2) (s * 2 / k)
+  normal m sd
+{-# INLINE t #-}
+
+isoGauss :: PrimMonad m => [Double] -> Double -> Prob m [Double]
+isoGauss ms sd = mapM (\m -> normal m sd) ms
+{-# INLINE isoGauss #-}
+