declarative

DIY Markov Chains
git clone git://git.jtobin.io/declarative.git
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Rosenbrock.hs (565B)

      1 {-# OPTIONS_GHC -fno-warn-type-defaults #-}
      2 
      3 module Main where
      4 
      5 import Numeric.MCMC
      6 
      7 target :: [Double] -> Double
      8 target [x0, x1] = negate (5  *(x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2)
      9 
     10 rosenbrock :: Target [Double]
     11 rosenbrock = Target target Nothing
     12 
     13 transition :: Transition IO (Chain [Double] b)
     14 transition =
     15   concatT
     16     (sampleT (metropolis 0.5) (metropolis 1.0))
     17     (sampleT (slice 2.0) (slice 3.0))
     18 
     19 main :: IO ()
     20 main = withSystemRandom . asGenIO $ \gen -> do
     21   _ <- chain 100 [0, 0] transition rosenbrock gen
     22   mcmc 100 [0, 0] transition rosenbrock gen
     23