commit 5ff45efda4530a1465e5521b13b6c94f08d11f34
parent c943afc861b6d0973d78796e35523bbb478ce566
Author: Jared Tobin <jared@jtobin.ca>
Date: Wed, 16 Oct 2013 10:24:38 +1300
Cabalize.
Diffstat:
4 files changed, 118 insertions(+), 56 deletions(-)
diff --git a/LICENSE b/LICENSE
@@ -0,0 +1,30 @@
+Copyright (c) 2013, Jared Tobin
+
+All rights reserved.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright
+ notice, this list of conditions and the following disclaimer.
+
+ * Redistributions in binary form must reproduce the above
+ copyright notice, this list of conditions and the following
+ disclaimer in the documentation and/or other materials provided
+ with the distribution.
+
+ * Neither the name of Jared Tobin nor the names of other
+ contributors may be used to endorse or promote products derived
+ from this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
+OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
+LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
+DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
+THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
diff --git a/hnuts.cabal b/hnuts.cabal
@@ -0,0 +1,30 @@
+name: hnuts
+version: 1.0.0.0
+synopsis: Automatic gradient-based sampling.
+homepage: github.com/jtobin/hnuts
+license: BSD3
+license-file: LICENSE
+author: Jared Tobin
+maintainer: jared@jtobin.ca
+category: Math
+build-type: Simple
+extra-source-files: README.md
+cabal-version: >= 1.10
+
+library
+ exposed-modules: Numeric.MCMC.NUTS,
+ Numeric.MCMC.NUTS.Examples
+
+ other-extensions: ScopedTypeVariables
+
+ build-depends: base >= 4.6,
+ monad-loops >= 0.4,
+ primitive >= 0.5,
+ mwc-random >= 0.12,
+ statistics >= 0.10,
+ ad >= 3.4
+
+ hs-source-dirs: src
+
+ default-language: Haskell2010
+
diff --git a/src/Numeric/MCMC/Examples/Examples.hs b/src/Numeric/MCMC/Examples/Examples.hs
@@ -1,56 +0,0 @@
--- Various examples, using NUTS with dual-averaging. Insert whatever trace
--- (rosenbrockTrace, bnnTrace, etc.) you want into 'main' in order to spit out
--- some observations.
---
--- A convenient R script to display these traces:
---
--- require(ggplot2)
--- system('runhaskell Examples.hs > trace.csv')
--- d = read.csv('../tests/trace.dat', header = F)
--- ggplot(d, aes(V1, V2)) + geom_point(alpha = 0.05, col = 'darkblue')
---
-
-import Numeric.AD
-import Numeric.MCMC.NUTS
-import System.Random.MWC
-
-logRosenbrock :: RealFloat a => [a] -> a
-logRosenbrock [x0, x1] = negate (5 * (x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2)
-
-rosenbrockTrace :: IO [Parameters]
-rosenbrockTrace = withSystemRandom . asGenST $
- nutsDualAveraging logRosenbrock (grad logRosenbrock) 10000 1000 [0.0, 0.0]
-
-logHimmelblau :: RealFloat a => [a] -> a
-logHimmelblau [x0, x1] = negate ((x0 ^ 2 + x1 - 11) ^ 2 + (x0 + x1 ^ 2 - 7) ^ 2)
-
-himmelblauTrace :: IO [Parameters]
-himmelblauTrace = withSystemRandom . asGenST $
- nutsDualAveraging logHimmelblau (grad logHimmelblau) 10000 1000 [0.0, 0.0]
-
-logBnn :: RealFloat a => [a] -> a
-logBnn [x0, x1] = -0.5 * (x0 ^ 2 * x1 ^ 2 + x0 ^ 2 + x1 ^ 2 - 8 * x0 - 8 * x1)
-
-bnnTrace :: IO [Parameters]
-bnnTrace = withSystemRandom . asGenST $
- nutsDualAveraging logBnn (grad logBnn) 10000 1000 [0.0, 0.0]
-
-logBeale :: RealFloat a => [a] -> a
-logBeale [x0, x1]
- | and [x0 >= -4.5, x0 <= 4.5, x1 >= -4.5, x1 <= 4.5]
- = negate $
- (1.5 - x0 + x0 * x1) ^ 2
- + (2.25 - x0 + x0 * x1 ^ 2) ^ 2
- + (2.625 - x0 + x0 * x1 ^ 3) ^ 2
- | otherwise = - (1 / 0)
-
-bealeTrace :: IO [Parameters]
-bealeTrace = withSystemRandom . asGenST $
- nutsDualAveraging logBeale (grad logBeale) 10000 1000 [0.0, 0.0]
-
-printTrace :: Show a => [a] -> IO ()
-printTrace = mapM_ (putStrLn . filter (`notElem` "[]") . show)
-
-main :: IO ()
-main = bnnTrace >>= printTrace
-
diff --git a/src/Numeric/MCMC/NUTS/Examples.hs b/src/Numeric/MCMC/NUTS/Examples.hs
@@ -0,0 +1,58 @@
+-- Various examples, using NUTS with dual-averaging. Insert whatever trace
+-- (rosenbrockTrace, bnnTrace, etc.) you want into 'main' in order to spit out
+-- some observations.
+--
+-- A convenient R script to display these traces:
+--
+-- require(ggplot2)
+-- system('runhaskell Examples.hs > trace.csv')
+-- d = read.csv('../tests/trace.dat', header = F)
+-- ggplot(d, aes(V1, V2)) + geom_point(alpha = 0.05, col = 'darkblue')
+--
+
+module Numeric.MCMC.NUTS.Examples where
+
+import Numeric.AD
+import Numeric.MCMC.NUTS
+import System.Random.MWC
+
+logRosenbrock :: RealFloat a => [a] -> a
+logRosenbrock [x0, x1] = negate (5 * (x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2)
+
+rosenbrockTrace :: IO [Parameters]
+rosenbrockTrace = withSystemRandom . asGenST $
+ nutsDualAveraging logRosenbrock (grad logRosenbrock) 10000 1000 [0.0, 0.0]
+
+logHimmelblau :: RealFloat a => [a] -> a
+logHimmelblau [x0, x1] = negate ((x0 ^ 2 + x1 - 11) ^ 2 + (x0 + x1 ^ 2 - 7) ^ 2)
+
+himmelblauTrace :: IO [Parameters]
+himmelblauTrace = withSystemRandom . asGenST $
+ nutsDualAveraging logHimmelblau (grad logHimmelblau) 10000 1000 [0.0, 0.0]
+
+logBnn :: RealFloat a => [a] -> a
+logBnn [x0, x1] = -0.5 * (x0 ^ 2 * x1 ^ 2 + x0 ^ 2 + x1 ^ 2 - 8 * x0 - 8 * x1)
+
+bnnTrace :: IO [Parameters]
+bnnTrace = withSystemRandom . asGenST $
+ nutsDualAveraging logBnn (grad logBnn) 10000 1000 [0.0, 0.0]
+
+logBeale :: RealFloat a => [a] -> a
+logBeale [x0, x1]
+ | and [x0 >= -4.5, x0 <= 4.5, x1 >= -4.5, x1 <= 4.5]
+ = negate $
+ (1.5 - x0 + x0 * x1) ^ 2
+ + (2.25 - x0 + x0 * x1 ^ 2) ^ 2
+ + (2.625 - x0 + x0 * x1 ^ 3) ^ 2
+ | otherwise = - (1 / 0)
+
+bealeTrace :: IO [Parameters]
+bealeTrace = withSystemRandom . asGenST $
+ nutsDualAveraging logBeale (grad logBeale) 10000 1000 [0.0, 0.0]
+
+printTrace :: Show a => [a] -> IO ()
+printTrace = mapM_ (putStrLn . filter (`notElem` "[]") . show)
+
+main :: IO ()
+main = bnnTrace >>= printTrace
+
