mcmc-types

Common types for implementing MCMC algorithms.
git clone git://git.jtobin.io/mcmc-types.git
Log | Files | Refs | README | LICENSE

mcmc-types.cabal (1196B)

      1 name:                mcmc-types
      2 version:             1.0.3
      3 synopsis:            Common types for sampling.
      4 homepage:            http://github.com/jtobin/mcmc-types
      5 license:             MIT
      6 license-file:        LICENSE
      7 author:              Jared Tobin
      8 maintainer:          jared@jtobin.ca
      9 build-type:          Simple
     10 category:            Numeric, Math
     11 cabal-version:       >= 1.10
     12 description:
     13   Common types for implementing Markov Chain Monte Carlo (MCMC) algorithms.
     14   .
     15   An instance of an MCMC problem can be characterized by the following:
     16   .
     17   * A /target distribution/ over some parameter space
     18   .
     19   * A /parameter space/ for a Markov chain to wander over
     20   .
     21   * A /transition operator/ to drive the Markov chain
     22   .
     23   /mcmc-types/ provides the suitably-general 'Target', 'Chain', and
     24   'Transition' types for representing these things respectively.
     25 
     26 Source-repository head
     27   Type:     git
     28   Location: http://github.com/jtobin/mcmc-types.git
     29 
     30 library
     31   exposed-modules:     Data.Sampling.Types
     32   default-language:    Haskell2010
     33   build-depends:
     34       base            >= 4 && < 6
     35     , containers      >= 0.5 && < 6
     36     , mwc-probability >= 1.0.1
     37     , transformers    >= 0.5 && < 1.0
     38