mighty-metropolis

The classic Metropolis algorithm.
git clone git://git.jtobin.io/mighty-metropolis.git
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mighty-metropolis.cabal (2526B)

      1 name:                mighty-metropolis
      2 version:             2.0.0
      3 synopsis:            The Metropolis algorithm.
      4 homepage:            http://github.com/jtobin/mighty-metropolis
      5 license:             MIT
      6 license-file:        LICENSE
      7 author:              Jared Tobin
      8 maintainer:          jared@jtobin.ca
      9 category:            Numeric
     10 build-type:          Simple
     11 tested-with:         GHC == 8.2.2, GHC == 8.8.3
     12 cabal-version:       >= 1.10
     13 description:
     14   The classic Metropolis algorithm.
     15   .
     16   Wander around parameter space according to a simple spherical Gaussian
     17   distribution.
     18   .
     19   Exports a 'mcmc' function that prints a trace to stdout, a 'chain' function
     20   for collecting results in-memory, and a 'metropolis' transition operator that
     21   can be used more generally.
     22   .
     23   > import Numeric.MCMC.Metropolis
     24   >
     25   > rosenbrock :: [Double] -> Double
     26   > rosenbrock [x0, x1] = negate (5  *(x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2)
     27   >
     28   > main :: IO ()
     29   > main = withSystemRandom . asGenIO $ mcmc 10000 1 [0, 0] rosenbrock
     30 
     31 Source-repository head
     32   Type:     git
     33   Location: http://github.com/jtobin/mighty-metropolis.git
     34 
     35 library
     36   default-language:    Haskell2010
     37   ghc-options:
     38       -Wall
     39   exposed-modules:
     40       Numeric.MCMC.Metropolis
     41   build-depends:
     42       base             >= 4 && < 6
     43     , kan-extensions   >= 5 && < 6
     44     , pipes            >= 4 && < 5
     45     , primitive        >= 0.6 && < 1.0
     46     , mcmc-types       >= 1.0.1
     47     , mwc-probability  >= 1.0.1
     48     , transformers     >= 0.5 && < 1.0
     49 
     50 Test-suite rosenbrock
     51   type:                exitcode-stdio-1.0
     52   hs-source-dirs:      test
     53   main-is:             Rosenbrock.hs
     54   default-language:    Haskell2010
     55   ghc-options:
     56     -rtsopts
     57   build-depends:
     58       base              >= 4 && < 6
     59     , mighty-metropolis
     60     , mwc-probability   >= 1.0.1
     61 
     62 Test-suite bnn
     63   type:                exitcode-stdio-1.0
     64   hs-source-dirs:      test
     65   main-is:             BNN.hs
     66   default-language:    Haskell2010
     67   ghc-options:
     68     -rtsopts
     69   build-depends:
     70       base              >= 4 && < 6
     71     , containers        >= 0.5 && < 0.7
     72     , mighty-metropolis
     73     , mwc-probability   >= 1.0.1
     74 
     75 Test-suite tests
     76   type:                exitcode-stdio-1.0
     77   hs-source-dirs:      test
     78   main-is:             Spec.hs
     79   default-language:    Haskell2010
     80   ghc-options:
     81     -rtsopts
     82   build-depends:
     83       base              >= 4 && < 6
     84     , containers        >= 0.5 && < 0.7
     85     , foldl
     86     , mighty-metropolis
     87     , mwc-probability   >= 1.0.1
     88     , hspec
     89     , mwc-random
     90     , mcmc-types