mighty-metropolis

The classic Metropolis algorithm.
git clone git://git.jtobin.io/mighty-metropolis.git
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Rosenbrock.hs (341B)

      1 {-# OPTIONS_GHC -fno-warn-type-defaults #-}
      2 
      3 module Main where
      4 
      5 import Numeric.MCMC.Metropolis
      6 
      7 rosenbrock :: [Double] -> Double
      8 rosenbrock [x0, x1] = negate (5  *(x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2)
      9 
     10 main :: IO ()
     11 main = withSystemRandom . asGenIO $ \gen -> do
     12   _ <- chain 50 1 [0, 0] rosenbrock gen
     13   mcmc 50 1 [0, 0] rosenbrock gen
     14