mwc-probability

commit fdc5e0e84a5fc96176e0e9203b4fa65741f381de
parent 9f085d55a22c114075be0787b2698e46e013b184
Author: Marco Zocca <marco.zocca@recordunion.com>
Date:   Tue, 30 Jan 2018 16:20:41 +0100

add Normal-Gamma, Pareto, bump to 2.0.1

Diffstat:
M
CHANGELOG
 | 
5
++++-
M
mwc-probability.cabal
 | 
2
+-
M
src/System/Random/MWC/Probability.hs
 | 
9
+++++++++

3 files changed, 14 insertions(+), 2 deletions(-)
diff --git a/CHANGELOG b/CHANGELOG
@@ -1,4 +1,7 @@
-# Changelog
+	# Changelog
+
+	- 2.0.1 (2018-01-30)
+	* Add Normal-Gamma and Pareto distributions
 
 	- 2.0.0 (2018-01-29)
 	* Add Laplace and Zipf-Mandelbrot distribution
diff --git a/mwc-probability.cabal b/mwc-probability.cabal
@@ -1,5 +1,5 @@
 name:                mwc-probability
-version:             2.0.0
+version:             2.0.1
 homepage:            http://github.com/jtobin/mwc-probability
 license:             MIT
 license-file:        LICENSE
diff --git a/src/System/Random/MWC/Probability.hs b/src/System/Random/MWC/Probability.hs
@@ -77,6 +77,7 @@ module System.Random.MWC.Probability (
   , chiSquare
   , beta
   , student
+  , pareto
   -- *** Dirichlet process
   , dirichlet
   , symmetricDirichlet  
@@ -262,6 +263,14 @@ beta a b = do
   return $ u / (u + w)
 {-# INLINABLE beta #-}
 
+-- | The Pareto distribution with specified index `a` and minimum `xmin` parameters.
+--
+-- Both `a` and `xmin` must be positive.
+pareto :: PrimMonad m => Double -> Double -> Prob m Double
+pareto a xmin = do
+  y <- exponential a
+  return $ xmin * exp y
+
 -- | The Dirichlet distribution.
 dirichlet
   :: (Traversable f, PrimMonad m) => f Double -> Prob m (f Double)