speedy-slice

Speedy slice sampling.
git clone git://git.jtobin.io/speedy-slice.git
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speedy-slice.cabal (2401B)

      1 name:                speedy-slice
      2 version:             0.3.2
      3 synopsis:            Speedy slice sampling.
      4 homepage:            http://github.com/jtobin/speedy-slice
      5 license:             MIT
      6 license-file:        LICENSE
      7 author:              Jared Tobin
      8 maintainer:          jared@jtobin.ca
      9 category:            Math
     10 build-type:          Simple
     11 tested-with:         GHC == 8.8.3
     12 cabal-version:       >=1.10
     13 description:
     14   Speedy slice sampling.
     15   .
     16   This implementation of the slice sampling algorithm uses 'lens' as a means to
     17   operate over generic indexed traversable functors, so you can expect it to
     18   work if your target function takes a list, vector, map, sequence, etc. as its
     19   argument.
     20   .
     21   Additionally you can sample over anything that's an instance of both 'Num' and
     22   'Variate', which is useful in the case of discrete parameters.
     23   .
     24   Exports a 'mcmc' function that prints a trace to stdout, a 'chain' function
     25   for collecting results in memory, and a 'slice' transition operator that can
     26   be used more generally.
     27   .
     28   > import Numeric.MCMC.Slice
     29   > import Data.Sequence (Seq, index, fromList)
     30   >
     31   > bnn :: Seq Double -> Double
     32   > bnn xs = -0.5 * (x0 ^ 2 * x1 ^ 2 + x0 ^ 2 + x1 ^ 2 - 8 * x0 - 8 * x1) where
     33   >   x0 = index xs 0
     34   >   x1 = index xs 1
     35   >
     36   > main :: IO ()
     37   > main = withSystemRandom . asGenIO $ mcmc 10000 1 (fromList [0, 0]) bnn
     38 
     39 Source-repository head
     40   Type:     git
     41   Location: http://github.com/jtobin/speedy-slice.git
     42 
     43 library
     44   default-language:    Haskell2010
     45   exposed-modules:
     46       Numeric.MCMC.Slice
     47   build-depends:
     48       base            >= 4 && < 6
     49     , kan-extensions  >= 5 && < 6
     50     , lens            >= 4 && < 6
     51     , primitive       >= 0.6 && < 1.0
     52     , mcmc-types      >= 1.0.1
     53     , mwc-probability >= 1.0.1
     54     , pipes           >= 4 && < 5
     55     , transformers    >= 0.5 && < 1.0
     56 
     57 Test-suite rosenbrock
     58   type:                exitcode-stdio-1.0
     59   hs-source-dirs:      test
     60   main-is:             Rosenbrock.hs
     61   default-language:    Haskell2010
     62   ghc-options:
     63     -rtsopts
     64   build-depends:
     65       base              >= 4 && < 6
     66     , speedy-slice
     67 
     68 Test-suite bnn
     69   type:                exitcode-stdio-1.0
     70   hs-source-dirs:      test
     71   main-is:             BNN.hs
     72   default-language:    Haskell2010
     73   ghc-options:
     74     -rtsopts
     75   build-depends:
     76       base              >= 4 && < 6
     77     , containers        >= 0.5 && < 0.8
     78     , speedy-slice
     79