ghc-mwc-probability

A simple probability distribution type, where distributions are characterized
by sampling functions.
This implementation is a thin layer over 'mwc-random', which handles RNG
state-passing automatically by using a 'PrimMonad' like 'IO' or 'ST s' under
the hood.
/Examples/
Transform a distribution's support while leaving its density structure
invariant:
> -- uniform over [0, 1] to uniform over [1, 2] > succ <$> uniform
Sequence distributions together using bind:
> -- a beta-binomial conjugate distribution > beta 1 10 >>= binomial 10
Use do-notation to build complex joint distributions from composable, local
conditionals:
> hierarchicalModel = do > [c, d, e, f] <- replicateM 4 $ uniformR (1, 10) > a
<- gamma c d > b <- gamma e f > p <- beta a b > n <- uniformR (5, 10) >
binomial n p.

          

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License: MIT
URL: https://hackage.haskell.org/package/mwc-probability