Package Info

ghc-speedy-slice


Speedy slice sampling


Development/Libraries/Haskell

Speedy slice sampling.

This implementation of the slice sampling algorithm uses 'lens' as a means to operate over generic indexed traversable functors, so you can expect it to work if your target function takes a list, vector, map, sequence, etc. as its argument.

Additionally you can sample over anything that's an instance of both 'Num' and 'Variate', which is useful in the case of discrete parameters.

Exports a 'mcmc' function that prints a trace to stdout, a 'chain' function for collecting results in memory, and a 'slice' transition operator that can be used more generally.

> import Numeric.MCMC.Slice > import Data.Sequence (Seq, index, fromList) > > bnn :: Seq Double -> Double > bnn xs = -0.5 (x0 ^ 2 x1 ^ 2 + x0 ^ 2 + x1 ^ 2 - 8 x0 - 8 x1) where > x0 = index xs 0 > x1 = index xs 1 > > main :: IO () > main = withSystemRandom . asGenIO $ mcmc 10000 1 (fromList [0, 0]) bnn.


License: MIT
URL: https://hackage.haskell.org/package/speedy-slice

Categories

Releases

Package Version Update ID Released Package Hub Version Platforms Subpackages
0.3.0-bp150.2.3 info GA Release 2018-08-01 15
  • AArch64
  • ghc-speedy-slice
  • ghc-speedy-slice-devel
0.3.0-bp150.2.4 info GA Release 2018-07-30 15
  • x86-64
  • ghc-speedy-slice
  • ghc-speedy-slice-devel
0.3.0-bp150.2.6 info GA Release 2018-07-31 15
  • ppc64le
  • ghc-speedy-slice
  • ghc-speedy-slice-devel