The NestedSampling package
Nested Sampling is a numerical algorithm for approximate Bayesian inference. It generates samples from the posterior distribution but its main purpose is to estimate the evidence P(M|D) of the model conditioned on the observed data. More information on Nested Sampling is available at http://en.wikipedia.org/wiki/Nested_sampling_algorithm.
The original code can be found at http://www.inference.phy.cam.ac.uk/bayesys/sivia/ along with documentation at http://www.inference.phy.cam.ac.uk/bayesys/. An example program called lighthouse.hs is included.
So far, only the simple demonstration file called mininest.c has been ported. There is a more sophisticated C library available at http://www.inference.phy.cam.ac.uk/bayesys/nest/nest.tar.gz but it has not been ported to Haskell yet.
|Versions||0.1.1, 0.1.2, 0.1.3, 0.1.4|
|Dependencies||base (4.*), random, vector|
|Copyright||(C) Sivia, Skilling 2006, Trotts 2011|
|Source repository||git clone git://github.com/ijt/haskell_nested_sampling.git|
|Upload date||Thu Sep 22 07:24:27 UTC 2011|