The NestedSampling package

[Tags: gpl, library]

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.


Properties

Versions0.1.1, 0.1.2, 0.1.3, 0.1.4
Dependenciesbase (==4.*), random, vector
LicenseGPL-2
Copyright(C) Sivia, Skilling 2006, Trotts 2011
AuthorIssac Trotts
Maintainerissac.trotts@gmail.com
CategoryStatistics
Home pagehttps://github.com/ijt/haskell_nested_sampling
Source repositoryhead: git clone git://github.com/ijt/haskell_nested_sampling.git
Upload dateThu Sep 22 07:24:27 UTC 2011
Uploaded byIssacTrotts
Downloads243 total (32 in last 30 days)

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