-- | -- The maximum entropy method, or MAXENT, is variational approach for computing probability -- distributions given a list of moment, or expected value, constraints. -- -- Here are some links for background info. -- A good overview of applications: -- -- On the idea of maximum entropy in general: -- -- -- -- Use this package to compute discrete maximum entropy distributions over a list of values and -- list of constraints. -- -- Here is a the example from Probability the Logic of Science -- -- >>> maxent 0.00001 [1,2,3] [average 1.5] -- Right [0.61, 0.26, 0.11] -- -- The classic dice example -- -- >>> maxent 0.00001 [1,2,3,4,5,6] [average 4.5] -- Right [.05, .07, 0.11, 0.16, 0.23, 0.34] -- -- One can use different constraints besides the average value there. -- -- As for why you want to maximize the entropy to find the probability constraint, -- I will say this for now. In the case of the average constraint -- it is a kin to choosing a integer partition with the most interger compositions. -- I doubt that makes any sense, but I will try to explain more with a blog post soon. -- module Numeric.MaxEnt ( Constraint, (.=.), UU(..), ExpectationConstraint, ExpectationFunction, average, variance, -- ** Classic moment based maxent, -- ** General general, -- ** Linear LinearConstraints(..), linear ) where import Numeric.MaxEnt.Internal (Constraint, (.=.), UU(..), ExpectationConstraint, ExpectationFunction, average, variance, maxent, general, linear, LinearConstraints(..))