mcmc-0.2.4: Sample from a posterior using Markov chain Monte Carlo

Copyright	(c) Dominik Schrempf 2020
License	GPL-3.0-or-later
Maintainer	dominik.schrempf@gmail.com
Stability	unstable
Portability	portable
Safe Haskell	None
Language	Haskell2010

Mcmc.Prior

Contents

Continuous priors
Auxiliary functions

Description

Creation date: Thu Jul 23 13:26:14 2020.

Synopsis

positive :: Double -> Log Double
negative :: Double -> Log Double
uniform :: Double -> Double -> Double -> Log Double
normal :: Double -> Double -> Double -> Log Double
exponential :: Double -> Double -> Log Double
gamma :: Double -> Double -> Double -> Log Double
product' :: [Log Double] -> Log Double

Continuous priors

positive :: Double -> Log Double Source #

Improper uniform prior; larger than 0.

negative :: Double -> Log Double Source #

Improper uniform prior; lower than 0.

uniform Source #

Arguments

:: Double	Lower bound a.
-> Double	Upper bound b.
-> Double
-> Log Double

Uniform prior on [a, b].

normal Source #

Arguments

:: Double	Mean.
-> Double	Standard deviation.
-> Double
-> Log Double

Normal distributed prior.

exponential Source #

Arguments

:: Double	Rate.
-> Double
-> Log Double

Exponential distributed prior.

Arguments

:: Double	Shape.
-> Double	Scale.
-> Double
-> Log Double

Gamma distributed prior.

Auxiliary functions

product' :: [Log Double] -> Log Double Source #

Intelligent product that stops when encountering a zero.

Use with care because the elements are checked for positiveness, and this can take some time if the list is long and does not contain any zeroes.