mcmc-samplers-0.1.0.0: A library of combinators to build MCMC kernels, proposals, and targets

Safe Haskell	None

Kernels

Documentation

type Step x = Rand -> x -> IO xSource

type Kernel x a = Target a -> (a -> Proposal a) -> Step xSource

walk :: Step x -> x -> Int -> Rand -> Action x IO a b -> IO bSource

metropolisHastings :: Kernel [a] [a]Source

vizMH :: PrintF [Double] Double Source

printMH :: PrintF [Double] [String]Source

type Temp = Double Source

type CoolingSchedule = Temp -> Temp Source

type StateSA a = (a, Temp, CoolingSchedule)Source

simulatedAnnealing :: Kernel (StateSA [a]) [a]Source

vizSA :: PrintF (StateSA [Double]) Double Source

printSA :: PrintF (StateSA [Double]) [String]Source

mixSteps :: [Step x] -> [Probability] -> Step xSource

cycleKernel :: Kernel x a -> Target a -> [a -> Proposal a] -> Step xSource