The mighty-metropolis package

[Tags:library, mit, test]

The classic Metropolis algorithm.

Wander around parameter space according to a simple spherical Gaussian distribution.

Exports a mcmc function that prints a trace to stdout, a chain function for collecting results in-memory, and a metropolis transition operator that can be used more generally.

 import Numeric.MCMC.Metropolis

 rosenbrock :: [Double] -> Double
 rosenbrock [x0, x1] = negate (5  *(x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2)

 main :: IO ()
 main = withSystemRandom . asGenIO $ mcmc 10000 1 [0, 0] rosenbrock

Properties

Versions 1.0.0, 1.0.1, 1.0.2, 1.0.3, 1.0.4, 1.1.0, 1.2.0
Dependencies base (>=4 && <6), kan-extensions (==5.*), mcmc-types (>=1.0.1), mwc-probability (>=1.0.1), pipes (==4.*), primitive (>=0.6 && <1.0), transformers (>=0.5 && <1.0) [details]
License MIT
Author Jared Tobin
Maintainer jared@jtobin.ca
Stability Unknown
Category Numeric
Home page http://github.com/jtobin/mighty-metropolis
Source repository head: git clone http://github.com/jtobin/mighty-metropolis.git
Uploaded Wed Dec 21 21:14:54 UTC 2016 by JaredTobin
Distributions LTSHaskell:1.0.4, NixOS:1.2.0, Stackage:1.2.0, Tumbleweed:1.2.0
Downloads 344 total (12 in the last 30 days)
Votes
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Status Docs available [build log]
Last success reported on 2016-12-21 [all 1 reports]

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