import Control.Monad.MC import Control.Monad import System.Environment( getArgs ) import Text.Printf( printf ) -- | Generate a point in the box [-1,1) x [-1,1) unitBox :: MC (Double,Double) unitBox = liftM2 (,) (uniform (-1) 1) (uniform (-1) 1) -- | Indicates whether or not a point is in the unit circle inUnitCircle :: (Double,Double) -> Bool inUnitCircle (x,y) = x*x + y*y <= 1 -- | Generate @n@ points in the unit box and count how many are in the -- unit circle. countInBox :: Int -> MC Int countInBox n = do xs <- replicateM n unitBox return $ count inUnitCircle xs -- | Count how many times the predicate is true count :: (a -> Bool) -> [a] -> Int count f = length . filter f -- | Compute a Monte Carlo estimate of pi based on @n@ samples. Return -- the estimate and the standard error of the estimate. computePi :: Int -> MC (Double,Double) computePi n = do m <- countInBox n let p = toDouble m / toDouble n se = sqrt (p * (1 - p) / toDouble n) return (4*p, 4*se) where toDouble = realToFrac . toInteger -- | Given an estimate and standard error, produce a 99% confidence -- interval based on the Central Limit Theorem interval :: Double -> Double -> (Double,Double) interval mu se = let delta = 2.575*se in (mu-delta, mu+delta) -- | Tests if the value is in the interval [a,b] inInterval :: Double -> (Double,Double) -> Bool x `inInterval` (a,b) = x >= a && x <= b -- | Compute an estimate of pi based on @n@ points and see if the true -- value is in the confidence interval covers :: Int -> MC Bool covers n = do (mu,se) <- computePi n return $ pi `inInterval` (interval mu se) -- | Compute @r@ estimates of pi based on @n@ samples each, and count -- how many times the true values is included in the 99% confidence -- inverval coverage :: Int -> Int -> MC Int coverage r n = do liftM (count id) $ replicateM r (covers n) main = do [n] <- map read `fmap` getArgs main' n main' n = let seed = 0 (mu,se) = evalMC (computePi n) $ mt19937 seed (l,u) = interval mu se r = 500 c = evalMC (coverage r n) $ mt19937 seed in do printf "Estimate from one simulation: %g\n" mu printf "99%% Confidence Interval: (%g,%g)\n" l u printf "\nOf %d intervals, %d contain the true value.\n" r c