The speedy-slice package

[Tags:library, mit, test]

Speedy slice sampling.

This implementation of the slice sampling algorithm uses lens as a means to operate over generic indexed traversable functors, so you can expect it to work if your target function takes a list, vector, map, sequence, etc. as its argument.

Additionally you can sample over anything that's an instance of both Num and Variate, which is useful in the case of discrete parameters.

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

 import Numeric.MCMC.Slice
 import Data.Sequence (Seq, index, fromList)

 bnn :: Seq Double -> Double
 bnn xs = -0.5 * (x0 ^ 2 * x1 ^ 2 + x0 ^ 2 + x1 ^ 2 - 8 * x0 - 8 * x1) where
   x0 = index xs 0
   x1 = index xs 1

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

Properties

Versions 0.1.0.0, 0.1.1, 0.1.2, 0.1.3, 0.1.4, 0.1.5, 0.2.0, 0.3.0
Dependencies base (>=4 && <6), kan-extensions (==5.*), lens (==4.*), 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
Category Math
Home page http://github.com/jtobin/speedy-slice
Source repository head: git clone http://github.com/jtobin/speedy-slice.git
Uploaded Wed Dec 21 21:15:05 UTC 2016 by JaredTobin
Distributions LTSHaskell:0.3.0, NixOS:0.3.0, Stackage:0.3.0, Tumbleweed:0.3.0
Downloads 494 total (56 in the last 30 days)
Votes
0 []
Status Docs available [build log]
Last success reported on 2016-12-21 [all 1 reports]
Hackage Matrix CI

Modules

[Index]

Downloads

Maintainer's Corner

For package maintainers and hackage trustees