NestedSampling: A port of John Skilling's nested sampling C code to Haskell.
Nested Sampling is a numerical algorithm for approximate Bayesian inference. It generates samples from the posterior distribution but its main purpose is to estimate the evidence P(M|D) of the model conditioned on the observed data. More information on Nested Sampling is available at http://en.wikipedia.org/wiki/Nested_sampling_algorithm.
The original code can be found at http://www.inference.phy.cam.ac.uk/bayesys/sivia/ along with documentation at http://www.inference.phy.cam.ac.uk/bayesys/. An example program called lighthouse.hs is included.
So far, only the simple demonstration file called mininest.c has been ported. There is a more sophisticated C library available at http://www.inference.phy.cam.ac.uk/bayesys/nest/nest.tar.gz but it has not been ported to Haskell yet.
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Versions [RSS] | 0.1.1, 0.1.2, 0.1.3, 0.1.4 |
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Dependencies | base (>=4 && <5), random, vector [details] |
License | GPL-2.0-only |
Copyright | (C) Sivia, Skilling 2006, Trotts 2011 |
Author | Issac Trotts |
Maintainer | issac.trotts@gmail.com |
Category | Statistics |
Home page | https://github.com/ijt/haskell_nested_sampling |
Source repo | head: git clone git://github.com/ijt/haskell_nested_sampling.git |
Uploaded | by IssacTrotts at 2011-09-21T08:30:02Z |
Distributions | NixOS:0.1.4 |
Reverse Dependencies | 1 direct, 0 indirect [details] |
Downloads | 3789 total (17 in the last 30 days) |
Rating | (no votes yet) [estimated by Bayesian average] |
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Status | Docs uploaded by user Build status unknown [no reports yet] |