-- | -- Module : ELynx.Simulate.MarkovProcess -- Description : Markov process helpers -- Copyright : 2021 Dominik Schrempf -- License : GPL-3.0-or-later -- -- Maintainer : dominik.schrempf@gmail.com -- Stability : unstable -- Portability : portable -- -- Creation date: Thu Jan 24 09:02:25 2019. module ELynx.Simulate.MarkovProcess ( ProbMatrix, State, probMatrix, jump, ) where import ELynx.MarkovProcess.RateMatrix import Numeric.LinearAlgebra import System.Random.MWC.Distributions import System.Random.Stateful -- | A probability matrix, P_ij(t) = Pr (X_t = j | X_0 = i). type ProbMatrix = Matrix R -- | Make type signatures a little clearer. type State = Int -- | The important matrix that gives the probabilities to move from one state to -- another in a specific time (branch length). probMatrix :: RateMatrix -> Double -> ProbMatrix probMatrix q t | n /= m = error "probMatrix: Matrix is not square." | t == 0 = ident n | t < 0 = error "probMatrix: Time is negative." | otherwise = expm $ scale t q where n = rows q m = cols q -- | Move from a given state to a new one according to a transition probability -- matrix . -- -- This function is the bottleneck of the simulator and takes up most of the -- computation time. jump :: (StatefulGen g m) => State -> ProbMatrix -> g -> m State jump i p = categorical (p ! i) -- XXX: Maybe for later, use condensed tables. -- -- Write storable instance, compilation is really slow otherwise. instance -- Storable (Int, R) where sizeOf (x, y) = sizeOf x + sizeOf y -- -- Do not generate table for each jump. -- -- jump :: StatefulGen g m => State -> ProbMatrix -> g -> m State -- jump i p = genFromTable table -- where -- ws = toList $ p ! i -- vsAndWs = fromList [ (v, w) | (v, w) <- zip [(0 :: Int) ..] ws -- , w > 0 ] -- table = tableFromProbabilities vsAndWs -- -- | Perform N jumps from a given state and according to a transition -- -- probability matrix transformed to a list of generators. This implementation -- -- uses 'foldM' and I am not sure how to access or store the actual chain. This -- -- could be done by an equivalent of 'scanl' for general monads, which I was -- -- unable to find. This function is neat, but will most likely not be needed. -- -- However, it is instructive and is left in place. -- jumpN :: (MonadRandom m) => State -> [Generator State] -> Int -> m State -- jumpN s p n = foldM jump s (replicate n p)