name:                hasty-hamiltonian
version:             1.3.3
synopsis:            Speedy traversal through parameter space.
homepage:            http://github.com/jtobin/hasty-hamiltonian
license:             MIT
license-file:        LICENSE
author:              Jared Tobin
maintainer:          jared@jtobin.ca
category:            Numeric
build-type:          Simple
tested-with:         GHC == 8.2.2, GHC == 8.8.3
cabal-version:       >= 1.10
Description:
  Gradient-based traversal through parameter space.
  .
  This implementation of HMC 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.
  .
  If you don't want to calculate your gradients by hand you can use the
  handy <https://hackage.haskell.org/package/ad ad> library for automatic
  differentiation.
  .
  Exports a 'mcmc' function that prints a trace to stdout, a 'chain' function
  for collecting results in memory, and a 'hamiltonian' transition operator
  that can be used more generally.
  .
  > import Numeric.AD (grad)
  > import Numeric.MCMC.Hamiltonian
  >
  > target :: RealFloat a => [a] -> a
  > target [x0, x1] = negate ((x0 + 2 * x1 - 7) ^ 2 + (2 * x0 + x1 - 5) ^ 2)
  >
  > gTarget :: [Double] -> [Double]
  > gTarget = grad target
  >
  > booth :: Target [Double]
  > booth = Target target (Just gTarget)
  >
  > main :: IO ()
  > main = withSystemRandom . asGenIO $ mcmc 10000 0.05 20 [0, 0] booth

Source-repository head
  Type:     git
  Location: http://github.com/jtobin/hasty-hamiltonian.git

library
  default-language: Haskell2010
  ghc-options:
    -Wall
  exposed-modules:
    Numeric.MCMC.Hamiltonian
  build-depends:
      base             >= 4 && < 6
    , kan-extensions   >= 5 && < 6
    , mcmc-types       >= 1.0.1
    , mwc-probability  >= 2.0 && < 3
    , lens             >= 4 && < 5
    , pipes            >= 4 && < 5
    , primitive        >= 0.5 && < 1.0
    , transformers     >= 0.5 && < 1.0

Test-suite booth
  type:                exitcode-stdio-1.0
  hs-source-dirs:      test
  main-is:             Booth.hs
  default-language:    Haskell2010
  ghc-options:
    -rtsopts
  build-depends:
      ad                >= 4 && < 5
    , base              >= 4 && < 6
    , mwc-probability   >= 2.0 && < 3
    , hasty-hamiltonian