{-# LANGUAGE DeriveGeneric #-} {-# LANGUAGE DeriveAnyClass #-} {-# LANGUAGE DerivingStrategies #-} {-# LANGUAGE FlexibleContexts #-} {-# LANGUAGE GeneralizedNewtypeDeriving #-} {-# LANGUAGE MultiParamTypeClasses #-} {-# LANGUAGE TypeOperators #-} {- | Module : Markov Description : Realization of Markov processes with known parameters. Maintainer : atloomis@math.arizona.edu Stability : experimental Three type classes for deterministically analyzing Markov chains with known parameters. 'Markov0' is intended to list possible outcomes, 'Markov' should allow for more sophisticated analysis. See "Examples" for examples. See README for a detailed description. -} module Markov ( -- *Markov0 Markov0 (..) , chain0 -- *Markov , Markov (..) , chain -- *Combine , Combine (..) , Merge (..) , Sum (..) , Product (..) -- *Misc , (:*) , (>*<) , fromLists , randomProduct , randomPath ) where -- import Configuration.Utils.Operators ((<*<)) import Control.Comonad import Data.Discrimination (Grouping, grouping) import Generics.Deriving (Generic) import Markov.Instance () import qualified Control.Monad.Random as MR import qualified Data.Discrimination as DD import qualified Data.Functor.Contravariant as FC import qualified Data.List as DL import qualified Data.List.NonEmpty as NE --------------------------------------------------------------- -- Markov0 --------------------------------------------------------------- -- |A basic implementation of Markov chains. class (Eq m) => Markov0 m where transition0 :: m -> [m -> m] step0 :: m -> [m] -- |Iterated steps. transition0 x = const <$> step0 x step0 x = ($ x) <$> transition0 x {-# MINIMAL transition0 | step0 #-} chain0 :: Markov0 m => [m] -> [[m]] chain0 = DL.iterate' $ DL.nub . concatMap step0 --------------------------------------------------------------------------------------- -- Markov --------------------------------------------------------------------------------------- -- |An implementation of Markov chains. class (Applicative t, Comonad t) => Markov t m where transition :: m -> [t (m -> m)] step :: t m -> [t m] sequential :: [m -> [t (m -> m)]] transition = fmap (fmap const) . step . pure step x = foldr (concatMap . step') [x] sequential where step' f y = (<*> y) <$> f (extract y) sequential = [transition] {-# MINIMAL transition | step | sequential #-} -- Could also be defined as follows: -- -- transition = foldr compose stayPut sequential -- where stayPut = const [pure id] -- compose g f a = composeWith g a =<< f a -- composeWith g a x = (<*< x) <$> g (extract $ fmap ($ a) x) -- step x = (<*> x) <$> transition (extract x) -- sequential = [fmap (fmap const) . step . pure] -- WARNING: DD.group does not currently respect equivalence classes. -- |Iterated steps, with equal states combined using 'summarize' operation. chain :: (Combine (t m), Grouping (t m), Markov t m) => [t m] -> [[t m]] chain = DL.iterate' $ fmap (summarize . NE.fromList) . DD.group . concatMap step --------------------------------------------------------------------------------------- -- Combine --------------------------------------------------------------------------------------- -- |Within equivalence classes, @combine@ should be associative, -- commutative, and should be idempotent up to equivalence. -- I.e. if @x == y == z@, -- -- prop> (x `combine` y) `combine` z = x `combine` (y `combine` z) -- prop> x `combine` y = y `combine` x -- prop> x `combine` x == x class Combine a where combine :: a -> a -> a summarize :: NE.NonEmpty a -> a combine a b = summarize . NE.fromList $ [a,b] summarize (a NE.:| b) = foldr combine a b {-# MINIMAL combine | summarize #-} instance (Combine a, Combine b) => Combine (a,b) where combine (w,x) (y,z) = (combine w y, combine x z) instance (Combine a, Combine b, Combine c) => Combine (a,b,c) where combine (a,w,x) (b,y,z) = (combine a b, combine w y, combine x z) --------------------------------------------------------------------------------------- -- Easier way to write nested 2-tuples --------------------------------------------------------------------------------------- -- |Easier way to write nested 2-tuples. type a :* b = (a,b) -- |Easier way to write nested 2-tuples. -- Left associative, binds weaker than @+@ -- but stronger than @==@. (>*<) :: a -> b -> a :* b a >*< b = (a,b) infixl 5 >*< --------------------------------------------------------------------------------------- -- Merge --------------------------------------------------------------------------------------- -- Does not group to combine unless equal. -- |Values from a 'Monoid' which have the respective -- binary operation applied each step, -- where different values mean states should not be combined. -- E.g., strings with concatenation. newtype Merge a = Merge a deriving (Eq, Generic) deriving newtype (Semigroup, Monoid, Enum, Num, Fractional, Show) deriving anyclass Grouping instance Combine (Merge a) where combine = const --------------------------------------------------------------------------------------- -- Sum --------------------------------------------------------------------------------------- -- |Values which are added each step -- where different values mean states should not be combined. -- E.g., number of times a red ball is picked from an urn. newtype Sum a = Sum a deriving Generic deriving newtype (Eq, Enum, Num, Fractional, Show) deriving anyclass Grouping instance Combine (Sum a) where combine = const instance Num a => Semigroup (Sum a) where x <> y = x + y instance Num a => Monoid (Sum a) where mempty = 0 --------------------------------------------------------------------------------------- -- Product --------------------------------------------------------------------------------------- -- Does not effect equality of tuple, -- @combine x y = x + y@. -- |Values which are multiplied each step, -- and combined additively for equal states. -- E.g., probabilities. newtype Product a = Product a deriving Generic deriving newtype (Num, Fractional, Enum, Show) instance Grouping (Product a) where grouping = FC.contramap (const ()) grouping -- This causes Data.List.group to act more like Data.Discrimination.group -- |WARNING! Defined @_ == _ = True@! instance Eq (Product a) where _ == _ = True instance Num a => Combine (Product a) where combine = (+) instance Num a => Semigroup (Product a) where x <> y = x * y instance Num a => Monoid (Product a) where mempty = 1 --------------------------------------------------------------------------------------- -- Misc --------------------------------------------------------------------------------------- -- |Randomly choose from a list by probability. randomProduct :: (Real a, MR.MonadRandom m) => [(a, b)] -> m (a, b) randomProduct = MR.fromList . fmap (\x -> (x, toRational $ fst x)) -- |Returns a single realization of a Markov chain. randomPath :: (Markov ((,) a) b, Real a, MR.RandomGen g) => (a,b) -> g -> [(a,b)] randomPath x g = fmap (`MR.evalRand` g) . iterate (>>= (randomProduct . step)) $ pure x -- |Create a transition function from a transition matrix. -- -- prop> all (== length matrix) (map length matrix) -- prop> length matrix == length states fromLists :: Eq b => [[a]] -> [b] -> b -> [(a, c -> b)] fromLists matrix states b = case DL.elemIndex b states of Nothing -> [] Just n -> zip (matrix!!n) $ fmap const states