MaxEnt

Use this package to compute maximum entropy distributions given a list of values and list of constraints.

Here is a the example from Probability the Logic of Science

 maxent ([1,2,3], [average 1.5])

Right [0.61, 0.26, 0.11]

The classic dice example

 maxent ([1,2,3,4,5,6], [average 4.5])

Right [.05, .07, 0.11, 0.16, 0.23, 0.34]

Documentation

type Constraint a = (a -> a, a)

Constraint type. Think of this as f and c in sum pi (f x) = c

constraint :: Floating a => (a -> a) -> a -> Constraint a

average :: Floating a => a -> Constraint a

variance :: Floating a => a -> Constraint a

maxent

Arguments

:: (forall a. Floating a => ([a], [Constraint a]))

A pair of values that the distributions is over and the constraints

-> Either (Result, Statistics) [Double]

Either the a discription of what wrong or the probability distribution

The main entry point for computing discrete maximum entropy distributions.