module Numeric.MaxEnt.General (
Constraint,
general
) where
import Control.Applicative
import qualified Data.Vector.Storable as S
import Numeric.Optimization.Algorithms.HagerZhang05 (Result, Statistics)
import Numeric.AD.Lagrangian
entropy :: Floating a => [a] -> a
entropy xs = negate . sum . map (\x -> x * log x) $ xs
general :: Double
-> Int
-> [Constraint]
-> Either (Result, Statistics) (S.Vector Double)
general tolerance count constraints =
fst <$> maximize entropy ((sum <=> 1) : constraints) tolerance count