Language.Synthesis.MCMC

Documentation

mhList

Arguments

:: RandomGen g

=> a

The initial value.

-> (a -> (b, Double))

Density function.

-> (a -> Distr a)

Jumping distribution.

-> Rand g [(a, b, Double)]

List of (value, aux, density).

Use the Metropolis-Hastings algorithm to sample a list of values.