name: mighty-metropolis version: 2.0.0 synopsis: The Metropolis algorithm. homepage: http://github.com/jtobin/mighty-metropolis 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: The classic Metropolis algorithm. . Wander around parameter space according to a simple spherical Gaussian distribution. . Exports a 'mcmc' function that prints a trace to stdout, a 'chain' function for collecting results in-memory, and a 'metropolis' transition operator that can be used more generally. . > import Numeric.MCMC.Metropolis > > rosenbrock :: [Double] -> Double > rosenbrock [x0, x1] = negate (5 *(x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2) > > main :: IO () > main = withSystemRandom . asGenIO $ mcmc 10000 1 [0, 0] rosenbrock Source-repository head Type: git Location: http://github.com/jtobin/mighty-metropolis.git library default-language: Haskell2010 ghc-options: -Wall exposed-modules: Numeric.MCMC.Metropolis build-depends: base >= 4 && < 6 , kan-extensions >= 5 && < 6 , pipes >= 4 && < 5 , primitive >= 0.6 && < 1.0 , mcmc-types >= 1.0.1 , mwc-probability >= 1.0.1 , transformers >= 0.5 && < 1.0 Test-suite rosenbrock type: exitcode-stdio-1.0 hs-source-dirs: test main-is: Rosenbrock.hs default-language: Haskell2010 ghc-options: -rtsopts build-depends: base >= 4 && < 6 , mighty-metropolis , mwc-probability >= 1.0.1 Test-suite bnn type: exitcode-stdio-1.0 hs-source-dirs: test main-is: BNN.hs default-language: Haskell2010 ghc-options: -rtsopts build-depends: base >= 4 && < 6 , containers >= 0.5 && < 0.7 , mighty-metropolis , mwc-probability >= 1.0.1 Test-suite tests type: exitcode-stdio-1.0 hs-source-dirs: test main-is: Spec.hs default-language: Haskell2010 ghc-options: -rtsopts build-depends: base >= 4 && < 6 , containers >= 0.5 && < 0.7 , foldl , mighty-metropolis , mwc-probability >= 1.0.1 , hspec , mwc-random , mcmc-types