Control.Monad.MC.GSL

The Monte Carlo monad

data MC a

A Monte Carlo monad with an internal random number generator.

Instances

Monad MC

Functor MC

MonadState RNG MC

runMC :: MC a -> RNG -> (a, RNG)

Run this Monte Carlo monad with the given initial random number generator, getting the result and the new random number generator.

evalMC :: MC a -> RNG -> a

Evaluate this Monte Carlo monad and throw away the final random number generator. Very much like fst composed with runMC.

execMC :: MC a -> RNG -> RNG

Exicute this Monte Carlo monad and return the final random number generator. Very much like snd composed with runMC.

unsafeInterleaveMC :: MC a -> MC a

Get the baton from the Monte Carlo monad without performing any computations. Useful but dangerous.

The Monte Carlo monad transformer

data MCT m a

A parameterizable Monte Carlo monad for encapsulating an inner monad.

Instances

MonadTrans MCT

MonadReader r m => MonadReader r (MCT m)

MonadState s m => MonadState s (MCT m)

Monad m => MonadState RNG (MCT m)

MonadError e m => MonadError e (MCT m)

MonadWriter w m => MonadWriter w (MCT m)

Monad m => Monad (MCT m)

Monad m => Functor (MCT m)

MonadPlus m => MonadPlus (MCT m)

MonadCont m => MonadCont (MCT m)

MonadIO m => MonadIO (MCT m)

runMCT :: Monad m => MCT m a -> RNG -> m (a, RNG)

Similar to runMC.

evalMCT :: Monad m => MCT m a -> RNG -> m a

Similar to evalMC.

execMCT :: Monad m => MCT m a -> RNG -> m RNG

Similar to execMC.

liftMCT :: Monad m => MC a -> MCT m a

Take a Monte Carlo computations and lift it to an MCT computation.

unsafeInterleaveMCT :: Monad m => MCT m a -> MCT m a

Similar to unsafeInterleaveMC.

Pure random number generator creation

data RNG

Instances

MonadState RNG MC

Monad m => MonadState RNG (MCT m)

mt19937 :: Word64 -> RNG

Get a Mersenne Twister random number generator seeded with the given value.

Random distributions

uniform :: Double -> Double -> MC Double

uniform a b generates a value uniformly distributed in [a,b).

uniformInt :: Int -> MC Int

uniformInt n generates an integer uniformly in the range [0,n-1]. It is an error to call this function with a non-positive value.

normal :: Double -> Double -> MC Double

normal mu sigma generates a Normal random variable with mean mu and standard deviation sigma.

poisson :: Double -> MC Int

poisson mu generates a Poisson random variable with mean mu.