Data.Stochastic

This module contains convenience functions to construct Samples or StochProcesses corresponding to several probability distributions.

It also contains functions that can be used for running the constructed StochProcesses and generating datapoints, or sampling from a constructed Sample.

Some examples for usage can be found here: http://kevinl.io/posts/2016-08-17-sampling-monad.html

Constructing a Sample

certain :: (RandomGen g, Sampleable d) => a -> Sample g d a

Sample for a distribution where we always sample the same value.

uniform :: RandomGen g => [a] -> Sample g Distribution a

Sample for a uniform distribution given a list of provided values.

discrete :: RandomGen g => [(a, Double)] -> Sample g Distribution a

Sample for a discrete distribution with given list of tuples of values of type a and Doubles representing the probability of producing each value when sampling from this distribution.

bernoulli :: RandomGen g => Double -> Sample g Distribution Bool

Sample for a Bernoulli distribution with given probability to produce True.

normal :: RandomGen g => Mean -> StDev -> Sample g Distribution Double

Sample for a normal distribution with given StdGen, Mean, and StDev.

Sampling from a Sample

sample :: (RandomGen g, Sampleable d) => Sample g d a -> g -> (a, g)

Get one sample of type a from the Sample along with a new StdGen.

We do an extra next in order to get one more RandomGen because when we sample from normal distributions, we consume one extra RandomGen.

sample_ :: (RandomGen g, Sampleable d) => Sample g d a -> g -> a

Get one sample of type a from the Sample, discarding the RandomGen

sampleN :: (RandomGen g, Sampleable d, Integral i) => i -> Sample g d a -> g -> Seq a

Get a certain number of samples from the Sample

sampleIO :: Sampleable d => Sample StdGen d a -> IO (a, StdGen)

Sample from a Sample of type a using the global random number generator provided by newStdGen, returning a new StdGen with the sampled value.

sampleIO_ :: Sampleable d => Sample StdGen d a -> IO a

Sample from a Sample of type a using the global random number generator provided by newStdGen, discarding the new StdGen.

sampleION :: (Sampleable d, Integral i) => i -> Sample StdGen d a -> IO (Seq a)

Produce several samples from the Sample using the random number generator in the IO monad.

Constructing a StochProcess

certainProcess :: Double -> StochProcess

StochProcess sample for a distribution over Doubles that always returns the same value when sampled, and records that value.

uniformProcess :: [Double] -> StochProcess

StochProcess sample for a uniform distribution over Doubles that records the value sampled from it.

discreteProcess :: [(Double, Double)] -> StochProcess

StochProcess sample for a discrete distribution over Doubles that records the value sampled from the normal distribution.

normalProcess :: Mean -> StDev -> StochProcess

StochProcess sample for a normal distribution that records the value sampled from the normal distribution.

Running a StochProcess

runProcess :: StochProcess -> StdGen -> (Seq Double, StdGen)

Run a StochProcess computation and retrieve the recorded results along with a new RandomGen.

runProcess_ :: StochProcess -> StdGen -> Seq Double

Run a StochProcess computation and retrieve the recorded results, discarding the new RandomGen.

runProcessN :: Integral i => i -> StochProcess -> StdGen -> Seq (Seq Double)

Runs a StochProcess computation a given number times and produces a Sequence of Sequences of Doubles.

Sampling from a StochProcess

sampleProcess :: StochProcess -> StdGen -> (Double, StdGen)

Sample from the StochProcess computation, returning the value of type a and a new RandomGen.

sampleProcess_ :: StochProcess -> StdGen -> Double

Sample from the StochProcess computation, discarding the new RandomGen.

sampleProcessN :: Integral i => i -> StochProcess -> StdGen -> Seq Double

Get a certain number of samples from the StochProcess computation.

sampleProcessIO :: StochProcess -> IO (Double, StdGen)

Sample from the StochProcess computation in the IO monad, returning a Double and a RandomGen created in the IO monad.

sampleProcessION :: Integral i => i -> StochProcess -> IO (Seq Double)

Get a certain number of samples from the StochProcess computation in the IO monad.

The types

module Data.Stochastic.Types

Internal functions for your viewing pleasure

module Data.Stochastic.Internal