The latest version of mighty-metropolis is 2.0.0-0.
mighty-metropolis
Version 1.2.0 revision 0 uploaded by JaredTobin.
Package meta
- Synopsis
- The Metropolis algorithm.
- 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- Author
- Jared Tobin
- Bug reports
- n/a
- Category
- Numeric
- Copyright
- n/a
- Homepage
- http://github.com/jtobin/mighty-metropolis
- Maintainer
- jared@jtobin.ca
- Package URL
- n/a
- Stability
- n/a