mwc-probability

Version 1.0.3 revision 0 uploaded 2016-02-08T21:12:15.000Z by JaredTobin.

Package meta

Synopsis

Sampling function-based probability distributions.

Description

A simple probability distribution type, where distributions are characterized by sampling functions.

This implementation is a thin layer over mwc-random, which handles RNG state-passing automatically by using a PrimMonad like IO or ST s under the hood.

Includes Functor, Applicative, Monad, and MonadTrans instances.

Examples

Transform a distribution's support while leaving its density structure invariant:

-- uniform over [0, 1] to uniform over [1, 2]
succ <$> uniform

Sequence distributions together using bind:

-- a beta-binomial conjugate distribution
beta 1 10 >>= binomial 10

Use do-notation to build complex joint distributions from composable, local conditionals:

hierarchicalModel = do
  [c, d, e, f] <- replicateM 4 $ uniformR (1, 10)
  a <- gamma c d
  b <- gamma e f
  p <- beta a b
  n <- uniformR (5, 10)
  binomial n p

Author

Jared Tobin

Bug reports

n/a

Category

Math

Copyright

n/a

Homepage

http://github.com/jtobin/mwc-probability

Maintainer

jared@jtobin.ca

Package URL

n/a

Stability

n/a

Components

• lib:mwc-probability