mwc-probability: Sampling function-based probability distributions.

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

Modules

[Index]

Downloads

• mwc-probability-1.0.1.tar.gz [browse] (Cabal source package)
• Package description (as included in the package)

Maintainer's Corner

Package maintainers

• JaredTobin, ocramz

For package maintainers and hackage trustees

• edit package information

Candidates

• No Candidates