flat-mcmc.cabal

name:                flat-mcmc
version:             1.5.2
synopsis:            Painless general-purpose sampling.
homepage:            https://github.com/jtobin/flat-mcmc
license:             MIT
license-file:        LICENSE
author:              Jared Tobin
maintainer:          jared@jtobin.ca
category:            Math
build-type:          Simple
cabal-version:       >= 1.18
tested-with:         GHC == 8.6.5
description:
  flat-mcmc is a Haskell library for painless, efficient, general-purpose
  sampling from continuous distributions.
  .
  flat-mcmc uses an ensemble sampler that is invariant to affine
  transformations of space.  It wanders a target probability distribution's
  parameter space as if it had been "flattened" or "unstretched" in some sense,
  allowing many particles to explore it locally and in parallel.
  .
  In general this sampler is useful when you want decent performance without
  dealing with any tuning parameters or local proposal distributions.
  .
  flat-mcmc exports an 'mcmc' function that prints a trace to stdout, as well
  as a 'flat' transition operator that can be used more generally.
  .
  > import Numeric.MCMC.Flat
  > import qualified Data.Vector.Unboxed as U (unsafeIndex)
  >
  > rosenbrock :: Particle -> Double
  > rosenbrock xs = negate (5  * (x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2) where
  >   x0 = U.unsafeIndex xs 0
  >   x1 = U.unsafeIndex xs 1
  >
  > origin :: Ensemble
  > origin = ensemble [
  >     particle [negate 1.0, negate 1.0]
  >   , particle [negate 1.0, 1.0]
  >   , particle [1.0, negate 1.0]
  >   , particle [1.0, 1.0]
  >   ]
  >
  > main :: IO ()
  > main = withSystemRandom . asGenIO $ mcmc 12500 origin rosenbrock

Source-repository head
  Type:     git
  Location: http://github.com/jtobin/flat-mcmc.git

library
  default-language: Haskell2010
  hs-source-dirs:   lib
  ghc-options:
      -Wall

  exposed-modules:
      Numeric.MCMC.Flat

  other-modules:
      Data.Vector.Extended

  build-depends:
      base             >  4     && < 6
    , formatting       >= 6     && < 8
    , mcmc-types       >= 1.0.1 && < 2
    , monad-par        >= 0.3.4.7 && < 1
    , monad-par-extras >= 0.3.3 && < 1
    , mwc-probability  >= 1.0.1 && < 3
    , pipes            >= 4     && < 5
    , primitive        >= 0.6   && < 1
    , text             >= 1.2   && < 2
    , transformers     >= 0.2   && < 0.6
    , vector           >= 0.10  && < 1

Test-suite rosenbrock
  type:                exitcode-stdio-1.0
  hs-source-dirs:      test
  main-is:             Rosenbrock.hs
  default-language:    Haskell2010
  ghc-options:
    -rtsopts -threaded
  build-depends:
      base
    , flat-mcmc
    , vector

Test-suite bnn
  type:                exitcode-stdio-1.0
  hs-source-dirs:      test
  main-is:             BNN.hs
  default-language:    Haskell2010
  ghc-options:
    -rtsopts -threaded
  build-depends:
      base
    , flat-mcmc
    , vector