mighty-metropolis alternatives and similar packages
Based on the "Numeric" category.
Alternatively, view mighty-metropolis alternatives based on common mentions on social networks and blogs.
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numeric-ranges
DSL written in Haskell that provides a set of tools for working with both open and closed numeric intervals. -
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simple-units
Haskell library for performing arithmetic with SI units with type-checked dimensional analysis -
approx
The library is created to allow for a easy-to-use reasonable way of emulating approx in Haskell. -
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gutenberg-fibonaccis
DISCONTINUED. The first 1001 Fibonacci numbers, retrieved from the Gutenberg Project.
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README
mighty-metropolis
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.
See the test directory for example usage.
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
mighty-metropolis is a member of the declarative suite of libraries, containing a bunch of MCMC algorithms that play nicely together.
*Note that all licence references and agreements mentioned in the mighty-metropolis README section above
are relevant to that project's source code only.