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Monthly Downloads: 62
Programming language: Haskell
License: MIT License
Tags: Math     Mwc    

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README

mwc-probability

Build Status Hackage Version MIT License

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.

Examples

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

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

  • Sequence distributions together using bind:

    -- a beta-binomial composite 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

Check out the haddock-generated docs on Hackage for other examples.

Etc.

PRs and issues welcome.


*Note that all licence references and agreements mentioned in the mwc-probability README section above are relevant to that project's source code only.