speedy-slice alternatives and similar packages
Based on the "Math" category.
Alternatively, view speedy-slice alternatives based on common mentions on social networks and blogs.
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vector
An efficient implementation of Int-indexed arrays (both mutable and immutable), with a powerful loop optimisation framework . -
hgeometry
HGeometry is a library for computing with geometric objects in Haskell. It defines basic geometric types and primitives, and it implements some geometric data structures and algorithms. -
dimensional
Dimensional library variant built on Data Kinds, Closed Type Families, TypeNats (GHC 7.8+). -
numhask
A haskell numeric prelude, providing a clean structure for numbers and operations that combine them. -
poly
Fast polynomial arithmetic in Haskell (dense and sparse, univariate and multivariate, usual and Laurent) -
eigen
Haskel binding for Eigen library. Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.
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README
speedy-slice
Speedy slice sampling, as per Neal, 2003.
This implementation of the slice sampling algorithm uses lens
as a means to
operate over generic indexed traversable functors, so you can expect it to
work if your target function takes a list, vector, map, sequence, etc. as its
argument.
Additionally you can sample over anything that's an instance of both Num
and
Variate
, which is useful in the case of discrete parameters.
Exports a mcmc
function that prints a trace to stdout, a chain
function for
working with results in memory, and a slice
transition operator that can be
used more generally.
import Numeric.MCMC.Slice
import Data.Sequence (Seq, index, fromList)
bnn :: Seq Double -> Double
bnn xs = -0.5 * (x0 ^ 2 * x1 ^ 2 + x0 ^ 2 + x1 ^ 2 - 8 * x0 - 8 * x1) where
x0 = index xs 0
x1 = index xs 1
main :: IO ()
main = withSystemRandom . asGenIO $ mcmc 10000 1 (fromList [0, 0]) bnn
speedy-slice 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 speedy-slice README section above
are relevant to that project's source code only.