mighty-metropolis

The Metropolis algorithm.

http://github.com/jtobin/mighty-metropolis

LTS Haskell 22.41:2.0.0@rev:1
Stackage Nightly 2024-11-12:2.0.0@rev:1
Latest on Hackage:2.0.0@rev:1

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MIT licensed by Jared Tobin
Maintained by [email protected]
This version can be pinned in stack with:mighty-metropolis-2.0.0@sha256:33ac2007a54954af04e2e737fd83521ceb23ed215f391ef5e627b41ca8008750,2631

Module documentation for 2.0.0

Used by 1 package in nightly-2024-11-10(full list with versions):
declarative

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.

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