mwc-probability

Sampling function-based probability distributions.

http://github.com/jtobin/mwc-probability

Version on this page:	1.3.0@rev:1
LTS Haskell 20.23:	2.3.1
Stackage Nightly 2023-05-31:	2.3.1
Latest on Hackage:	2.3.1

See all snapshots mwc-probability appears in

MIT licensed by Jared Tobin

Maintained by jared@jtobin.ca

This version can be pinned in stack with:mwc-probability-1.3.0@sha256:cbd6725c31a27aaf8c537865f8fbd9b52b1aaac872a523309b175ee609283cac,1754

Module documentation for 1.3.0

System
- System.Random
  - System.Random.MWC
    - System.Random.MWC.Probability

Depends on 4 packages(full list with versions):

base, mwc-random, primitive, transformers

Used by 8 packages in lts-9.21(full list with versions):

chart-unit, declarative, flat-mcmc, hasty-hamiltonian, mcmc-types, mighty-metropolis, perf, speedy-slice

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

Sequence distributions together using bind:

-- a beta-binomial conjugate 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