MIT licensed by Jared Tobin
Maintained by [email protected]
This version can be pinned in stack with:mighty-metropolis-1.0.2@sha256:34e1f9f7589b668a575a2e2bdcd8f1eeb50af760de9e7084c0d8a6ce10fdfe21,1916

Module documentation for 1.0.2

Used by 1 package in nightly-2015-10-19(full list with versions):

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, as well as 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