MIT licensed by Jared Tobin
Maintained by [email protected]
This version can be pinned in stack with:speedy-slice-0.1.3@sha256:705eb190a4a019f9786f0becfe4ba5dfd7258503eed399fcb9c13c35bac5401e,2264

Module documentation for 0.1.3

Used by 1 package in nightly-2016-04-26(full list with versions):

Speedy slice sampling.

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, as well as 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