mighty-metropolis

The Metropolis algorithm.

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

Version on this page:	1.1.0
LTS Haskell 24.28:	2.0.0@rev:1
Stackage Nightly 2026-01-18:	2.0.0@rev:1
Latest on Hackage:	2.0.0@rev:1

See all snapshots mighty-metropolis appears in

MIT licensed by Jared Tobin

Maintained by [email protected]

This version can be pinned in stack with:mighty-metropolis-1.1.0@sha256:81fbbdce3259b366332e74b11e9260c1afb94baf7207b91a9445c743b671ae9c,2006

Module documentation for 1.1.0

Numeric
- Numeric.MCMC
  - Numeric.MCMC.Metropolis

Depends on 6 packages(full list with versions):

base, mcmc-types, mwc-probability, pipes, primitive, transformers

Used by 1 package in nightly-2016-12-20(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, 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