mwc-probability

Sampling function-based probability distributions. http://github.com/jtobin/mwc-probability

Version on this page:1.3.0
LTS Haskell 8.12:1.3.0
Stackage Nightly 2017-04-28:1.3.0
Latest on Hackage:1.3.0
MIT licensed by Jared Tobin
Maintained by jared@jtobin.ca

Module documentation for 1.3.0

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
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