module Mcmc.Proposal.Generic
( genericContinuous,
genericDiscrete,
)
where
import Mcmc.Proposal
import Numeric.Log
import Statistics.Distribution
genericContinuous ::
(ContDistr d, ContGen d) =>
d ->
(a -> Double -> a) ->
Maybe (Double -> Double) ->
Maybe (a -> Double -> Jacobian) ->
PFunction a
genericContinuous :: forall d a.
(ContDistr d, ContGen d) =>
d
-> (a -> Double -> a)
-> Maybe (Double -> Double)
-> Maybe (a -> Double -> Jacobian)
-> PFunction a
genericContinuous d
d a -> Double -> a
f Maybe (Double -> Double)
mInv Maybe (a -> Double -> Jacobian)
mJac a
x IOGenM StdGen
g = do
Double
u <- forall d g (m :: * -> *).
(ContGen d, StatefulGen g m) =>
d -> g -> m Double
genContVar d
d IOGenM StdGen
g
let r :: Jacobian
r = case Maybe (Double -> Double)
mInv of
Maybe (Double -> Double)
Nothing -> Jacobian
1.0
Just Double -> Double
fInv ->
let qXY :: Jacobian
qXY = forall a. a -> Log a
Exp forall a b. (a -> b) -> a -> b
$ forall d. ContDistr d => d -> Double -> Double
logDensity d
d Double
u
qYX :: Jacobian
qYX = forall a. a -> Log a
Exp forall a b. (a -> b) -> a -> b
$ forall d. ContDistr d => d -> Double -> Double
logDensity d
d (Double -> Double
fInv Double
u)
in Jacobian
qYX forall a. Fractional a => a -> a -> a
/ Jacobian
qXY
j :: Jacobian
j = case Maybe (a -> Double -> Jacobian)
mJac of
Maybe (a -> Double -> Jacobian)
Nothing -> Jacobian
1.0
Just a -> Double -> Jacobian
fJac -> a -> Double -> Jacobian
fJac a
x Double
u
forall (f :: * -> *) a. Applicative f => a -> f a
pure (forall a. a -> Jacobian -> Jacobian -> PResult a
Propose (a
x a -> Double -> a
`f` Double
u) Jacobian
r Jacobian
j, forall a. Maybe a
Nothing)
{-# INLINEABLE genericContinuous #-}
genericDiscrete ::
(DiscreteDistr d, DiscreteGen d) =>
d ->
(a -> Int -> a) ->
Maybe (Int -> Int) ->
PFunction a
genericDiscrete :: forall d a.
(DiscreteDistr d, DiscreteGen d) =>
d -> (a -> Int -> a) -> Maybe (Int -> Int) -> PFunction a
genericDiscrete d
d a -> Int -> a
f Maybe (Int -> Int)
mfInv a
x IOGenM StdGen
g = do
Int
u <- forall d g (m :: * -> *).
(DiscreteGen d, StatefulGen g m) =>
d -> g -> m Int
genDiscreteVar d
d IOGenM StdGen
g
let r :: Jacobian
r = case Maybe (Int -> Int)
mfInv of
Maybe (Int -> Int)
Nothing -> Jacobian
1.0
Just Int -> Int
fInv ->
let qXY :: Jacobian
qXY = forall a. a -> Log a
Exp forall a b. (a -> b) -> a -> b
$ forall d. DiscreteDistr d => d -> Int -> Double
logProbability d
d Int
u
qYX :: Jacobian
qYX = forall a. a -> Log a
Exp forall a b. (a -> b) -> a -> b
$ forall d. DiscreteDistr d => d -> Int -> Double
logProbability d
d (Int -> Int
fInv Int
u)
in Jacobian
qYX forall a. Fractional a => a -> a -> a
/ Jacobian
qXY
forall (f :: * -> *) a. Applicative f => a -> f a
pure (forall a. a -> Jacobian -> Jacobian -> PResult a
Propose (a
x a -> Int -> a
`f` Int
u) Jacobian
r Jacobian
1.0, forall a. Maybe a
Nothing)
{-# INLINEABLE genericDiscrete #-}