name:                speedy-slice
version:             0.3.0
synopsis:            Speedy slice sampling.
homepage:            http://github.com/jtobin/speedy-slice
license:             MIT
license-file:        LICENSE
author:              Jared Tobin
maintainer:          jared@jtobin.ca
category:            Math
build-type:          Simple
cabal-version:       >=1.10
description:
  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, a 'chain' function
  for collecting results in memory, and 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

Source-repository head
  Type:     git
  Location: http://github.com/jtobin/speedy-slice.git

library
  default-language:    Haskell2010
  exposed-modules:
      Numeric.MCMC.Slice
  build-depends:
      base            >= 4 && < 6
    , kan-extensions  >= 5 && < 6
    , lens            >= 4 && < 5
    , primitive       >= 0.6 && < 1.0
    , mcmc-types      >= 1.0.1
    , mwc-probability >= 1.0.1
    , pipes           >= 4 && < 5
    , transformers    >= 0.5 && < 1.0

Test-suite rosenbrock
  type:                exitcode-stdio-1.0
  hs-source-dirs:      test
  main-is:             Rosenbrock.hs
  default-language:    Haskell2010
  ghc-options:
    -rtsopts
  build-depends:
      base              >= 4 && < 6
    , mwc-probability   >= 1.0.1
    , speedy-slice

Test-suite bnn
  type:                exitcode-stdio-1.0
  hs-source-dirs:      test
  main-is:             BNN.hs
  default-language:    Haskell2010
  ghc-options:
    -rtsopts
  build-depends:
      base              >= 4 && < 6
    , containers        >= 0.5 && < 0.6
    , mwc-probability   >= 1.0.1
    , speedy-slice