Safe Haskell	None
Language	Haskell2010

Data.Random.Distribution.Simplex

Synopsis

newtype StdSimplex as = StdSimplex Int
stdSimplex :: Distribution StdSimplex [a] => Int -> RVar [a]
stdSimplexT :: Distribution StdSimplex [a] => Int -> RVarT m [a]
fractionalStdSimplex :: (Ord a, Fractional a, Distribution StdUniform a) => Int -> RVar [a]

Documentation

newtype StdSimplex as Source #

Uniform distribution over a standard simplex.

Constructors

StdSimplex Int

StdSimplex k constructs a standard simplex of dimension k (standard k-simplex). An element of the simplex represents a vector variable as = (a_0, a_1, ..., a_k). The elements of as are more than or equal to 0 and sum as is always equal to 1.

Instances

Instances details

(Ord a, Fractional a, Distribution StdUniform a) => Distribution StdSimplex [a] Source #
Instance details Defined in Data.Random.Distribution.Simplex Methods rvar :: StdSimplex [a] -> RVar [a] Source # rvarT :: forall (n :: Type -> Type). StdSimplex [a] -> RVarT n [a] Source #
Eq (StdSimplex as) Source #
Instance details Defined in Data.Random.Distribution.Simplex Methods (==) :: StdSimplex as -> StdSimplex as -> Bool # (/=) :: StdSimplex as -> StdSimplex as -> Bool #
Show (StdSimplex as) Source #
Instance details Defined in Data.Random.Distribution.Simplex Methods showsPrec :: Int -> StdSimplex as -> ShowS # show :: StdSimplex as -> String # showList :: [StdSimplex as] -> ShowS #

stdSimplex :: Distribution StdSimplex [a] => Int -> RVar [a] Source #

stdSimplex k returns a random variable being uniformly distributed over a standard simplex of dimension k.

stdSimplexT :: Distribution StdSimplex [a] => Int -> RVarT m [a] Source #

fractionalStdSimplex :: (Ord a, Fractional a, Distribution StdUniform a) => Int -> RVar [a] Source #

An algorithm proposed by Rubinstein & Melamed (1998). See, e.g., S. Onn, I. Weissman. Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes. Ann Oper Res (2011) 189:331-342.