mighty-metropolis.cabal

name:                mighty-metropolis
version:             2.0.0
synopsis:            The Metropolis algorithm.
homepage:            http://github.com/jtobin/mighty-metropolis
license:             MIT
license-file:        LICENSE
author:              Jared Tobin
maintainer:          jared@jtobin.ca
category:            Numeric
build-type:          Simple
tested-with:         GHC == 8.2.2, GHC == 8.8.3
cabal-version:       >= 1.10
description:
  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, a 'chain' function
  for collecting results in-memory, and 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

Source-repository head
  Type:     git
  Location: http://github.com/jtobin/mighty-metropolis.git

library
  default-language:    Haskell2010
  ghc-options:
      -Wall
  exposed-modules:
      Numeric.MCMC.Metropolis
  build-depends:
      base             >= 4 && < 6
    , kan-extensions   >= 5 && < 6
    , pipes            >= 4 && < 5
    , primitive        >= 0.6 && < 1.0
    , mcmc-types       >= 1.0.1
    , mwc-probability  >= 1.0.1
    , 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
    , mighty-metropolis
    , mwc-probability   >= 1.0.1

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 && < 0.8
    , mighty-metropolis
    , mwc-probability   >= 1.0.1

Test-suite tests
  type:                exitcode-stdio-1.0
  hs-source-dirs:      test
  main-is:             Spec.hs
  default-language:    Haskell2010
  ghc-options:
    -rtsopts
  build-depends:
      base              >= 4 && < 6
    , containers        >= 0.5 && < 0.8
    , foldl
    , mighty-metropolis
    , mwc-probability   >= 1.0.1
    , hspec
    , mwc-random
    , mcmc-types