Copyright | (c) 2012 Aleksey Khudyakov |
---|---|
License | BSD3 |
Maintainer | alexey.skladnoy@gmail.com |
Stability | experimental |
Portability | portable |
Safe Haskell | None |
Language | Haskell98 |
System.Random.MWC.CondensedTable.Monad
Description
Monadic wrapper for CondesedTable
.
- data CondensedTable v a :: (* -> *) -> * -> *
- type CondensedTableV = CondensedTable Vector
- type CondensedTableU = CondensedTable Vector
- genFromTable :: (MonadPrim m, Vector v a) => CondensedTable v a -> Rand m a
- tableFromProbabilities :: (Vector v (a, Word32), Vector v (a, Double), Vector v a, Vector v Word32) => v (a, Double) -> CondensedTable v a
- tableFromWeights :: (Vector v (a, Word32), Vector v (a, Double), Vector v a, Vector v Word32) => v (a, Double) -> CondensedTable v a
- tableFromIntWeights :: (Vector v (a, Word32), Vector v a, Vector v Word32) => v (a, Word32) -> CondensedTable v a
- tablePoisson :: Double -> CondensedTableU Int
- tableBinomial :: Int -> Double -> CondensedTableU Int
Condensed tables
data CondensedTable v a :: (* -> *) -> * -> * #
A lookup table for arbitrary discrete distributions. It allows
the generation of random variates in O(1). Note that probability
is quantized in units of 1/2^32
, and all distributions with
infinite support (e.g. Poisson) should be truncated.
type CondensedTableV = CondensedTable Vector #
A CondensedTable
that uses boxed vectors, and is able to hold
any type of element.
type CondensedTableU = CondensedTable Vector #
A CondensedTable
that uses unboxed vectors.
genFromTable :: (MonadPrim m, Vector v a) => CondensedTable v a -> Rand m a #
Constructors for tables
tableFromProbabilities :: (Vector v (a, Word32), Vector v (a, Double), Vector v a, Vector v Word32) => v (a, Double) -> CondensedTable v a #
Generate a condensed lookup table from a list of outcomes with given probabilities. The vector should be non-empty and the probabilites should be non-negative and sum to 1. If this is not the case, this algorithm will construct a table for some distribution that may bear no resemblance to what you intended.
tableFromWeights :: (Vector v (a, Word32), Vector v (a, Double), Vector v a, Vector v Word32) => v (a, Double) -> CondensedTable v a #
Same as tableFromProbabilities
but treats number as weights not
probilities. Non-positive weights are discarded, and those
remaining are normalized to 1.
tableFromIntWeights :: (Vector v (a, Word32), Vector v a, Vector v Word32) => v (a, Word32) -> CondensedTable v a #
Generate a condensed lookup table from integer weights. Weights
should sum to 2^32
at least approximately. This function will
correct small deviations from 2^32
such as arising from rounding
errors. But for large deviations it's likely to product incorrect
result with terrible performance.
Disrete distributions
tablePoisson :: Double -> CondensedTableU Int #
Create a lookup table for the Poisson distibution. Note that table construction may have significant cost. For λ < 100 it takes as much time to build table as generation of 1000-30000 variates.
Arguments
:: Int | Number of tries |
-> Double | Probability of success |
-> CondensedTableU Int |
Create a lookup table for the binomial distribution.