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mwcrandom
A very fast Haskell library for generating high quality pseudorandom numbers.
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README
mwcprobability
Sampling functionbased probability distributions.
A simple probability distribution type, where distributions are characterized by sampling functions.
This implementation is a thin layer over mwcrandom
, which handles RNG
statepassing automatically by using a PrimMonad
like IO
or ST s
under
the hood.
Examples
Transform a distribution's support while leaving its density structure invariant:
 uniform over [0, 1] transformed to uniform over [1, 2] succ <$> uniform
Sequence distributions together using bind:
 a betabinomial composite distribution beta 1 10 >>= binomial 10
Use donotation to build complex joint distributions from composable, local conditionals:
hierarchicalModel = do [c, d, e, f] < replicateM 4 (uniformR (1, 10)) a < gamma c d b < gamma e f p < beta a b n < uniformR (5, 10) binomial n p
Check out the haddockgenerated docs on Hackage for other examples.
Etc.
PRs and issues welcome.
*Note that all licence references and agreements mentioned in the mwcprobability README section above
are relevant to that project's source code only.