mwc-probability-transition

This package provides a Transition type that is useful for modelling (and debugging) stochastic transition kernels (used in e.g. the integration of SDEs, Markov chain Monte Carlo algorithms etc.). It wraps the compositional random sampling functionality of mwc-probability and offers structured logging via logging-effect.


Keywords
library, numeric, random, science, scientific-simulation, statistical-modeling, statistics, Propose Tags , System.Random.MWC.Probability.Transition, diffusion, markov-chain, random-walk, stochastic-differential-equations, stochastic-process, stochastic-processes, stochastic-simulation-algorithm, wiener-process
License
BSD-3-Clause
Install
cabal install mwc-probability-transition-0.4

Documentation

mwc-probability-transition

Build Status

Types and primitives for stochastic simulation (e.g. integration of SDE, random walks, Markov Chain Monte Carlo algorithms etc.)