Modulerandom-fu-0.3.0.1Haskell2010

Data.Random.Distribution.Simplex

1 type
3 values

Packagerandom-fu-0.3.0.1
Exports4
LanguageHaskell2010
LicenceLicenseRef-PublicDomain
SourceSimplex.hs

newtypenewtype StdSimplex as

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.

Instances3Distribution, Eq, Show

(Ord a, Fractional a, Distribution StdUniform a) => Distribution StdSimplex [a]Defined in random-fu-0.3.0.1 · Data.Random.Distribution.Simplex
Eq (StdSimplex as)Defined in random-fu-0.3.0.1 · Data.Random.Distribution.Simplex
Show (StdSimplex as)Defined in random-fu-0.3.0.1 · Data.Random.Distribution.Simplex

valuestdSimplex :: Distribution StdSimplex [a] => Int -> RVar [a]

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

valuestdSimplexT :: Distribution StdSimplex [a] => Int -> RVarT m [a]

valuefractionalStdSimplex

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

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.