[Haskell-cafe] ANN: random-fu 0.1.0.0

mokus at deepbondi.net mokus at deepbondi.net
Thu Jun 3 19:19:05 EDT 2010


> The only feature suggestion I can suggest is the addition of a
> convolution operator to combine distributions (reified as RVar's in
> this implementation, though of course the difference between a random
> variable over a distribution and the distribution is rather thin)

I don't think I understand.  My familiarity with probability theory is
fairly light.  Are you referring to the fact that the PDF of the sum of
random variables is the convolution of their PDFs?  If so, the sum of
random variables can already be computed as "liftA2 (+) :: Num a => RVar a
-> RVar a -> RVar a" since RVar is an applicative functor (or using liftM2
since it's also a monad).

Or perhaps you mean an operator that would take, say, 2 values of the
'Uniform' data type and return an instance of the 'Triangular' type
corresponding to the convolution of the distributions?



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