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module Probability.Distribution.Beta where
import Probability.Random
import MCMC (sliceSample)
foreign import bpcall "Distribution:" beta_density :: Double -> Double -> Double -> LogDouble
foreign import bpcall "Distribution:" beta_cdf :: Double -> Double -> Double -> Double
foreign import bpcall "Distribution:" beta_quantile :: Double -> Double -> Double -> Double
foreign import bpcall "Distribution:" sample_beta :: Double -> Double -> IO Double
data Beta = Beta Double Double
instance Dist Beta where
type Result Beta = Double
dist_name _ = "Beta"
instance IOSampleable Beta where
sampleIO (Beta a b) = sample_beta a b
instance HasPdf Beta where
pdf (Beta a b) x = beta_density a b x
instance Dist1D Beta where
cdf (Beta a b) p = beta_cdf a b p
lower_bound _ = Just 0
upper_bound _ = Just 1
instance ContDist1D Beta where
quantile (Beta a b) p = beta_quantile a b p
instance MaybeMean Beta where
maybeMean (Beta a b) = Just (a * b)
instance Mean Beta
instance MaybeVariance Beta where
maybeVariance (Beta a b) = Just $ a * b /((a+b)^2)/(a+b+a)
instance Variance Beta
instance HasAnnotatedPdf Beta where
annotated_densities dist@(Beta a b) x = do
in_edge "a" a
in_edge "b" b
return ([beta_density a b x],())
instance Sampleable Beta where
sample dist@(Beta a b) = RanDistribution2 dist beta_effect
beta_bounds = between 0 1
beta_effect x = add_move $ sliceSample x beta_bounds
beta a b = Beta a b
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