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module Probability.Distribution.Gamma where
import Probability.Random
import MCMC
foreign import bpcall "Distribution:" gamma_density :: Double -> Double -> Double -> LogDouble
foreign import bpcall "Distribution:" gamma_cdf :: Double -> Double -> Double -> Double
foreign import bpcall "Distribution:" gamma_quantile :: Double -> Double -> Double -> Double
foreign import bpcall "Distribution:" sample_gamma :: Double -> Double -> IO Double
data Gamma = Gamma Double Double
instance Dist Gamma where
type Result Gamma = Double
dist_name _ = "Gamma"
instance IOSampleable Gamma where
sampleIO (Gamma a b) = sample_gamma a b
instance HasPdf Gamma where
pdf (Gamma a b) x = gamma_density a b x
instance Dist1D Gamma where
cdf (Gamma a b) p = gamma_cdf a b p
lower_bound _ = Just 0
instance ContDist1D Gamma where
quantile (Gamma a b) p = gamma_quantile a b p
instance MaybeMean Gamma where
maybeMean (Gamma a b) = Just (a * b)
instance Mean Gamma
instance MaybeVariance Gamma where
maybeVariance (Gamma a b) = Just $ a * b * b
instance Variance Gamma
instance HasAnnotatedPdf Gamma where
annotated_densities dist@(Gamma a b) x = do
in_edge "a" a
in_edge "b" b
return ([gamma_density a b x], ())
instance Sampleable Gamma where
sample dist@(Gamma a b) = RanDistribution2 dist gammaEffect
-- do we need a "shifted" gamma so that slice sampling doesn't crash?
-- do we need it so that changing the "shift" parameter doesn't affect variables sampled from it?
gammaBounds = above 0
gammaEffect x = do
addMove 1 $ sliceSample x gammaBounds
gamma a b = Gamma a b
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