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href="#clojure.contrib.probabilities.monte-carlo/discrete">discrete</a> - </div><div style="margin-left: 1em;" class="toc-entry"> - <a href="#clojure.contrib.probabilities.monte-carlo/exponential">exponential</a> - </div><div style="margin-left: 1em;" class="toc-entry"> - <a href="#clojure.contrib.probabilities.monte-carlo/lognormal">lognormal</a> - </div><div style="margin-left: 1em;" class="toc-entry"> - <a href="#clojure.contrib.probabilities.monte-carlo/n-sphere">n-sphere</a> - </div><div style="margin-left: 1em;" class="toc-entry"> - <a href="#clojure.contrib.probabilities.monte-carlo/normal">normal</a> - </div><div style="margin-left: 1em;" class="toc-entry"> - <a href="#clojure.contrib.probabilities.monte-carlo/normal-box-muller">normal-box-muller</a> - </div><div style="margin-left: 1em;" class="toc-entry"> - <a href="#clojure.contrib.probabilities.monte-carlo/random-stream">random-stream</a> - </div><div style="margin-left: 1em;" class="toc-entry"> - <a href="#clojure.contrib.probabilities.monte-carlo/reject">reject</a> - </div><div style="margin-left: 1em;" class="toc-entry"> - <a href="#clojure.contrib.probabilities.monte-carlo/sample">sample</a> - </div><div style="margin-left: 1em;" class="toc-entry"> - <a href="#clojure.contrib.probabilities.monte-carlo/sample-mean">sample-mean</a> - </div><div style="margin-left: 1em;" class="toc-entry"> - <a href="#clojure.contrib.probabilities.monte-carlo/sample-mean-variance">sample-mean-variance</a> - </div><div style="margin-left: 1em;" class="toc-entry"> - <a href="#clojure.contrib.probabilities.monte-carlo/sample-reduce">sample-reduce</a> - </div><div style="margin-left: 1em;" class="toc-entry"> - <a href="#clojure.contrib.probabilities.monte-carlo/sample-sum">sample-sum</a> - </div> - <br /> - </div> -</div> -</div> - <div id="content-tag"><h1 id="overview">API for <span id="namespace-name">probabilities.monte-carlo</span> - - <span id="header-project">clojure-contrib</span> <span id="header-version">next</span> (<span id="header-status">in development</span>) - </h1> -<span id="author-line">by <span id="author-name">Konrad Hinsen</span><br /></span> -<br />Usage: -<pre> -(ns your-namespace - (:require <span id="long-name">clojure.contrib.probabilities.monte-carlo</span>)) -</pre><pre> -</pre><h2>Overview</h2> -<pre id="namespace-docstr">Monte-Carlo method support - -Monte-Carlo methods transform an input random number stream -(usually having a continuous uniform distribution in the -interval [0, 1)) into a random number stream whose distribution -satisfies certain conditions (usually the expectation value -is equal to some desired quantity). They are thus -transformations from one probability distribution to another one. - -This library represents a Monte-Carlo method by a function that -takes as input the state of a random number stream with -uniform distribution (see -clojure.contrib.probabilities.random-numbers) and returns a -vector containing one sample value of the desired output -distribution and the final state of the input random number -stream. Such functions are state monad values and can be -composed using operations defined in clojure.contrib.monads.</pre> - - -<br /> -<h2>Public Variables and Functions</h2> -<div id="var-entry"> - <br /> - <hr /> - <h2 id="clojure.contrib.probabilities.monte-carlo/discrete">discrete</h2> - <span id="var-type">function</span><br /> - <pre id="var-usage">Usage: (discrete dist) -</pre> - <pre id="var-docstr">A discrete distribution, defined by a map dist mapping values -to probabilities. The sum of probabilities must be one.</pre> - - - <a href="http://github.com/richhickey/clojure-contrib/blob/7188a51605136f36524e4091fe806859114d6056/src/main/clojure/clojure/contrib/probabilities/monte_carlo.clj#L87" id="var-source">Source</a> -</div><div id="var-entry"> - <br /> - <hr /> - <h2 id="clojure.contrib.probabilities.monte-carlo/exponential">exponential</h2> - <span id="var-type">function</span><br /> - <pre id="var-usage">Usage: (exponential lambda) -</pre> - <pre id="var-docstr">Transform a sequence of uniform random numbers in the interval [0, 1) -into a sequence of exponential random numbers with parameter lambda.</pre> - - - <a href="http://github.com/richhickey/clojure-contrib/blob/7188a51605136f36524e4091fe806859114d6056/src/main/clojure/clojure/contrib/probabilities/monte_carlo.clj#L146" id="var-source">Source</a> -</div><div id="var-entry"> - <br /> - <hr /> - <h2 id="clojure.contrib.probabilities.monte-carlo/lognormal">lognormal</h2> - <span id="var-type">function</span><br /> - <pre id="var-usage">Usage: (lognormal mu sigma) -</pre> - <pre id="var-docstr">Transform a sequence of uniform random numbesr in the interval [0, 1) -into a sequence of lognormal random numbers with mean mu and standard -deviation sigma.</pre> - - - <a href="http://github.com/richhickey/clojure-contrib/blob/7188a51605136f36524e4091fe806859114d6056/src/main/clojure/clojure/contrib/probabilities/monte_carlo.clj#L137" id="var-source">Source</a> -</div><div id="var-entry"> - <br /> - <hr /> - <h2 id="clojure.contrib.probabilities.monte-carlo/n-sphere">n-sphere</h2> - <span id="var-type">function</span><br /> - <pre id="var-usage">Usage: (n-sphere n r) -</pre> - <pre id="var-docstr">Return a uniform distribution of n-dimensional vectors inside an -n-sphere of radius r.</pre> - - - <a href="http://github.com/richhickey/clojure-contrib/blob/7188a51605136f36524e4091fe806859114d6056/src/main/clojure/clojure/contrib/probabilities/monte_carlo.clj#L228" id="var-source">Source</a> -</div><div id="var-entry"> - <br /> - <hr /> - <h2 id="clojure.contrib.probabilities.monte-carlo/normal">normal</h2> - <span id="var-type">function</span><br /> - <pre id="var-usage">Usage: (normal mu sigma) -</pre> - <pre id="var-docstr">Transform a sequence urs of uniform random number in the interval [0, 1) -into a sequence of normal random numbers with mean mu and standard -deviation sigma.</pre> - - - <a href="http://github.com/richhickey/clojure-contrib/blob/7188a51605136f36524e4091fe806859114d6056/src/main/clojure/clojure/contrib/probabilities/monte_carlo.clj#L116" id="var-source">Source</a> -</div><div id="var-entry"> - <br /> - <hr /> - <h2 id="clojure.contrib.probabilities.monte-carlo/normal-box-muller">normal-box-muller</h2> - <span id="var-type">function</span><br /> - <pre id="var-usage">Usage: (normal-box-muller mu sigma) -</pre> - <pre id="var-docstr">Transform a sequence of uniform random numbers in the interval [0, 1) -into a sequence of normal random numbers with mean mu and standard -deviation sigma.</pre> - - - <a href="http://github.com/richhickey/clojure-contrib/blob/7188a51605136f36524e4091fe806859114d6056/src/main/clojure/clojure/contrib/probabilities/monte_carlo.clj#L163" id="var-source">Source</a> -</div><div id="var-entry"> - <br /> - <hr /> - <h2 id="clojure.contrib.probabilities.monte-carlo/random-stream">random-stream</h2> - <span id="var-type">function</span><br /> - <pre id="var-usage">Usage: (random-stream distribution random-stream-state) -</pre> - <pre id="var-docstr">Define a random stream by a distribution and the state of a -random number stream with uniform distribution in [0, 1).</pre> - - - <a href="http://github.com/richhickey/clojure-contrib/blob/7188a51605136f36524e4091fe806859114d6056/src/main/clojure/clojure/contrib/probabilities/monte_carlo.clj#L62" id="var-source">Source</a> -</div><div id="var-entry"> - <br /> - <hr /> - <h2 id="clojure.contrib.probabilities.monte-carlo/reject">reject</h2> - <span id="var-type">function</span><br /> - <pre id="var-usage">Usage: (reject p dist) -</pre> - <pre id="var-docstr">Return the distribution that results from rejecting the values from -dist that do not satisfy predicate p.</pre> - - - <a href="http://github.com/richhickey/clojure-contrib/blob/7188a51605136f36524e4091fe806859114d6056/src/main/clojure/clojure/contrib/probabilities/monte_carlo.clj#L74" id="var-source">Source</a> -</div><div id="var-entry"> - <br /> - <hr /> - <h2 id="clojure.contrib.probabilities.monte-carlo/sample">sample</h2> - <span id="var-type">function</span><br /> - <pre id="var-usage">Usage: (sample n dist) -</pre> - <pre id="var-docstr">Return the distribution of samples of length n from the -distribution dist</pre> - - - <a href="http://github.com/richhickey/clojure-contrib/blob/7188a51605136f36524e4091fe806859114d6056/src/main/clojure/clojure/contrib/probabilities/monte_carlo.clj#L182" id="var-source">Source</a> -</div><div id="var-entry"> - <br /> - <hr /> - <h2 id="clojure.contrib.probabilities.monte-carlo/sample-mean">sample-mean</h2> - <span id="var-type">function</span><br /> - <pre id="var-usage">Usage: (sample-mean n dist) -</pre> - <pre id="var-docstr">Return the distribution of the mean over n samples from the -distribution dist</pre> - - - <a href="http://github.com/richhickey/clojure-contrib/blob/7188a51605136f36524e4091fe806859114d6056/src/main/clojure/clojure/contrib/probabilities/monte_carlo.clj#L182" id="var-source">Source</a> -</div><div id="var-entry"> - <br /> - <hr /> - <h2 id="clojure.contrib.probabilities.monte-carlo/sample-mean-variance">sample-mean-variance</h2> - <span id="var-type">function</span><br /> - <pre id="var-usage">Usage: (sample-mean-variance n dist) -</pre> - <pre id="var-docstr">Return the distribution of the mean-and-variance (a vector containing -the mean and the variance) over n samples from the distribution dist</pre> - - - <a href="http://github.com/richhickey/clojure-contrib/blob/7188a51605136f36524e4091fe806859114d6056/src/main/clojure/clojure/contrib/probabilities/monte_carlo.clj#L182" id="var-source">Source</a> -</div><div id="var-entry"> - <br /> - <hr /> - <h2 id="clojure.contrib.probabilities.monte-carlo/sample-reduce">sample-reduce</h2> - <span id="var-type">function</span><br /> - <pre id="var-usage">Usage: (sample-reduce f n dist) - (sample-reduce f val n dist) -</pre> - <pre id="var-docstr">Returns the distribution of the reduction of f over n samples from the -distribution dist.</pre> - - - <a href="http://github.com/richhickey/clojure-contrib/blob/7188a51605136f36524e4091fe806859114d6056/src/main/clojure/clojure/contrib/probabilities/monte_carlo.clj#L182" id="var-source">Source</a> -</div><div id="var-entry"> - <br /> - <hr /> - <h2 id="clojure.contrib.probabilities.monte-carlo/sample-sum">sample-sum</h2> - <span id="var-type">function</span><br /> - <pre id="var-usage">Usage: (sample-sum n dist) -</pre> - <pre id="var-docstr">Return the distribution of the sum over n samples from the -distribution dist.</pre> - - - <a href="http://github.com/richhickey/clojure-contrib/blob/7188a51605136f36524e4091fe806859114d6056/src/main/clojure/clojure/contrib/probabilities/monte_carlo.clj#L182" id="var-source">Source</a> -</div> - 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