diff options
Diffstat (limited to 'src/clojure/contrib/probabilities/monte_carlo.clj')
| -rw-r--r-- | src/clojure/contrib/probabilities/monte_carlo.clj | 40 |
1 files changed, 21 insertions, 19 deletions
diff --git a/src/clojure/contrib/probabilities/monte_carlo.clj b/src/clojure/contrib/probabilities/monte_carlo.clj index 83bda5bf..6e140a48 100644 --- a/src/clojure/contrib/probabilities/monte_carlo.clj +++ b/src/clojure/contrib/probabilities/monte_carlo.clj @@ -1,7 +1,7 @@ ;; Monte-Carlo algorithms ;; by Konrad Hinsen -;; last updated April 21, 2009 +;; last updated May 3, 2009 ;; Copyright (c) Konrad Hinsen, 2009. All rights reserved. The use ;; and distribution terms for this software are covered by the Eclipse @@ -11,24 +11,26 @@ ;; agreeing to be bound by the terms of this license. You must not ;; remove this notice, or any other, from this software. -(ns clojure.contrib.probabilities.monte-carlo - "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. - " +(ns + #^{:author "Konrad Hinsen" + :doc "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."} + clojure.contrib.probabilities.monte-carlo (:use [clojure.contrib.macros :only (const)]) (:use [clojure.contrib.types :only (deftype)]) (:use [clojure.contrib.stream-utils :only (defstream stream-next)]) |