https://github.com/ocramz/mwc-probability-transition

https://github.com/ocramz/mwc-probability-transition

diffusion markov-chain random-walk stochastic-differential-equations stochastic-process stochastic-processes stochastic-simulation-algorithm wiener-process

Last synced: 3 months ago
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• Host: GitHub
• URL: https://github.com/ocramz/mwc-probability-transition
• Owner: ocramz
• License: bsd-3-clause
• Created: 2018-04-16T15:06:04.000Z (over 7 years ago)
• Default Branch: master
• Last Pushed: 2018-05-23T11:41:39.000Z (over 7 years ago)
• Last Synced: 2025-05-17T16:51:56.379Z (5 months ago)
• Topics: diffusion, markov-chain, random-walk, stochastic-differential-equations, stochastic-process, stochastic-processes, stochastic-simulation-algorithm, wiener-process
• Language: Haskell
• Size: 48.8 KB
• Stars: 2
• Watchers: 4
• Forks: 2
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# mwc-probability-transition

[![Build Status](https://travis-ci.org/ocramz/mwc-probability-transition.png)](https://travis-ci.org/ocramz/mwc-probability-transition)

Types and primitives for stochastic simulation (e.g. integration of SDE, random walks, Markov Chain Monte Carlo algorithms etc.)