stanz

Stanz is a scala library for purely functional Bayesian analysis.

Example

import com.github.sdual.stanz.Stanz._
import com.github.sdual.stanz.algorithm.{MetropolisHastings, MetropolisHastingsImpl}
import com.github.sdual.stanz.monad.Distribution

val mh: MetropolisHastings = MetropolisHastingsImpl()
val r = new Random
val n = 100000

val ps: Distribution[(Double, Double)] = points(createTrainingData(), linear())

val sampled = mh.run(n, ps).sample(r)

References

1. Practical Probabilistic Programming with Monads
2. FUNCTIONAL PEARLS Probabilistic Functional Programming in Haskell