I think a gsl addon would be worthwhile, and looked at this some time ago.
gsl can be called directly, e.g.
gsl_rng_env_setup=: ('libgsl.so gsl_rng_env_setup > x')&cd
gsl_rng_alloc=: ('libgsl.so gsl_rng_alloc > x x')&cd
gsl_ran_gaussian=: ('libgsl.so gsl_ran_gaussian > d x d')&cd
gsl_ran_gaussian_pdf=: ('libgsl.so gsl_ran_gaussian_pdf > d d d')&cd
gsl_ran_poisson=: ('libgsl.so gsl_ran_poisson > i x d')&cd
A=: gsl_rng_env_setup''
B=: gsl_rng_alloc A
gsl_ran_gaussian B;1
0.133919
gsl_ran_gaussian_pdf 1;2
0.176033
gsl_ran_poisson B;10
14
However, you probably want to extend gsl to allow J to call routines
with list arguments or results, e.g.
#include "jgsl.h"
unsigned int jgsl_ran_poisson(double mu)
{
init();
return gsl_ran_poisson(rng, mu);
}
unsigned int *jgsl_ran_poissonv(double mu, int len)
{
init();
unsigned int *buf=(unsigned int *)malloc(len * sizeof(unsigned int));
for (int i=0;i<len;i++)
buf[i]=gsl_ran_poisson(rng, mu);
return buf;
then:
NB. generate len random integers from poisson distribution with mean mu.
ran_poissonv=: 3 : 0
'mu len'=. y
p=. jgsl_ran_poissonv mu,len
r=. _2 ic memr p,0,len*4
memf p
r
)
ran_poissonv_jgsl_ 10,5
8 7 7 14 10
On Thu, Feb 25, 2021 at 10:37 PM Bill Harris
<[email protected]> wrote:
>
> Interesting thread. I once thought of trying to interface J to Stan
> <https://mc-stan.org/>--or to suggest someone more skilled at it try. As
> you can see on the installation <https://mc-stan.org/users/interfaces/>
> page, Stan already has interfaces from R, Python, MATLAB, Julia, Stata,
> Mathematica, and Scala. Note that R and Python have two interfaces. I've
> used RStan, and it's pretty nice and pretty extensive. CmdStanR seems much
> simpler in capability and in maintenance requirements, so a CmdStanJ seems
> like a nice way to get sophisticated Bayesian regression analysis. Oh, and
> RStan is GPL-3 while CmdStanR and Stan are BSD-3.
>
> I lack the immediate skills and the time to develop and use those skills.
> Anyone else interested?
>
> Bill
> --
> Bill Harris
> ----------------------------------------------------------------------
> For information about J forums see http://www.jsoftware.com/forums.htm
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