Re: [Haskell-cafe] Uncertainty analysis library?

2011-03-22 Thread Edward Kmett
I moved all of my repositories over to github back around June: http://twitter.com/#!/kmett/status/16174477854 I should update that link. -Edward On Mon, Mar 21, 2011 at 6:02 PM, Carter Schonwald carter.schonw...@gmail.com wrote: i'm now seeing that they've been moved to github, never mind!

Re: [Haskell-cafe] Uncertainty analysis library?

2011-03-21 Thread Edward Kmett
On Sun, Mar 20, 2011 at 5:46 PM, Tom Nielsen taniel...@gmail.com wrote: Interval arithmetic is of course not the same as uncertainty, although computer scientists like to pretend that is the case. (and uncertainty estimates do not have the be rough.) Very true. In general the propagation

Re: [Haskell-cafe] Uncertainty analysis library?

2011-03-21 Thread Edward Amsden
PS if you're a scientist and your accuracy estimate is on the same order as your rounding error, your are doing pretty well :-) At least in my field... True enough, but in the case of interval arithmetic I like to be able to preserve the invariant that if I am working with intervals (even

Re: [Haskell-cafe] Uncertainty analysis library?

2011-03-21 Thread Edward Kmett
On Mon, Mar 21, 2011 at 2:42 PM, Edward Amsden eca7...@cs.rit.edu wrote: So I'm feeling a bit elated that I've sparked my first theoretical discussion in cafe, though I don't have much to contribute. :\ However in the interests of the original question, I guess I should clarify. What we

Re: [Haskell-cafe] Uncertainty analysis library?

2011-03-21 Thread Tom Nielsen
The danger here is, of course, the side-condition of independence, which can make inhabitants of that type very difficult to reason about. e.g. x + x and 2*x in that world are very different. Yes. I was surprised (maybe i shouldn't have been): sampler = do x - gauss 0.0 1.0 y - gauss 0.0

Re: [Haskell-cafe] Uncertainty analysis library?

2011-03-21 Thread Carter Schonwald
by the way, the link to the patch-tag repo for your intervals lib seems to be dead / patch-tag gets confused, is it that the link is outdated or that there are problems on patch-tag? -Carter On Mon, Mar 21, 2011 at 4:57 PM, Edward Kmett ekm...@gmail.com wrote: On Mon, Mar 21, 2011 at 2:42 PM,

Re: [Haskell-cafe] Uncertainty analysis library?

2011-03-21 Thread Carter Schonwald
i'm now seeing that they've been moved to github, never mind! On Mon, Mar 21, 2011 at 6:01 PM, Carter Schonwald carter.schonw...@gmail.com wrote: by the way, the link to the patch-tag repo for your intervals lib seems to be dead / patch-tag gets confused, is it that the link is outdated or

Re: [Haskell-cafe] Uncertainty analysis library?

2011-03-21 Thread Henning Thielemann
On Mon, 21 Mar 2011, Tom Nielsen wrote: sampler = do x - gauss 0.0 1.0 y - gauss 0.0 1.0 return $ (2*x, x+y) main = do xys - take 10 `fmap` runSamplerIO sampler print $ runStat (both (before varF fst) (before varF snd)) $ xys =

[Haskell-cafe] Uncertainty analysis library?

2011-03-20 Thread Edward Amsden
Hi cafe, I'm looking for a library that provides an instance of Num, Fractional, Floating, etc, but carries uncertainty values through calculations. A scan of hackage didn't turn anything up. Does anyone know of a library like this? Thanks! -- Edward Amsden Student Computer Science Rochester

Re: [Haskell-cafe] Uncertainty analysis library?

2011-03-20 Thread Henning Thielemann
On Sun, 20 Mar 2011, Edward Amsden wrote: Hi cafe, I'm looking for a library that provides an instance of Num, Fractional, Floating, etc, but carries uncertainty values through calculations. A scan of hackage didn't turn anything up. Does anyone know of a library like this? Do you mean

Re: [Haskell-cafe] Uncertainty analysis library?

2011-03-20 Thread Edward Kmett
I have a package for interval arithmetic in hackage http://hackage.haskell.org/package/intervals-0.2.0 However it does not currently properly adjust the floating point rounding mode so containment isn't perfect. However, we are actively working on fixing up the Haskell MPFR bindings, which will

Re: [Haskell-cafe] Uncertainty analysis library?

2011-03-20 Thread Tom Nielsen
Interval arithmetic is of course not the same as uncertainty, although computer scientists like to pretend that is the case. (and uncertainty estimates do not have the be rough.) In general the propagation of errors depends on whether the errors are independent or not. The rules are given in

Re: [Haskell-cafe] Uncertainty analysis library?

2011-03-20 Thread Edward Amsden
I'm actually a CS undergrad in a physics lab class. I have permission from my professor to use computer programs for analysis of lab data. I need to do calculations on data with uncertainty, but uncertainty analysis on many formulae in physics is rather tedious. I was hoping for something with

Re: [Haskell-cafe] Uncertainty analysis library?

2011-03-20 Thread Tom Nielsen
so if you want to do it the quick, easy and approximately correct, why not just use a monte-carlo monad? say you have two values x and y, for which you know the means and standard deviations mx, my, sdx, sdy. and you have a function f(x,y) that expresses wheat you want to know. so then in the