Benchmark

.github/workflows/master.yml

@@ -0,0 +1,27 @@
+name: Cargo build
+
+on:
+  push:
+    branches: [ master ]
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v3
+      - uses: actions-rs/toolchain@v1
+        with:
+          toolchain: 1.70.0
+      - run: cargo test -- --include-ignored
+      - run: cargo test --examples
+      - run: cargo doc --no-deps
+      - run: cargo bench --no-run --profile dev
+  benchmark:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v3
+      - uses: actions-rs/toolchain@v1
+        with:
+          toolchain: stable
+      - run: cargo install cargo-criterion
+      - run: cargo criterion

.github/workflows/pull_request.yml

@@ -0,0 +1,27 @@
+name: Cargo build
+
+on:
+  pull_request:
+    branches: [ master ]
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v3
+      - uses: actions-rs/toolchain@v1
+        with:
+          toolchain: 1.70.0
+      - run: cargo test -- --include-ignored
+      - run: cargo test --examples
+      - run: cargo doc --no-deps
+      - run: cargo bench --no-run --profile dev
+  benchmark:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v3
+      - uses: actions-rs/toolchain@v1
+        with:
+          toolchain: stable
+      - run: cargo install cargo-criterion
+      - run: cargo criterion

Cargo.toml

@@ -1,5 +1,5 @@
 [package]
-name = "mcmc"
+name = "metromc"
 version = "0.1.0"
 edition = "2021"
 authors = ["Emil Koutanov"]
@@ -14,4 +14,9 @@ statrs = "0.16.0"
 tinyrand = "0.5.0"
 
 [dev-dependencies]
-assert_float_eq = "1.1.3"
+assert_float_eq = "1.1.3"
+criterion = { version = "0.5.1", features = ["html_reports"] }
+
+[[bench]]
+name = "cri_gaussian"
+harness = false

README.md

@@ -1,17 +1,21 @@
-`mcmc`
+`metromc`
 ===
 Markov chain Monte Carlo sampling using the _Independence Metropolis-Hastings_ algorithm with uniform transition kernel.
 
-Uses the [tinyrand](https://github.com/obsidiandynamics/tinyrand) RNG.
+[![Crates.io](https://img.shields.io/crates/v/mcmc?style=flat-square&logo=rust)](https://crates.io/crates/mcmc)
+[![docs.rs](https://img.shields.io/badge/docs.rs-mcmc-blue?style=flat-square&logo=docs.rs)](https://docs.rs/mcmc)
+[![Build Status](https://img.shields.io/github/actions/workflow/status/obsidiandynamics/mcmc/master.yml?branch=master&style=flat-square&logo=github)](https://github.com/obsidiandynamics/mcmc/actions/workflows/master.yml)
+
+Uses the [tinyrand](https://github.com/obsidiandynamics/tinyrand) RNG to sample at rate of ~50M samples/sec.
 
 # Example
 Draw samples from the Gaussian distribution.
 
 ```rust
 use std::ops::RangeInclusive;
 use tinyrand::Wyrand;
-use mcmc::gaussian::Gaussian;
-use mcmc::sampler::{Config, Sampler};
+use metromc::gaussian::Gaussian;
+use metromc::sampler::{Config, Sampler};
 
 // sample from Gaussian with µ=0.0 and σ=1.0, in the interval [-5.0, 5.0]
 let sampler = Sampler::new(Config {

benches/cri_gaussian.rs

@@ -0,0 +1,29 @@
+use std::ops::RangeInclusive;
+
+use criterion::{Criterion, criterion_group, criterion_main};
+use tinyrand::Wyrand;
+
+use metromc::gaussian::Gaussian;
+use metromc::sampler::{Config, Sampler};
+
+fn criterion_benchmark(c: &mut Criterion) {
+    const MEAN: f64 = 0.0;
+    const STD_DEV: f64 = 1.0;
+    const RANGE: RangeInclusive<f64> = -5.0..=5.0;
+
+    let mut sampler = Sampler::new(Config {
+        rand: Wyrand::default(),
+        dist: Gaussian::new(MEAN, STD_DEV),
+        range: RANGE,
+    });
+
+    // sanity check
+    assert!(RANGE.contains(&sampler.next()));
+
+    c.bench_function("cri_gaussian", |b| {
+        b.iter(|| sampler.next());
+    });
+}
+
+criterion_group!(benches, criterion_benchmark);
+criterion_main!(benches);

examples/gamma_pdf.rs

@@ -1,5 +1,5 @@
-use mcmc::gamma::Gamma;
-use mcmc::Pdf;
+use metromc::gamma::Gamma;
+use metromc::Pdf;
 
 fn main() {
     const SHAPE: f64 = 2.0;

examples/gaussian_pdf.rs

@@ -1,5 +1,5 @@
-use mcmc::Pdf;
-use mcmc::gaussian::Gaussian;
+use metromc::Pdf;
+use metromc::gaussian::Gaussian;
 
 fn main() {
     const MEAN: f64 = 3.0;

examples/sample_gamma.rs

@@ -2,8 +2,8 @@ use std::ops::RangeInclusive;
 
 use tinyrand::Wyrand;
 
-use mcmc::gamma::Gamma;
-use mcmc::sampler::{Config, Sampler};
+use metromc::gamma::Gamma;
+use metromc::sampler::{Config, Sampler};
 
 fn main() {
     const SHAPE: f64 = 2.0;

examples/sample_gaussian.rs

@@ -1,7 +1,7 @@
 use std::ops::RangeInclusive;
 use tinyrand::Wyrand;
-use mcmc::gaussian::Gaussian;
-use mcmc::sampler::{Config, Sampler};
+use metromc::gaussian::Gaussian;
+use metromc::sampler::{Config, Sampler};
 
 fn main() {
     const MEAN: f64 = 0.0;