Skip to main content

Welcome to pymc-extras

Contribute with Gitpod Codecov Badge

PyMC Extras extends PyMC with additional distributions, inference methods, and model transformations. It is maintained by the PyMC team and hosts functionality that is too specialized for the core library, but useful enough that you shouldn't have to write it yourself.

Highlights include:

  • Automatic marginalization: exact for finite discrete and conjugate variables, approximate via the Laplace approximation
  • Alternative inference methods: Pathfinder, DADVI, INLA, Laplace approximation, and better MAP estimation
  • Statespace models: SARIMAX, VARMAX, ETS, and structural time series with Kalman filtering
  • Additional distributions such as DiscreteMarkovChain, GeneralizedPoisson, and GenExtreme

pymc-extras mirrors the namespaces in pymc to make usage and migration as easy as possible. For example, distributions are used exactly like those in pymc:

import pymc as pm
import pymc_extras as pmx

with pm.Model():
    xi = pm.HalfNormal("xi", 0.2)
    pmx.GenExtreme("llik", mu=1, sigma=0.5, xi=xi, observed=data)

See the documentation for the full API reference.

Installation

pip install pymc-extras

or for the development version:

pip install git+https://github.com/pymc-devs/pymc-extras.git

Questions

What belongs in pymc-extras?

  • statistical methods, for example step methods or model construction helpers
  • distributions that are tricky to sample from or test
  • specialized fitting methods or distributions
  • any code that requires additional optimization before it can be used in practice

Functionality that proves widely useful may graduate to the main pymc repository.

What does not belong in pymc-extras?

  • Case studies
  • Implementations that cannot be applied generically, for example because they are tied to variables from a toy example

Contributing

We welcome contributions! Check out the contributing guidelines to get started.

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

pymc_extras-0.15.1.tar.gz (745.6 kB view details)

Uploaded Source

Built Distribution

If you're not sure about the file name format, learn more about wheel file names.

pymc_extras-0.15.1-py3-none-any.whl (388.2 kB view details)

Uploaded Python 3

File details

Details for the file pymc_extras-0.15.1.tar.gz.

File metadata

  • Download URL: pymc_extras-0.15.1.tar.gz
  • Upload date:
  • Size: 745.6 kB
  • Tags: Source
  • Uploaded using Trusted Publishing? Yes
  • Uploaded via: twine/7.0.0 CPython/3.13.14

File hashes

Hashes for pymc_extras-0.15.1.tar.gz
Algorithm Hash digest
SHA256 bd08ce9163905852b558d18be13551e7e5c4d9041dfd09a107a87e9a64846ba9
MD5 916955019d8d77526d00d1dee85982a6
BLAKE2b-256 19bef9edb31670f5490b8a535d98987b2b21fa1484c5170caa5d763830cd0909

See more details on using hashes here.

Provenance

The following attestation bundles were made for pymc_extras-0.15.1.tar.gz:

Publisher: pypi.yml on pymc-devs/pymc-extras

Attestations: Values shown here reflect the state when the release was signed and may no longer be current.

File details

Details for the file pymc_extras-0.15.1-py3-none-any.whl.

File metadata

  • Download URL: pymc_extras-0.15.1-py3-none-any.whl
  • Upload date:
  • Size: 388.2 kB
  • Tags: Python 3
  • Uploaded using Trusted Publishing? Yes
  • Uploaded via: twine/7.0.0 CPython/3.13.14

File hashes

Hashes for pymc_extras-0.15.1-py3-none-any.whl
Algorithm Hash digest
SHA256 0feff74f568cbfdcb24a5f4a0a65b3789345380e2198e83c16d6a1d87eca2692
MD5 03a2a21b7666e3ed277004b1dc49c4c4
BLAKE2b-256 e3659b98a81ae91ff75387248dea3ffc3138ea2cc8a364b0fede8e331fb9f9dc

See more details on using hashes here.

Provenance

The following attestation bundles were made for pymc_extras-0.15.1-py3-none-any.whl:

Publisher: pypi.yml on pymc-devs/pymc-extras

Attestations: Values shown here reflect the state when the release was signed and may no longer be current.

Release history Release notifications | RSS feed

This release

0.15.1 This release

2 files

0.15.0

2 files

0.14.0

2 files

0.13.1

2 files

0.13.0

2 files

0.12.1

2 files

0.12.0

2 files

0.11.0

2 files

0.10.0

2 files

0.9.3

2 files

0.9.2

2 files

0.9.1

2 files

0.9.0

2 files

0.8.0

2 files

0.7.0

2 files

0.6.0

2 files

0.5.0

2 files

0.4.1

2 files

0.4.0

2 files

0.3.1

2 files

0.2.7

2 files

0.2.6

2 files

0.2.5

2 files

0.2.4

2 files

0.2.3

2 files

0.2.2

2 files

0.2.1

2 files

0.2.0

2 files

Anthropic, PBC Visionary sponsor Bloomberg Visionary sponsor Hudson River Trading Visionary sponsor Meta Visionary sponsor NVIDIA Visionary sponsor Microsoft Sustainability sponsor Depot Continuous Integration AWS Cloud computing and Security Sponsor Datadog Monitoring Fastly CDN Google Download Analytics Sentry Error logging StatusPage Status page