Bayesian estimation, particularly using Markov chain Monte Carlo (MCMC), is an increasingly relevant approach to statistical estimation. However, few statistical software packages implement MCMC samplers, and they are non-trivial to code by hand. pymc3 is a python package that implements the Metropolis-Hastings algorithm as a python class, and is extremely flexible and applicable to a large suite of problems. pymc3 includes methods for summarizing output, plotting, goodness-of-fit and convergence diagnostics.
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|Filename, Size & Hash SHA256 Hash Help||File Type||Python Version||Upload Date|
(1.3 MB) Copy SHA256 Hash SHA256
|Wheel||3.6||Jan 26, 2018|
(45.8 MB) Copy SHA256 Hash SHA256
|Source||None||Jan 26, 2018|