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Py-pymc

Jul 20, 2023

Markov Chain Monte Carlo Sampling Toolkit

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. pymc 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. pymc includes methods for summarizing output, plotting, goodness-of-fit and convergence diagnostics.

WWW https//pypi.org/project/pymc/

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