PyMC
From charlesreid1
Python package for performing Monte Carlo simulations.
PyMC3 is the newest and preferred version of the software.
Quick Start
Importing Components
The quick start guide is here: http://docs.pymc.io/notebooks/api_quickstart.html
It starts by importing the necessary components:
%matplotlib inline
import numpy as np
import theano.tensor as tt
import pymc3 as pm
import seaborn as sns
import matplotlib.pyplot as plt
sns.set_context('notebook')
Resources
PyMC3 on Github: https://github.com/pymc-devs/pymc3
Bayesian Methods for Hackers: https://github.com/CamDavidsonPilon/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers
- Illustrates how to do Bayesian statistics using PyMC (the brute-force computational approach, rather than the math-heavy approach)