PyMC Open source Markov chain Monte Carlo for Python
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estimate python development python plotter bayesian estimation plot plotter

PyMC Description

Open source Markov chain Monte Carlo for Python 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 module 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 plotting, goodness-of-fit summarizing output, and convergence diagnostics.NOTE: PyMC is licensed and distributed under the terms of the MIT License.

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