pymc Markov Chain Monte Carlo sampling toolkit
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algorithm Metropolis-Hastings algorithm sampling toolkit Metropolis-Hastings sampling

pymc Description

Markov Chain Monte Carlo sampling toolkit 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. It includes methods for summarizing output, plotting, goodness-of-fit and convergence diagBayesian 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. Requirements: · Python · NumPy · Matplotlib · SciPy · SQLite · MySQL · pytables

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