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statsim

StatSim — probabilistic programming and statistical computing for Python.

Install

# Basic installation
pip install statsim
# With PyMC backend
pip install statsim[pymc]
# With Stan backend
pip install statsim[stan]
# With all backends
pip install statsim[all]

Usage

fromstatsimimportcompile, run# Compile .sm modelmodel=compile(''' mu ~ Normal(0, 10) sigma ~ HalfNormal(5) y ~ Normal(mu, sigma)''', target='pymc')
# Run inferenceresult=run(model, backend='pymc')

Backends

  • PyMC: Full Bayesian inference with MCMC and variational methods
  • Stan: High-performance HMC/NUTS sampling

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