Probability & Statistics Packages

Turing.jl1807Bayesian inference with probabilistic programming.

Gen.jl1725A generalpurpose probabilistic programming system with programmable inference

Distributions.jl987A Julia package for probability distributions and associated functions.

OnlineStats.jl762⚡ Singlepass algorithms for statistics

POMDPs.jl587MDPs and POMDPs in Julia  An interface for defining, solving, and simulating fully and partially observable Markov decision processes on discrete and continuous spaces.

GLM.jl538Generalized linear models in Julia

StatsBase.jl525Basic statistics for Julia

GeoStats.jl414An extensible framework for highperformance geostatistics in Julia

Soss.jl401Probabilistic programming via source rewriting

Distances.jl376A Julia package for evaluating distances (metrics) between vectors.

MixedModels.jl369A Julia package for fitting (statistical) mixedeffects models

MeasureTheory.jl367"Distributions" that might not add to one.

MultivariateStats.jl344A Julia package for multivariate statistics and data analysis (e.g. dimension reduction)

Stheno.jl324Probabilistic Programming with Gaussian processes in Julia

TimeSeries.jl318Time series toolkit for Julia

GaussianProcesses.jl298A Julia package for Gaussian Processes

HypothesisTests.jl258Hypothesis tests for Julia

Mamba.jl253Markov chain Monte Carlo (MCMC) for Bayesian analysis in julia

MonteCarloMeasurements.jl243Propagation of distributions by MonteCarlo sampling: Real number types with uncertainty represented by samples.

MCMCChains.jl236Types and utility functions for summarizing Markov chain Monte Carlo simulations

MCMCChain.jl236Types and utility functions for summarizing Markov chain Monte Carlo simulations

DynamicHMC.jl231Implementation of robust dynamic Hamiltonian Monte Carlo methods (NUTS) in Julia.

BayesNets.jl215Bayesian Networks for Julia

Stan.jl197Stan.jl illustrates the usage of the 'single method' packages, e.g. StanSample, StanOptimize, etc.

FixedEffectModels.jl197Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables

AdvancedHMC.jl192Robust, modular and efficient implementation of advanced Hamiltonian Monte Carlo algorithms

LowRankModels.jl185LowRankModels.jl is a julia package for modeling and fitting generalized low rank models.

AdaGram.jl169Adaptive Skipgram implementation in Julia

BAT.jl164A Bayesian Analysis Toolkit in Julia

Omega.jl155Causal, HigherOrder, Probabilistic Programming

TuringModels.jl153Implementations of the models from the Statistical Rethinking book with Turing.jl

KernelDensity.jl150Kernel density estimators for Julia

DistributionsAD.jl142Automatic differentiation of Distributions using Tracker, Zygote, ForwardDiff and ReverseDiff

CausalInference.jl134Causal inference, graphical models and structure learning with the PC algorithm.

Lasso.jl133Lasso/Elastic Net linear and generalized linear models

StatsKit.jl131Convenience metapackage to load essential packages for statistics

DiffEqBayes.jl117Extension functionality which uses Stan.jl, DynamicHMC.jl, and Turing.jl to estimate the parameters to differential equations and perform Bayesian probabilistic scientific machine learning

DynamicPPL.jl116Implementation of domainspecific language (DSL) for dynamic probabilistic programming

TSAnalysis.jl113A Julia implementation of basic tools for time series analysis compatible with incomplete data.

MessyTimeSeries.jl113A Julia implementation of basic tools for time series analysis compatible with incomplete data.
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