Probability & Statistics Packages

PSIS.jl17Pareto smoothed importance sampling

Pathfinder.jl75Preheat your MCMC

DynamicPPL.jl157Implementation of domainspecific language (DSL) for dynamic probabilistic programming

Turing.jl2026Bayesian inference with probabilistic programming.

GaussianRandomFields.jl64A package for Gaussian random field generation in Julia

CausalInference.jl189Causal inference, graphical models and structure learning in Julia

TimeSeries.jl353Time series toolkit for Julia

ArviZ.jl106Exploratory analysis of Bayesian models with Julia

HypothesisTests.jl296Hypothesis tests for Julia

MixedModels.jl402A Julia package for fitting (statistical) mixedeffects models

RxInfer.jl260Julia package for automated Bayesian inference on a factor graph with reactive message passing

LinRegOutliers.jl43Direct and robust methods for outlier detection in linear regression

AbstractMCMC.jl79Abstract types and interfaces for Markov chain Monte Carlo methods

MonteCarloMeasurements.jl261Propagation of distributions by MonteCarlo sampling: Real number types with uncertainty represented by samples.

StatsBase.jl584Basic statistics for Julia

GeoStats.jl506An extensible framework for geospatial data science and geostatistical modeling fully written in Julia

Rmath.jl16Archive of functions that emulate R's dpqr functions for probability distributions

GeoStatsImages.jl15Training images for geostastical simulation

CoDa.jl59Compositional data analysis in Julia

Distributions.jl1102A Julia package for probability distributions and associated functions.

OnlineStats.jl831⚡ Singlepass algorithms for statistics

GslibIO.jl6Utilities to read/write extended GSLIB files in Julia

ExtremeStats.jl34Extreme value statistics in Julia

GaussianMixtures.jl98Large scale Gaussian Mixture Models

POMDPs.jl662MDPs and POMDPs in Julia  An interface for defining, solving, and simulating fully and partially observable Markov decision processes on discrete and continuous spaces.

MeasureTheory.jl386"Distributions" that might not add to one.

DynamicHMC.jl243Implementation of robust dynamic Hamiltonian Monte Carlo methods (NUTS) in Julia.

MCMCChains.jl266Types and utility functions for summarizing Markov chain Monte Carlo simulations

MCMCChain.jl266Types and utility functions for summarizing Markov chain Monte Carlo simulations

TuringGLM.jl71Bayesian Generalized Linear models using `@formula` syntax.

TopicModels.jl38TopicModels for Julia

Gen.jl1791A generalpurpose probabilistic programming system with programmable inference

ControlSystemIdentification.jl132System Identification toolbox, compatible with ControlSystems.jl

Stheno.jl339Probabilistic Programming with Gaussian processes in Julia

MultivariateStats.jl375A Julia package for multivariate statistics and data analysis (e.g. dimension reduction)

TemporalGPs.jl110Fast inference for Gaussian processes in problems involving time. Partly built on results from https://proceedings.mlr.press/v161/tebbutt21a.html

TuringModels.jl163Implementations of the models from the Statistical Rethinking book with Turing.jl

FixedEffectModels.jl225Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables

BridgeStan.jl88BridgeStan provides efficient inmemory access through Python, Julia, and R to the methods of a Stan model.

Metida.jl25Julia package for fitting mixedeffects models with flexible random/repeated covariance structure.
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