Probability & Statistics Packages
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BridgeStan.jl49BridgeStan provides efficient in-memory access through Python, Julia, and R to the methods of a Stan model.
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RxInfer.jl69Julia package for automated Bayesian inference on a factor graph with reactive message passing
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Tilde.jl73WIP successor to Soss.jl
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TuringGLM.jl58Bayesian Generalized Linear models using `@formula` syntax.
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Pathfinder.jl66Preheat your MCMC
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PSIS.jl15Pareto smoothed importance sampling
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DifferentiableStateSpaceModels.jl38-
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VectorizedStatistics.jl34Fast, LoopVectorization.jl-based summary statistics
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Forecast.jl44Julia package containing utilities intended for Time Series analysis.
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Pingouin.jl39Reimplementation of Raphaelvallat's Pingouin in Julia
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LinRegOutliers.jl37Direct and robust methods for outlier detection in linear regression
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MarkovModels.jl35Julia package for Hidden Markov Model
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GPLikelihoods.jl42Provides likelihood functions for Gaussian Processes.
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TemporalGPs.jl91Fast inference for Gaussian processes in problems involving time. Partly built on results from https://proceedings.mlr.press/v161/tebbutt21a.html
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Jaynes.jl45E.T. Jaynes home phone.
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MeasureTheory.jl367"Distributions" that might not add to one.
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ProbabilisticCircuits.jl92Probabilistic Circuits from the Juice library
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TSAnalysis.jl113A Julia implementation of basic tools for time series analysis compatible with incomplete data.
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MessyTimeSeries.jl113A Julia implementation of basic tools for time series analysis compatible with incomplete data.
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AbstractMCMC.jl69Abstract types and interfaces for Markov chain Monte Carlo methods
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ArviZ.jl79Exploratory analysis of Bayesian models with Julia
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ARFIMA.jl47Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes
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RankAggregation.jl3Rank aggregation in Julia
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AdvancedMH.jl67Robust implementation for random-walk Metropolis-Hastings algorithms
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DistributionsAD.jl142Automatic differentiation of Distributions using Tracker, Zygote, ForwardDiff and ReverseDiff
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DynamicPPL.jl116Implementation of domain-specific language (DSL) for dynamic probabilistic programming
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SMC.jl56Sequential Monte Carlo algorithm for approximation of posterior distributions.
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Metida.jl21Julia package for fitting mixed-effects models with flexible random/repeated covariance structure.
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StableDQMC.jl24Numerical stabilization routines for determinant quantum Monte Carlo
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RecombinatorKMeans.jl3Implementation of recombinator-k-means
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MonteCarloMeasurements.jl243Propagation of distributions by Monte-Carlo sampling: Real number types with uncertainty represented by samples.
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TuringModels.jl153Implementations of the models from the Statistical Rethinking book with Turing.jl
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ControlSystemIdentification.jl108System Identification toolbox for LTI systems, compatible with ControlSystems.jl
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HMMBase.jl89Hidden Markov Models for Julia.
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Gen.jl1725A general-purpose probabilistic programming system with programmable inference
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MCMCChains.jl236Types and utility functions for summarizing Markov chain Monte Carlo simulations
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MCMCChain.jl236Types and utility functions for summarizing Markov chain Monte Carlo simulations
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DCCA.jl7Julia module for Detrended Cross-Correlation Analysis.
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PerronFrobenius.jl4Estimating the transfer operator (Perron Frobenius operator) and invariant measures from time series.
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Omega.jl155Causal, Higher-Order, Probabilistic Programming
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