Probability & Statistics Packages

BridgeStan.jl49BridgeStan provides efficient inmemory access through Python, Julia, and R to the methods of a Stan model.

RxInfer.jl69Julia package for automated Bayesian inference on a factor graph with reactive message passing

Tilde.jl73WIP successor to Soss.jl

TuringGLM.jl58Bayesian Generalized Linear models using `@formula` syntax.

Pathfinder.jl66Preheat your MCMC

PSIS.jl15Pareto smoothed importance sampling

DifferentiableStateSpaceModels.jl38

VectorizedStatistics.jl34Fast, LoopVectorization.jlbased summary statistics

Forecast.jl44Julia package containing utilities intended for Time Series analysis.

Pingouin.jl39Reimplementation of Raphaelvallat's Pingouin in Julia

LinRegOutliers.jl37Direct and robust methods for outlier detection in linear regression

MarkovModels.jl35Julia package for Hidden Markov Model

GPLikelihoods.jl42Provides likelihood functions for Gaussian Processes.

TemporalGPs.jl91Fast inference for Gaussian processes in problems involving time. Partly built on results from https://proceedings.mlr.press/v161/tebbutt21a.html

Jaynes.jl45E.T. Jaynes home phone.

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

ProbabilisticCircuits.jl92Probabilistic Circuits from the Juice library

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.

AbstractMCMC.jl69Abstract types and interfaces for Markov chain Monte Carlo methods

ArviZ.jl79Exploratory analysis of Bayesian models with Julia

ARFIMA.jl47Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes

RankAggregation.jl3Rank aggregation in Julia

AdvancedMH.jl67Robust implementation for randomwalk MetropolisHastings algorithms

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

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

SMC.jl56Sequential Monte Carlo algorithm for approximation of posterior distributions.

Metida.jl21Julia package for fitting mixedeffects models with flexible random/repeated covariance structure.

StableDQMC.jl24Numerical stabilization routines for determinant quantum Monte Carlo

RecombinatorKMeans.jl3Implementation of recombinatorkmeans

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

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

ControlSystemIdentification.jl108System Identification toolbox for LTI systems, compatible with ControlSystems.jl

HMMBase.jl89Hidden Markov Models for Julia.

Gen.jl1725A generalpurpose probabilistic programming system with programmable inference

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

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

DCCA.jl7Julia module for Detrended CrossCorrelation Analysis.

PerronFrobenius.jl4Estimating the transfer operator (Perron Frobenius operator) and invariant measures from time series.

Omega.jl155Causal, HigherOrder, Probabilistic Programming
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