Probability & Statistics Packages

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

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

Tilde.jl75WIP successor to Soss.jl

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

Pathfinder.jl75Preheat your MCMC

PSIS.jl17Pareto smoothed importance sampling

DifferentiableStateSpaceModels.jl46

VectorizedStatistics.jl42Fast, LoopVectorization.jlbased summary statistics

Forecast.jl46Julia package containing utilities intended for Time Series analysis.

Pingouin.jl45Reimplementation of Raphaelvallat's Pingouin in Julia

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

MarkovModels.jl35Julia package for Hidden Markov Model

GPLikelihoods.jl43Provides likelihood functions for Gaussian Processes.

TemporalGPs.jl110Fast 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.jl386"Distributions" that might not add to one.

ProbabilisticCircuits.jl105Probabilistic Circuits from the Juice library

MessyTimeSeries.jl121A Julia implementation of basic tools for time series analysis compatible with incomplete data.

TSAnalysis.jl121A Julia implementation of basic tools for time series analysis compatible with incomplete data.

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

ArviZ.jl106Exploratory analysis of Bayesian models with Julia

ARFIMA.jl50Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes

RankAggregation.jl3Rank aggregation in Julia

AdvancedMH.jl88Robust implementation for randomwalk MetropolisHastings algorithms

DistributionsAD.jl151Automatic differentiation of Distributions using Tracker, Zygote, ForwardDiff and ReverseDiff

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

SMC.jl70Sequential Monte Carlo algorithm for approximation of posterior distributions.

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

StableDQMC.jl29Numerical stabilization routines for determinant quantum Monte Carlo

RecombinatorKMeans.jl3Implementation of recombinatorkmeans

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

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

ControlSystemIdentification.jl132System Identification toolbox, compatible with ControlSystems.jl

HMMBase.jl94Hidden Markov Models for Julia.

Gen.jl1791A generalpurpose probabilistic programming system with programmable inference

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

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

DCCA.jl8Julia module for Detrended CrossCorrelation Analysis.

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

Omega.jl162Causal, HigherOrder, Probabilistic Programming
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