Propagation of distributions by Monte-Carlo sampling: Real number types with uncertainty represented by samples.

The MultipleTesting package offers common algorithms for p-value adjustment and combination and more…

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

Some nonnegative least squares solvers in Julia

Causal, Higher-Order, Probabilistic Programming

⚡ Single-pass algorithms for statistics

-

Preheat your MCMC

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

Reimplementation of Raphaelvallat's Pingouin in Julia

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

Support tools for solving POMDPs

Port-Hamiltonian systems in Julia

A Julia package for power laws distributions.

Probabilistic Circuits from the Juice library

Pareto smoothed importance sampling

[deprecated] P-value adjustment methods for multiple testing correction

Quantile regression in Julia

Rank aggregation in Julia

Implementation of recombinator-k-means

Algorithms for regression analysis (e.g. linear regression and logistic regression)

Archive of functions that emulate R's d-p-q-r functions for probability distributions

A collection of robust statistical tests in Julia

Julia package for automated Bayesian inference on a factor graph with reactive message passing

Sequential Monte Carlo algorithm for approximation of posterior distributions.

Smoothing kernels for use in kernel regression and kernel density estimation

Probabilistic programming via source rewriting

Statistical Models with Regularization in Pure Julia

Numerical stabilization routines for determinant quantum Monte Carlo

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

Basic statistics for Julia

Convenience meta-package to load essential packages for statistics

Probabilistic Programming with Gaussian processes in Julia

Survival analysis in Julia

Time series implementation for the Julia language focused on efficiency and flexibility

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

WIP successor to Soss.jl

Time series toolkit for Julia

TopicModels for Julia

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