2 ms·

Thanks for this. If you wanted to get started doing this kind of analysis in python check out the examples for the maturing pyMC3 https://pymc-devs.github.io/p

by dia80 10y ago

Thanks for this. If you wanted to get started doing this kind of analysis in python check out the examples for the maturing pyMC3 https://pymc-devs.github.io/pymc3/stochastic_volatility/ https://pymc-devs.github.io/pymc3/stochastic_volatility/

stared 10y ago
I second for PyMC3 - a great library. And just recently I went through https://github.com/markdregan/Bayesian-Modelling-in-Python https://github.com/markdregan/Bayesian-Modelling-in-Python.