4 ms·
How does this differ from PyMC? How is this tiny? I would be interested in a Python Markov chain library since I use them a lot.
by mrcactu5 12y ago
How does this differ from PyMC? How is this tiny?
I would be interested in a Python Markov chain library since I use them a lot.
- ricsca 12y agoPykov implements the computation of some of the most common quantities related to discrete-time finite regular Markov Chains, namely: steady state, mean first passage times and absorbing times. The calculation are performed by means of the analytic formulas described on Kemeny&Snell, and the steady state is derived with the inverse iteration method. If you are interested on random walkers, pykov offers a handy way to generate them and evaluate their probability. Sorry, I do not know PyMC well enough to say if the above quantities can be calculated also with it.