Search Results for "parameter estimation"

PyMC3 allows you to write down models using an intuitive syntax to describe a data generating process. Fit your model using gradient-based MCMC algorithms like NUTS, using ADVI for fast approximate inference — including minibatch-ADVI for scaling to large datasets, or using Gaussian processes to build Bayesian nonparametric models. PyMC3 includes a comprehensive set of pre-defined statistical distributions that can be used as model building blocks. Sometimes an unknown parameter or variable...

statsmodels is a Python module that provides classes and functions for the estimation of many different statistical models, as well as for conducting statistical tests, and statistical data exploration. An extensive list of result statistics are available for each estimator. The results are tested against existing statistical packages to ensure that they are correct. The package is released under the open source Modified BSD (3-clause) license.

...It is not a modelling language nor a collection of numerical libraries but rather a higher level structure – an architectural design of interdependent software components providing an API for: - Model development/specification - Activities on developed models, such as simulation, optimisation, sensitivity analysis and parameter estimation - Processing of the results, such as plotting and exporting to various file formats - Report generation - Code generation, co-simulation and model exchange The following class of problems can be solved by DAE Tools: - Initial value problems of implicit form - Index-1 DAE systems - With lumped or distributed parameters - Steady-state or dynamic - Continuous with some elements of event-driven systems