Probability Distribution Python Packages

preliz

Exploring and eliciting probability distributions

266K 167 18

distfit

distfit is a python library for probability density fitting.

62K 417 34

aggregate

Tools for creating and working with aggregate probability distributions.

4K 63 13

conjugate-models

Fast Bayesian Inference in Python. 50+ conjugate models with vectorized updates, sufficient statistic helpers, built-in plotting, and SciPy integration.

3K 52 4

richvalues

Python library for dealing with uncertainties and upper/lower limits

2K 16 0

binned-cdf

A PyTorch-based distribution parametrized by the logits of CDF bins

2K 2 0

oipd

OIPD computes the probabilities of an asset's future price as implied by the options market.

1K 352 50

pertdist

Python utilities for the PERT distribution with sampling and moments

1K 9 4

inverse-canopy

An inverse estimation technique for back-fitting conditional/functional event probability distributions in an event tree to match target end-state frequencies.

628 1 0

phitter

Phitter is a python library for accurately fitting statistical distributions to datasets, offering intuitive usage, comprehensive visualization, and support for multiple distributions to enhance data analysis projects.

540 36 2

tracywidom

Generate the Tracy-Widom distribution functions for beta = 1, 2, or 4 in Python

353 10 3

probcalc

A simple Python package to make calculating probabilities easier.

283 0 0

doex

Python library for conducting design of experiments

269 15 3

mjf-finance

A Python library implementing the Modified Jones-Faddy (mJF) Skew t-Distribution to model the asymmetric behavior of stock market returns, with a focus on capturing the "broken symmetry" of market crashes and rallies.

259 1 0