Probability Distributions Python Packages

skpro

A unified framework for tabular probabilistic regression, time-to-event prediction, and probability distributions in python

copulax

JAX-based copula modelling

lossmodels

Severity and frequency fitting and aggregate loss distributions: transformed beta and gamma catalogs, truncation- and censoring-aware MLE, FFT and Panjer.

heavytails

heavytails is a Python library implementing heavy-tailed probability distributions, built from first principles with NumPy-backed vectorized evaluation. The library provides comprehensive support for continuous and discrete heavy-tailed distributions, tail index estimation methods, and diagnostic utilities

sqsketch

Fixed-size sketches of probability distributions: Bhattacharyya coefficient and Hellinger distance from ~1 KB per profile, with error independent of alphabet size. Library + fully verified paper (every number traced to a committed script).

probdists

PyPi package for modelling Probability distributions

simpliml

SimpliML is a versatile machine learning library designed to be a one-stop solution for the entire data lifecycle. Whether you're preparing raw data or deploying advanced predictive models, SimpliML simplifies every step of the machine learning process

pysatl-core

PySATL Core Library for computation over probablity distribution, and parametric families

prob-dists-gb

PyPi package for modelling Probability distributions

sklarpy

Copula fitting in Python.

mcrand

MCRand is a library of Monte Carlo methods. Multidimensional integration, non-uniform random number generation, etc.