Bayesian Conjugate Models in Python
MIT License
Bayesian conjugate models in Python
pip install conjugate-models
dist
attributeplot_pdf
, plot_pmf
, and plot_cdf
methodspolars
, pandas
, numpy
, and more.Many likelihoods are supported including
Bernoulli
/ Binomial
Categorical
/ Multinomial
Poisson
Normal
(including linear regression)distributions
modulemodels
modulesfrom conjugate.distributions import Beta, BetaBinomial
from conjugate.models import binomial_beta, binomial_beta_predictive
# Observed Data
x = 4
N = 10
# Analytics
prior = Beta(1, 1)
prior_predictive: BetaBinomial = binomial_beta_predictive(n=N, distribution=prior)
posterior: Beta = binomial_beta(n=N, x=x, prior=prior)
posterior_predictive: BetaBinomial = binomial_beta_predictive(n=N, distribution=posterior)
From here, do any analysis you'd like!
# Figure
import matplotlib.pyplot as plt
fig, axes = plt.subplots(ncols=2)
ax = axes[0]
ax = posterior.plot_pdf(ax=ax, label="posterior")
prior.plot_pdf(ax=ax, label="prior")
ax.axvline(x=x/N, color="black", ymax=0.05, label="MLE")
ax.set_title("Success Rate")
ax.legend()
ax = axes[1]
posterior_predictive.plot_pmf(ax=ax, label="posterior predictive")
prior_predictive.plot_pmf(ax=ax, label="prior predictive")
ax.axvline(x=x, color="black", ymax=0.05, label="Sample")
ax.set_title("Number of Successes")
ax.legend()
plt.show()
More examples on in the documentation.
If you are interested in contributing, check out the contributing guidelines