ModelSelection

This is an implementation of Bayesian model selection for linear regression.

Theory

See the paper in ArXiv or the source TeXmacs file in doc/.

Dependencies

You'll need numpy and matplotlib. Both Python2 and 3 should work.

Examples

• src/LocalTests.py contains some tests (yes, it's a weird file name).
• See examples/ too.

License

All code and content here is licensed under the GPL 3 unless otherwise stated. See the file LICENSE.