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Merge 148dbcf into 35fa41d
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ColCarroll committed Aug 12, 2018
2 parents 35fa41d + 148dbcf commit 0bb52bf
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23 changes: 14 additions & 9 deletions pymc3/stats.py
@@ -1,20 +1,25 @@
"""Statistical utility functions for PyMC"""
from collections import namedtuple
import itertools
import pkg_resources
import warnings

import numpy as np
import pandas as pd
import itertools
from scipy.stats import dirichlet
from scipy.optimize import minimize
from scipy.signal import fftconvolve
from tqdm import tqdm
import warnings
from collections import namedtuple

from .model import modelcontext
from .util import get_default_varnames
import pymc3 as pm
from pymc3.theanof import floatX

from scipy.special import logsumexp
from scipy.stats import dirichlet
from scipy.optimize import minimize
from scipy.signal import fftconvolve
if pkg_resources.get_distribution('scipy').version < '1.0.0':
from scipy.misc import logsumexp
else:
from scipy.special import logsumexp


__all__ = ['autocorr', 'autocov', 'waic', 'loo', 'hpd', 'quantiles',
Expand Down Expand Up @@ -190,7 +195,7 @@ def waic(trace, model=None, pointwise=False, progressbar=False):
waic: widely available information criterion
waic_se: standard error of waic
p_waic: effective number parameters
var_warn: 1 if posterior variance of the log predictive
var_warn: 1 if posterior variance of the log predictive
densities exceeds 0.4
waic_i: and array of the pointwise predictive accuracy, only if pointwise True
"""
Expand Down Expand Up @@ -260,7 +265,7 @@ def loo(trace, model=None, pointwise=False, reff=None, progressbar=False):
loo: approximated Leave-one-out cross-validation
loo_se: standard error of loo
p_loo: effective number of parameters
shape_warn: 1 if the estimated shape parameter of
shape_warn: 1 if the estimated shape parameter of
Pareto distribution is greater than 0.7 for one or more samples
loo_i: array of pointwise predictive accuracy, only if pointwise True
"""
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1 change: 1 addition & 0 deletions requirements.txt
@@ -1,5 +1,6 @@
theano>=1.0.0
numpy>=1.13.0
scipy>=0.18.1
pandas>=0.18.0
patsy>=0.4.0
joblib>=0.9
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