Carlo (MCMC), is an increasingly relevant approach to
statistical estimation. However, few statistical software
packages implement MCMC samplers, and they are non-trivial
to code by hand. pymc is a python package that implements
the Metropolis-Hastings algorithm as a python class, and is
extremely flexible and applicable to a large suite of problems.
pymc includes methods for summarizing output, plotting,
goodness-of-fit and convergence diagnostics.
WWW: http://pypi.python.org/pypi/pymc/
PR: ports/129567
Submitted by: Wen Heping <wenheping at gmail.com>