python-mle
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ibab
A Python package for performing Maximum Likelihood Estimates
We need to add more documentation, docstrings for all classes etc. The google style guide might be helpful: http://google-styleguide.googlecode.com/svn/trunk/pyguide.html
We should be able to create models where the data variables have different lengths. We should then be able to append them and put their combination into a model. This...
Users should be able to pass combinations of random variables and parameters to a model. This would allow them to build more models, e.g. for fitting a function to data....
Users should be able to specify discrete values as their data variables.
What would be a good name for this? Example: `Prod(dist1, dist2)` would be the product of distributions `dist1` and `dist2`. If they depend on different random variables, the resulting distribution...
Users should be able to create custom PDFs conventiently. These could be specified using a Theano expression. They would then be compiled and optimized like any other distribution.
Users should be able to print the structure of their model or display it using dot.
Example: `Mix2E(N1, dist1, N2, dist2)`
We can use pymc and Wikipedia (http://en.wikipedia.org/wiki/List_of_probability_distributions) for inspiration.
Users will need more functionality than just the model's likelihood when they want to create plots comparing model and data. Multi-dimensional plots are awkward to work with, which is why...