API Reference
Visualization
Make a horizontal plot of centers/conf ints with error bars. |
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Create a filled region between two curves. |
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Generate a Q-Q plot. |
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Make a contour plot, possibly overlaid on an image. |
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Plot a predictive ECDF from samples. |
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Plot a predictive regression plot from samples. |
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Make a rank ECDF plot from simulation-based calibration. |
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Make a parallel coordinate plot of MCMC samples. |
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Make a trace plot of MCMC samples. |
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Make a corner plot of sampling results. |
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Get lines for a contour plot from (x, y) samples. |
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Convert discrete values of CDF to staircase for plotting. |
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Convert a quantitative value to a color. |
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Convert a Matplotlib colormap to a bokeh.models.LinearColorMapper instance. |
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Bootstrap methods
Seed random number generators for Numpy and Numba'd functions. |
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Generate bootstrap replicates out of data using func. |
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Perform pairs bootstrap for single statistic. |
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Draw bootstrap replicates of maximum likelihood estimator. |
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Generate permutation replicates of func from data_1 and data_2 |
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Difference in means of two arrays. |
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Studentized difference in means of two arrays. |
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Compute the Pearson correlation coefficient between two samples. |
Hamiltonian Monte Carlo utilities
Install CmdStan with Google Colab. |
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Return path to include files for Stan. |
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Remove all .hpp, .o, .d, and executable files resulting from compilation of Stan models using CmdStanPy. |
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Determine CmdStan version |
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Convert a tidy data frame to a data dictionary for a hierarchical Stan model. |
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Converts samples to a new format. |
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Extracts sample of a variable as a Numpy array. |
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Check to all HMC diagnostics that are included in Stan's output (divergences, EFMI, tree depth, acceptance rate). |
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Check all expectand-specific diagnostics for a collection of Markov chains (tail xi_hats, empirical variance, split Rhat, incremental integrated autocorrelation time, and effective sample size). |
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Check all MCMC diagnostics, both HMC and expectand diagnostics. |
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Compute the empirical integrated autocorrelation time for each expectand for each chain. |
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Compute the empirical generalized Pareto shape (xi_hat) for the upper and lower tails of a sample of expectand values, ignoring any autocorrelation between the values. |
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Compute the empirical effective sample size for all expectand output ensembles across a collection of Markov chains. |
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Compute split Rhat for all expectand output ensembles across a collection of Markov chains. |
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Compute the variance of each variable for each chain and report True if the variance if nonzero and False if the variance is zero. |
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Parse a binary diagnostic warning code from check_all_diagnostics() into individual failures and print the results. |
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Perform simulation-based calibration on a Stan Model. |
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Context manager for disabling logging when doing MCMC sampling. |
Gaussian process utilities
Add the entries of X to Xstar, sort the result, and find indices in the results where the entries in X appear. |
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Linear kernel. |
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Polynomial kernel: (sigma_0^2 + sigma_p^2 x1 . |
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Squared exponential kernel. |
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Exponentiated quadratic (a.k.a. |
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Matern kernel. |
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Periodic kernel. |
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Derivative of first variable of squared exponential kernel. |
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Derivative of first variable of the exponentiated quadratic (a.k.a. |
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Derivative of second variable of squared exponential kernel. |
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Derivative of the exponentiated quadratic (a.k.a. |
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Mixed second derivative of squared exponential kernel. |
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Mixed second derivative of exponentiated quadratic (a.k.a. |
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Derivative of the Matern kernel with respect to the first variable. |
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Derivative of the Matern kernel with respect to the second parameter. |
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Mixed second derivative of Matern kernel. |
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Return covariance matrix for exponentiated quadratic (a.k.a. |
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Return covariance matrix for squared exponential kernel. |
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Return covariance matrix for exponentiated quadratic (a.k.a. |
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Return covariance matrix for squared exponential kernel differentiated by the first variable. |
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Return covariance matrix for exponentiated quadratic (a.k.a. |
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Return covariance matrix for squared exponential kernel differentiated once by the first variable and once by the second. |
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Return covariance matrix for a Matérn kernel. |
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Return covariance matrix for Matérn kernel differentiated by the first variable. |
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Return covariance matrix for Matérn kernel differentiated once by the first variable and once by the second. |
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Return covariance matrix for a perdioic kernel. |
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Return covariance matrix for specified kernel. |
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Compute the posterior mean vector and covariance matrix for a posterior Gaussian process derived from a Normal likelihood and Gaussian process prior. |
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Compute the posterior mean vector and covariance matrix for the derivative of a posterior Gaussian process derived from a Normal likelihood and Gaussian process prior. |
HoloViews defaults
Set convenient HoloViews defaults. |
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Hook for disabling x-grid lines. |
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Hook for disabling x-grid lines. |
Image processing utilities
Display an image in a Bokeh figure. |
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Display and record mouse clicks on a Bokeh plot of an image. |
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Draw and record polygonal regions of interest on a plot of a Bokeh image. |
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Convert a ColumnDataSource outputted by draw_rois() to a Pandas DataFrame. |
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Merge channels to make RGB image. |
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Convert an RGB image to a 32 bit-encoded RGBA image. |
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Convert fractional RGB values to hexidecimal color string. |
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Load a collection of images. |
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Converts list of vertices to an ROI and ROI bounding box |
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Perform Costes colocalization analysis on a pair of images. |
General utilities
Converts a CSV file in wide format, possibly with a hierarchical column, index to tall format via a unpivot operation. |