Is there a Mathematica package for Bayesian linear regression?
Thanks
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asked Apr 3, 2016 at 16:36
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3 Answers
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There is a lot around:
See Bayesian Statistics and Econometrics using Mathematica
http://library.wolfram.com/search/?query=Bayesian&collection=library&x=0&y=0
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$\begingroup$ Many thanks Louis ;) $\endgroup$ Commented Apr 3, 2016 at 19:31
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I am a bit late, but here is a short paper of mine with Wolfram Language code. It covers Bayesian regression as well as model selection. Take notice of the books in the references. Excellent for self study. http://djafari.free.fr/MaxEnt2014/papers/04_paper.pdf
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For some reason this question didn't come up when I tried searching for it before, so I ended up creating a new question for it and answering it myself.
How to fit a linear model in the Bayesian way in Mathematica?
In this answer I provide a link to my Bayesian inference repository which has a function that's the Bayesian equivalent of Mathematica's LinearModelFit.
