Hi
I am new to both probabilistic programming and PYMC
I am reading Statistical Rethinking and trying to re-create the R code from the book in R. I looked around for a Python version of the quad method for quadratic approximation without finding anything. I found a couple of older blogs talking about this w.r.t PYMC3.
I have created a Python package quad5 quad5 · PyPI that implements a custom step using Quadratic Approximation such that it can be used in the PYMC sample method.
PYMC is an impressive library but also a bit difficult to use for newbies so feedback on my attempt with quad5 is more than welcome.
Thanks,
Carsten