pymc_models

Custom PyMC models for causal inference

Classes

BayesianBasisExpansionTimeSeries	Bayesian Structural Time Series Model.
InstrumentalVariableRegression	Custom PyMC model for instrumental linear regression
LinearRegression	Custom PyMC model for linear regression.
PropensityScore	Custom PyMC model for inverse propensity score models
PyMCModel	A wrapper class for PyMC models.
StateSpaceTimeSeries	State-space time series model using pymc-extras.statespace.structural.
TransferFunctionARRegression	Bayesian Transfer Function model with AR(1) errors for Graded Intervention Time Series.
TransferFunctionLinearRegression	Bayesian Transfer Function model for Graded Intervention Time Series.
WeightedSumFitter	Used for synthetic control experiments.