MCSim

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brad

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Feb 28, 2009, 9:18:25 PM2/28/09
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Hi,
I am currently a user of MCSim (http://www.gnu.org/software/mcsim/),
but would love to have a Python-based tool to carry out MCMC and Monte
Carlo simulations.

We are conducting MCMC simulations of pharmacokinetics (similar to
those described in http://www.ehponline.org/members/2000/suppl-2/275-282bois/bois-full.html).

To replace MCSim, I am envisioning the use of something like SciPy to
solve the differential equation model coupled with PyMC to carry out
the MCMC analysis and fit the mathematical model to data sets and
compute posterior parameter distributions.

Does this sound appropriate for PyMC?
In general, do you know how PyMC compares to MCSim?
Does PyMC have hierarchichal model capabilities?

Thank you for your help and insights.

Cheers,
brad

Anand Patil

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Mar 2, 2009, 11:28:42 AM3/2/09
to py...@googlegroups.com
Hi Brad,

On Sun, Mar 1, 2009 at 2:18 AM, brad <gyroma...@gmail.com> wrote:

To replace MCSim, I am envisioning the use of something like SciPy to
solve the differential equation model coupled with PyMC to carry out
the MCMC analysis and fit the mathematical model to data sets and
compute posterior parameter distributions.

Does this sound appropriate for PyMC?

It should be able to do what you want.
 
In general, do you know how PyMC compares to MCSim?

Not sure, to be honest I'd never heard of MCSim until just now.

Does PyMC have hierarchichal model capabilities?

Yep.

Cheers,
Anand
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