├── .gitignore ├── Pipfile ├── Pipfile.lock ├── README.md └── bayes_stoch_proc_calib.ipynb /.gitignore: -------------------------------------------------------------------------------- 1 | .ipynb_checkpoints 2 | .venv 3 | __pycache__ 4 | .DS_Store 5 | 6 | -------------------------------------------------------------------------------- /Pipfile: -------------------------------------------------------------------------------- 1 | [[source]] 2 | url = "https://pypi.org/simple" 3 | verify_ssl = true 4 | name = "pypi" 5 | 6 | [packages] 7 | "pymc3" = "*" 8 | seaborn = "*" 9 | arviz = "*" 10 | numpy = "*" 11 | pandas = "*" 12 | 13 | [dev-packages] 14 | jupyterlab = "*" 15 | "flake8" = "*" 16 | 17 | [requires] 18 | python_version = "3.7" 19 | -------------------------------------------------------------------------------- /Pipfile.lock: -------------------------------------------------------------------------------- 1 | { 2 | "_meta": { 3 | "hash": { 4 | "sha256": "fb39474da398ab562799e0a98b46410e70484e4f240918ce76221286854585ae" 5 | }, 6 | "pipfile-spec": 6, 7 | "requires": { 8 | "python_version": "3.7" 9 | }, 10 | "sources": [ 11 | { 12 | "name": "pypi", 13 | "url": "https://pypi.org/simple", 14 | "verify_ssl": true 15 | } 16 | ] 17 | }, 18 | "default": { 19 | "arviz": { 20 | "hashes": [ 21 | "sha256:3076e67a387f47cce6198bb2e8b36998e54620f06809c478e404854d8a11faa1", 22 | "sha256:4f30c08a8ad6842be6d7d2002c7ed05fb4e08814012ca7fd0b588e6abeacb7ea" 23 | ], 24 | "index": "pypi", 25 | "version": "==0.3.1" 26 | }, 27 | "cftime": { 28 | "hashes": [ 29 | "sha256:01e878ddca9bf049eaa70805f250942005f63f784a47838b7c48f245b7609c68", 30 | "sha256:07dbb28d20935db2609970f64b34808da944f922e8bce9013e87d9f9eabe6511", 31 | "sha256:145be4da15d05d81a197c738b02f7e3e0496b6181088c5c9e5ac95aa8e2b6993", 32 | "sha256:1c4e36c1939d2b375db99d5d32f43e509cbaf581c1f3db717981c2b0108d6b05", 33 | "sha256:1f45f23c8b89af79286aba1abf65f30180eb00920581f50509e5c7e33cb12576", 34 | "sha256:2114801a33f08d02c4ea6d5a703660700a6a04dfd3bb4bd76d3214d97017717f", 35 | "sha256:26dc278d9022a8ddc86ab896dda6a33bcb629bb8bc57f34a57cd84c9d4003ea7", 36 | "sha256:2e6bf4a5b433fccad6f302a58f7facc1551ff1f92d70c59231c87db5b84325f1", 37 | "sha256:345ac0acaabb186fe52f33546ef4d8d2e1f7a2f6cc5039fd72d1289723b27703", 38 | "sha256:4044164df9b975377c2761789fb50e1ebffba255a1bfee038c86044c0d0fa123", 39 | "sha256:481602a0b7f0dd419042ac38b16c99b7e362ead05eb34f599cc07571f0f0a4b1", 40 | "sha256:525695e66ecd837063173e2bddc693489b4a19e0553a820ce17f8950a5b600e6", 41 | "sha256:530d42a05db678860f548e7f11a263fc270cf49a693e5001c52846b66c3dae96", 42 | "sha256:959c2025815b4a792b3535afb0f74af2e276b470eea0e1bc202563c7f387daaa", 43 | "sha256:9b212bd47946aba8d264a4b2ad1598c2be5e76466eed04f466871f3982e8b2e8", 44 | "sha256:9b8c67a34876cf11181d7700e3b9e24d79d8dc8811f35f1fbaac867af8624417", 45 | "sha256:a1ab7c876d2a07fc2fecff5141a073887d10c63cd3f880d7280d0f795bf18b2f", 46 | "sha256:b1f73f7c84d96f949b4da5ea573317bb43a372c0a6a7104e9f5dcd7097ebcb89", 47 | "sha256:b637371ff4c26c1f5accf64a9d4a454eef0788bbd79fe3600f4fefb79c29e8f3", 48 | "sha256:b94aec4cfe299f00abfb2004ef62b564e1f52c2d2c66c7628c3cd144aeb37f46", 49 | "sha256:c3c4e0864ef2af1418ac961a0dd065475f15f07fc5d5bf0030c2e39bddd34d49", 50 | "sha256:c92dd3ac31f2d8d1893fd45ca9fbd7059a820d4d078f78ebb5179ea33eebc18e", 51 | "sha256:d62a1a9cc2416c2be78f980e49987f5b2062f5a758d6c8d873efac06ba78a9c0", 52 | "sha256:dd74d0d470baf1c50e31335215793a5e78436903e34b4f151fa9ccbf3a6cc20c", 53 | "sha256:ebb3f3f9f3f25248e5e622256da72180c0f56b3e72d94e3318423e87bad81f5c", 54 | "sha256:f0cd8f99d28c6e148cbd62d7f07821148be3323989f18ba8a713bedef87a8355" 55 | ], 56 | "version": "==1.0.3.4" 57 | }, 58 | "cycler": { 59 | "hashes": [ 60 | "sha256:1d8a5ae1ff6c5cf9b93e8811e581232ad8920aeec647c37316ceac982b08cb2d", 61 | "sha256:cd7b2d1018258d7247a71425e9f26463dfb444d411c39569972f4ce586b0c9d8" 62 | ], 63 | "version": "==0.10.0" 64 | }, 65 | "h5py": { 66 | "hashes": [ 67 | "sha256:05750b91640273c69989c657eaac34b091abdd75efc8c4824c82aaf898a2da0a", 68 | "sha256:082a27208aa3a2286e7272e998e7e225b2a7d4b7821bd840aebf96d50977abbb", 69 | "sha256:08e2e8297195f9e813e894b6c63f79372582787795bba2014a2db6a2de95f713", 70 | "sha256:0dd2adeb2e9de5081eb8dcec88874e7fd35dae9a21557be3a55a3c7d491842a4", 71 | "sha256:0f94de7a10562b991967a66bbe6dda9808e18088676834c0a4dcec3fdd3bcc6f", 72 | "sha256:106e42e2e01e486a3d32eeb9ba0e3a7f65c12fa8998d63625fa41fb8bdc44cdb", 73 | "sha256:1606c66015f04719c41a9863c156fc0e6b992150de21c067444bcb82e7d75579", 74 | "sha256:1854c4beff9961e477e133143c5e5e355dac0b3ebf19c52cf7cc1b1ef757703c", 75 | "sha256:1e9fb6f1746500ea91a00193ce2361803c70c6b13f10aae9a33ad7b5bd28e800", 76 | "sha256:2cca17e80ddb151894333377675db90cd0279fa454776e0a4f74308376afd050", 77 | "sha256:30e365e8408759db3778c361f1e4e0fe8e98a875185ae46c795a85e9bafb9cdf", 78 | "sha256:3206bac900e16eda81687d787086f4ffd4f3854980d798e191a9868a6510c3ae", 79 | "sha256:3c23d72058647cee19b30452acc7895621e2de0a0bd5b8a1e34204b9ea9ed43c", 80 | "sha256:407b5f911a83daa285bbf1ef78a9909ee5957f257d3524b8606be37e8643c5f0", 81 | "sha256:4162953714a9212d373ac953c10e3329f1e830d3c7473f2a2e4f25dd6241eef0", 82 | "sha256:5fc7aba72a51b2c80605eba1c50dbf84224dcd206279d30a75c154e5652e1fe4", 83 | "sha256:713ac19307e11de4d9833af0c4bd6778bde0a3d967cafd2f0f347223711c1e31", 84 | "sha256:71b946d80ef3c3f12db157d7778b1fe74a517ca85e94809358b15580983c2ce2", 85 | "sha256:8cc4aed71e20d87e0a6f02094d718a95252f11f8ed143bc112d22167f08d4040", 86 | "sha256:9d41ca62daf36d6b6515ab8765e4c8c4388ee18e2a665701fef2b41563821002", 87 | "sha256:a744e13b000f234cd5a5b2a1f95816b819027c57f385da54ad2b7da1adace2f3", 88 | "sha256:b087ee01396c4b34e9dc41e3a6a0442158206d383c19c7d0396d52067b17c1cb", 89 | "sha256:b0f03af381d33306ce67d18275b61acb4ca111ced645381387a02c8a5ee1b796", 90 | "sha256:b9e4b8dfd587365bdd719ae178fa1b6c1231f81280b1375eef8626dfd8761bf3", 91 | "sha256:c5dd4ec75985b99166c045909e10f0534704d102848b1d9f0992720e908928e7", 92 | "sha256:d2b82f23cd862a9d05108fe99967e9edfa95c136f532a71cb3d28dc252771f50", 93 | "sha256:e58a25764472af07b7e1c4b10b0179c8ea726446c7141076286e41891bf3a563", 94 | "sha256:f3b49107fbfc77333fc2b1ef4d5de2abcd57e7ea3a1482455229494cf2da56ce" 95 | ], 96 | "version": "==2.9.0" 97 | }, 98 | "joblib": { 99 | "hashes": [ 100 | "sha256:651fdd4888cdefa39f65c942e33ba1a610d395acd9c1d787adbda1a6beb22218", 101 | "sha256:9002b53b88ae0adb3872164e0846a489b7e112c50087c5e3e1bcee35f18424c4" 102 | ], 103 | "version": "==0.13.0" 104 | }, 105 | "kiwisolver": { 106 | "hashes": [ 107 | "sha256:0ee4ed8b3ae8f5f712b0aa9ebd2858b5b232f1b9a96b0943dceb34df2a223bc3", 108 | "sha256:0f7f532f3c94e99545a29f4c3f05637f4d2713e7fd91b4dd8abfc18340b86cd5", 109 | "sha256:1a078f5dd7e99317098f0e0d490257fd0349d79363e8c923d5bb76428f318421", 110 | "sha256:1aa0b55a0eb1bd3fa82e704f44fb8f16e26702af1a073cc5030eea399e617b56", 111 | "sha256:2874060b91e131ceeff00574b7c2140749c9355817a4ed498e82a4ffa308ecbc", 112 | "sha256:379d97783ba8d2934d52221c833407f20ca287b36d949b4bba6c75274bcf6363", 113 | "sha256:3b791ddf2aefc56382aadc26ea5b352e86a2921e4e85c31c1f770f527eb06ce4", 114 | "sha256:4329008a167fac233e398e8a600d1b91539dc33c5a3eadee84c0d4b04d4494fa", 115 | "sha256:45813e0873bbb679334a161b28cb9606d9665e70561fd6caa8863e279b5e464b", 116 | "sha256:53a5b27e6b5717bdc0125338a822605084054c80f382051fb945d2c0e6899a20", 117 | "sha256:574f24b9805cb1c72d02b9f7749aa0cc0b81aa82571be5201aa1453190390ae5", 118 | "sha256:66f82819ff47fa67a11540da96966fb9245504b7f496034f534b81cacf333861", 119 | "sha256:79e5fe3ccd5144ae80777e12973027bd2f4f5e3ae8eb286cabe787bed9780138", 120 | "sha256:83410258eb886f3456714eea4d4304db3a1fc8624623fc3f38a487ab36c0f653", 121 | "sha256:8b6a7b596ce1d2a6d93c3562f1178ebd3b7bb445b3b0dd33b09f9255e312a965", 122 | "sha256:9576cb63897fbfa69df60f994082c3f4b8e6adb49cccb60efb2a80a208e6f996", 123 | "sha256:95a25d9f3449046ecbe9065be8f8380c03c56081bc5d41fe0fb964aaa30b2195", 124 | "sha256:a424f048bebc4476620e77f3e4d1f282920cef9bc376ba16d0b8fe97eec87cde", 125 | "sha256:aaec1cfd94f4f3e9a25e144d5b0ed1eb8a9596ec36d7318a504d813412563a85", 126 | "sha256:acb673eecbae089ea3be3dcf75bfe45fc8d4dcdc951e27d8691887963cf421c7", 127 | "sha256:b15bc8d2c2848a4a7c04f76c9b3dc3561e95d4dabc6b4f24bfabe5fd81a0b14f", 128 | "sha256:b1c240d565e977d80c0083404c01e4d59c5772c977fae2c483f100567f50847b", 129 | "sha256:c595693de998461bcd49b8d20568c8870b3209b8ea323b2a7b0ea86d85864694", 130 | "sha256:ce3be5d520b4d2c3e5eeb4cd2ef62b9b9ab8ac6b6fedbaa0e39cdb6f50644278", 131 | "sha256:e0f910f84b35c36a3513b96d816e6442ae138862257ae18a0019d2fc67b041dc", 132 | "sha256:ea36e19ac0a483eea239320aef0bd40702404ff8c7e42179a2d9d36c5afcb55c", 133 | "sha256:efabbcd4f406b532206b8801058c8bab9e79645b9880329253ae3322b7b02cd5", 134 | "sha256:f923406e6b32c86309261b8195e24e18b6a8801df0cfc7814ac44017bfcb3939" 135 | ], 136 | "version": "==1.0.1" 137 | }, 138 | "matplotlib": { 139 | "hashes": [ 140 | "sha256:16aa61846efddf91df623bbb4598e63be1068a6b6a2e6361cc802b41c7a286eb", 141 | "sha256:1975b71a33ac986bb39b6d5cfbc15c7b1f218f1134efb4eb3881839d6ae69984", 142 | "sha256:2b222744bd54781e6cc0b717fa35a54e5f176ba2ced337f27c5b435b334ef854", 143 | "sha256:317643c0e88fad55414347216362b2e229c130edd5655fea5f8159a803098468", 144 | "sha256:4269ce3d1b897d46fc3cc2273a0cc2a730345bb47e4456af662e6fca85c89dd7", 145 | "sha256:65214fd668975077cdf8d408ccf2b2d6bdf73b4e6895a79f8e99ce4f0b43fcdb", 146 | "sha256:74bc213ab8a92d86a0b304d9359d1e1d14168d4c6121b83862c9d8a88b89a738", 147 | "sha256:88949be0db54755995dfb0210d0099a8712a3c696c860441971354c3debfc4af", 148 | "sha256:8e1223d868be89423ec95ada5f37aa408ee64fe76ccb8e4d5f533699ba4c0e4a", 149 | "sha256:9fa00f2d7a552a95fa6016e498fdeb6d74df537853dda79a9055c53dfc8b6e1a", 150 | "sha256:c27fd46cab905097ba4bc28d5ba5289930f313fb1970c9d41092c9975b80e9b4", 151 | "sha256:c94b792af431f6adb6859eb218137acd9a35f4f7442cea57e4a59c54751c36af", 152 | "sha256:f4c12a01eb2dc16693887a874ba948b18c92f425c4d329639ece6d3bb8e631bb" 153 | ], 154 | "version": "==3.0.2" 155 | }, 156 | "netcdf4": { 157 | "hashes": [ 158 | "sha256:02e5112b768936f66364f9e05f0433d418cf75d83a94ae28f727e355fd28c6d2", 159 | "sha256:090a393852c791ddf2ace7378a6650f95a981f51d6c64f4bf066104e43c5c0fc", 160 | "sha256:23b8219de812ed754c84e8eb51ac97393e3c174ec2cd749f72e8ab112a8037ce", 161 | "sha256:252c0b3ea74e15b31ba78ef72e5bddbc4844c1cadc1daf0a1d643a9018087953", 162 | "sha256:28b9757a7693961653d28b09053de35b2f4f9493c76b5dc7ca419daaacf3c413", 163 | "sha256:29adb96ccf47d27020589e4ff17f8af9cd5e480dd44e8aa4de4fec66381edf49", 164 | "sha256:304542d1074d13eb51fb8a47d96c60e590a71e134a3b9e25ffea6ef9999e8f4f", 165 | "sha256:31046ec63bfe3d26c6e44b1fc66e871ae2311342cf9ebab9a21eb1fb6f21a600", 166 | "sha256:3c1f52d5276c69f07aec09265615aaddf9362fed32ad4e4f6eb92437861a1c03", 167 | "sha256:476ce815cbdf51396664193deb9af67413807a4804ab2a033711197cef2db810", 168 | "sha256:55436d010b07c97a465ab9fdbd823349dd1f2e7d61b2b5418b5987e9ddcf865a", 169 | "sha256:5760ad85be180875fb09ea189323c7b3a8b3dd7ef17f5cb977deeb968e3a6aba", 170 | "sha256:6ddccb0e2705a1fb347d699e2c8fa3872a45a057b8da26706cf8059a3f337415", 171 | "sha256:73dda76a13d55753af96562cbb61877520c012796f6146742fbbd45385854c86", 172 | "sha256:7a139e60f302db84e3e3fe7eb2a11c7a97326f78c5de06ce76ea18720c7a145a", 173 | "sha256:848512566ced82fd46c20a8ccff8e72d1ef863997f5d3e32e61994312b94c24f", 174 | "sha256:923352ff35fef9b00da41c6bbf9693f707dc802bedc2b05bfb15b282f888e607", 175 | "sha256:97700c187f046f10966f4f3581790f9a10a996aee76772a179e0a692f766261d", 176 | "sha256:9f849574bbf7584c77167538510470f62f96b947c9bac23485cda420d6c4e314", 177 | "sha256:a6d83984eeabcaae248c5582667ca0795b38e4eb901152da39c6e2f5ee42a9e5", 178 | "sha256:a9bf9e78369969dedcdbd72dd78b76a002bc52fb59e751ba506c2dc7cae9f027", 179 | "sha256:b0c8b04c4f0b3d99952627e6c1e63701b9127660f81885c91f681a6497ce2107", 180 | "sha256:b934af350459cf9041bcdf5472e2aa56ed7321c018d918e9f325ec9a1f9d1a30", 181 | "sha256:bcec0c725e5aeba299cd43bf10dce5c62513dfb14a377abd1a76234cfa34f4ce", 182 | "sha256:c882d557341560ff3b111e40f553f9a88fa6e73132acfee790e2b97b2f42b568", 183 | "sha256:ca2d60a33c35fc9b1dddaf4f71509d6fa201bfa78bafb4c1bccaeaa0f5cffbc7", 184 | "sha256:d35a138545c10a3153ce8dc28af6bba61d6c5e318769c769687e876fdbaf3503", 185 | "sha256:dfdc049df47c5727455a7bd845f970ec64485efb6df87ac21f0d08dc344a28a5" 186 | ], 187 | "version": "==1.4.2" 188 | }, 189 | "numpy": { 190 | "hashes": [ 191 | "sha256:0df89ca13c25eaa1621a3f09af4c8ba20da849692dcae184cb55e80952c453fb", 192 | "sha256:154c35f195fd3e1fad2569930ca51907057ae35e03938f89a8aedae91dd1b7c7", 193 | "sha256:18e84323cdb8de3325e741a7a8dd4a82db74fde363dce32b625324c7b32aa6d7", 194 | "sha256:1e8956c37fc138d65ded2d96ab3949bd49038cc6e8a4494b1515b0ba88c91565", 195 | "sha256:23557bdbca3ccbde3abaa12a6e82299bc92d2b9139011f8c16ca1bb8c75d1e95", 196 | "sha256:24fd645a5e5d224aa6e39d93e4a722fafa9160154f296fd5ef9580191c755053", 197 | "sha256:36e36b6868e4440760d4b9b44587ea1dc1f06532858d10abba98e851e154ca70", 198 | "sha256:3d734559db35aa3697dadcea492a423118c5c55d176da2f3be9c98d4803fc2a7", 199 | "sha256:416a2070acf3a2b5d586f9a6507bb97e33574df5bd7508ea970bbf4fc563fa52", 200 | "sha256:4a22dc3f5221a644dfe4a63bf990052cc674ef12a157b1056969079985c92816", 201 | "sha256:4d8d3e5aa6087490912c14a3c10fbdd380b40b421c13920ff468163bc50e016f", 202 | "sha256:4f41fd159fba1245e1958a99d349df49c616b133636e0cf668f169bce2aeac2d", 203 | "sha256:561ef098c50f91fbac2cc9305b68c915e9eb915a74d9038ecf8af274d748f76f", 204 | "sha256:56994e14b386b5c0a9b875a76d22d707b315fa037affc7819cda08b6d0489756", 205 | "sha256:73a1f2a529604c50c262179fcca59c87a05ff4614fe8a15c186934d84d09d9a5", 206 | "sha256:7da99445fd890206bfcc7419f79871ba8e73d9d9e6b82fe09980bc5bb4efc35f", 207 | "sha256:99d59e0bcadac4aa3280616591fb7bcd560e2218f5e31d5223a2e12a1425d495", 208 | "sha256:a4cc09489843c70b22e8373ca3dfa52b3fab778b57cf81462f1203b0852e95e3", 209 | "sha256:a61dc29cfca9831a03442a21d4b5fd77e3067beca4b5f81f1a89a04a71cf93fa", 210 | "sha256:b1853df739b32fa913cc59ad9137caa9cc3d97ff871e2bbd89c2a2a1d4a69451", 211 | "sha256:b1f44c335532c0581b77491b7715a871d0dd72e97487ac0f57337ccf3ab3469b", 212 | "sha256:b261e0cb0d6faa8fd6863af26d30351fd2ffdb15b82e51e81e96b9e9e2e7ba16", 213 | "sha256:c857ae5dba375ea26a6228f98c195fec0898a0fd91bcf0e8a0cae6d9faf3eca7", 214 | "sha256:cf5bb4a7d53a71bb6a0144d31df784a973b36d8687d615ef6a7e9b1809917a9b", 215 | "sha256:db9814ff0457b46f2e1d494c1efa4111ca089e08c8b983635ebffb9c1573361f", 216 | "sha256:df04f4bad8a359daa2ff74f8108ea051670cafbca533bb2636c58b16e962989e", 217 | "sha256:ecf81720934a0e18526177e645cbd6a8a21bb0ddc887ff9738de07a1df5c6b61", 218 | "sha256:edfa6fba9157e0e3be0f40168eb142511012683ac3dc82420bee4a3f3981b30e" 219 | ], 220 | "index": "pypi", 221 | "version": "==1.15.4" 222 | }, 223 | "pandas": { 224 | "hashes": [ 225 | "sha256:11975fad9edbdb55f1a560d96f91830e83e29bed6ad5ebf506abda09818eaf60", 226 | "sha256:12e13d127ca1b585dd6f6840d3fe3fa6e46c36a6afe2dbc5cb0b57032c902e31", 227 | "sha256:1c87fcb201e1e06f66e23a61a5fea9eeebfe7204a66d99df24600e3f05168051", 228 | "sha256:242e9900de758e137304ad4b5663c2eff0d798c2c3b891250bd0bd97144579da", 229 | "sha256:26c903d0ae1542890cb9abadb4adcb18f356b14c2df46e4ff657ae640e3ac9e7", 230 | "sha256:2e1e88f9d3e5f107b65b59cd29f141995597b035d17cc5537e58142038942e1a", 231 | "sha256:31b7a48b344c14691a8e92765d4023f88902ba3e96e2e4d0364d3453cdfd50db", 232 | "sha256:4fd07a932b4352f8a8973761ab4e84f965bf81cc750fb38e04f01088ab901cb8", 233 | "sha256:5b24ca47acf69222e82530e89111dd9d14f9b970ab2cd3a1c2c78f0c4fbba4f4", 234 | "sha256:647b3b916cc8f6aeba240c8171be3ab799c3c1b2ea179a3be0bd2712c4237553", 235 | "sha256:66b060946046ca27c0e03e9bec9bba3e0b918bafff84c425ca2cc2e157ce121e", 236 | "sha256:6efa9fa6e1434141df8872d0fa4226fc301b17aacf37429193f9d70b426ea28f", 237 | "sha256:be4715c9d8367e51dbe6bc6d05e205b1ae234f0dc5465931014aa1c4af44c1ba", 238 | "sha256:bea90da782d8e945fccfc958585210d23de374fa9294a9481ed2abcef637ebfc", 239 | "sha256:d318d77ab96f66a59e792a481e2701fba879e1a453aefeebdb17444fe204d1ed", 240 | "sha256:d785fc08d6f4207437e900ffead930a61e634c5e4f980ba6d3dc03c9581748c7", 241 | "sha256:de9559287c4fe8da56e8c3878d2374abc19d1ba2b807bfa7553e912a8e5ba87c", 242 | "sha256:f4f98b190bb918ac0bc0e3dd2ab74ff3573da9f43106f6dba6385406912ec00f", 243 | "sha256:f71f1a7e2d03758f6e957896ed696254e2bc83110ddbc6942018f1a232dd9dad", 244 | "sha256:fb944c8f0b0ab5c1f7846c686bc4cdf8cde7224655c12edcd59d5212cd57bec0" 245 | ], 246 | "index": "pypi", 247 | "version": "==0.23.4" 248 | }, 249 | "patsy": { 250 | "hashes": [ 251 | "sha256:5465be1c0e670c3a965355ec09e9a502bf2c4cbe4875e8528b0221190a8a5d40", 252 | "sha256:f115cec4201e1465cd58b9866b0b0e7b941caafec129869057405bfe5b5e3991" 253 | ], 254 | "version": "==0.5.1" 255 | }, 256 | "pymc3": { 257 | "hashes": [ 258 | "sha256:49639eb62e14f7735ecbb03fa79f1c5f59f2e971c8ce0168b86ed1929e2c14ee", 259 | "sha256:6088e683c6d730bb21350a0f54ee083fa5a28e4d5ef52d57878141c9c20f21ee" 260 | ], 261 | "index": "pypi", 262 | "version": "==3.5" 263 | }, 264 | "pyparsing": { 265 | "hashes": [ 266 | "sha256:40856e74d4987de5d01761a22d1621ae1c7f8774585acae358aa5c5936c6c90b", 267 | "sha256:f353aab21fd474459d97b709e527b5571314ee5f067441dc9f88e33eecd96592" 268 | ], 269 | "version": "==2.3.0" 270 | }, 271 | "python-dateutil": { 272 | "hashes": [ 273 | "sha256:063df5763652e21de43de7d9e00ccf239f953a832941e37be541614732cdfc93", 274 | "sha256:88f9287c0174266bb0d8cedd395cfba9c58e87e5ad86b2ce58859bc11be3cf02" 275 | ], 276 | "version": "==2.7.5" 277 | }, 278 | "pytz": { 279 | "hashes": [ 280 | "sha256:31cb35c89bd7d333cd32c5f278fca91b523b0834369e757f4c5641ea252236ca", 281 | "sha256:8e0f8568c118d3077b46be7d654cc8167fa916092e28320cde048e54bfc9f1e6" 282 | ], 283 | "version": "==2018.7" 284 | }, 285 | "scipy": { 286 | "hashes": [ 287 | "sha256:02cb79ea38114dc480e9b08d6b87095728e8fb39b9a49b449ee443d678001611", 288 | "sha256:03c827cdbc584e935264040b958e5fa0570a16095bee23a013482ba3f0e963a2", 289 | "sha256:04f2b23258139c109d0524f111597dd095a505d9cb2c71e381d688d653877fa3", 290 | "sha256:3132a9fab3f3545c8b0ba15688d11857efdd4a58d388d3785dc474f56fea7138", 291 | "sha256:4b1f0883cb9d8ee963cf0a31c87341e9e758abb2cf1e5bcc0d7b066ef6b17573", 292 | "sha256:4cce25c6e7ff7399c67dfe1b5423c36c391cf9b4b2be390c1675ab410f1ef503", 293 | "sha256:51a2424c8ed80e60bdb9a896806e7adaf24a58253b326fbad10f80a6d06f2214", 294 | "sha256:5706b785ca289fdfd91aa05066619e51d140613b613e35932601f2315f5d8470", 295 | "sha256:58f0435f052cb60f1472c77f52a8f6642f8877b70559e5e0b9a1744f33f5cbe5", 296 | "sha256:63e1d5ca9e5e1984f1a275276991b036e25d39d37dd7edbb3f4f6165c2da7dbb", 297 | "sha256:64b2c35824da3ef6bb1e722216e4ef28802af6413c7586136500e343d34ba179", 298 | "sha256:6f791987899532305126309578727c0197bddbafab9596bafe3e7bfab6e1ce13", 299 | "sha256:72bd766f753fd32f072d30d7bc2ad492d56dbcbf3e13764e27635d5c41079339", 300 | "sha256:7413080b381766a22d52814edb65631f0e323a7cea945c70021a672f38acc73f", 301 | "sha256:78a67ee4845440e81cfbfabde20537ca12051d0eeac951fe4c6d8751feac3103", 302 | "sha256:7994c044bf659b0a24ad7673ec7db85c2fadb87e4980a379a9fd5b086fe3649a", 303 | "sha256:7dc4002f0a0a688774ef04878afe769ecd1ac21fe9b4b1d7125e2cf16170afd3", 304 | "sha256:854bd87cc23824d5db4983956bc30f3790e1c7448f1a9e6a8fb7bff7601aef87", 305 | "sha256:8608316d0cc01f8b25111c8adfe6efbc959cbba037a62c784551568d7ffbf280", 306 | "sha256:8f5fcc87b48fc3dd6d901669c89af4feeb856dffb6f671539a238b7e8af1799c", 307 | "sha256:937147086e8b4338bf139ca8fa98da650e3a46bf2ca617f8e9dd68c3971ec420", 308 | "sha256:bc294841f6c822714af362095b181a853f47ed5ce757354bd2e4776d579ff3a4", 309 | "sha256:bc6a88b0009a1b60eab5c22ac3a006f6968d6328de10c6a64ebb0d64a05548d3", 310 | "sha256:c5eae911cf26b3c7eda889ec98d3c226f312c587acfaaf02602473f98b4c16d6", 311 | "sha256:cca33a01a5987c650b87a1a910aa311ffa44e67cca1ff502ef9efdae5d9a8624", 312 | "sha256:d1ae77b79fd5e27a10ba7c4e7c3a62927b9d29a4dccf28f6905c25d983aaf183", 313 | "sha256:fb36064047e6bf87b6320a9b6eb7f525ef6863c7a4aef1a84a4bbfb043612617", 314 | "sha256:fc1a19d95649439dbd50baca676bceb29bbfcd600aed2c5bd71d9bad82a87cfe" 315 | ], 316 | "version": "==1.2.0" 317 | }, 318 | "seaborn": { 319 | "hashes": [ 320 | "sha256:42e627b24e849c2d3bbfd059e00005f6afbc4a76e4895baf44ae23fe8a4b09a5", 321 | "sha256:76c83f794ca320fb6b23a7c6192d5e185a5fcf4758966a0c0a54baee46d41e2f" 322 | ], 323 | "index": "pypi", 324 | "version": "==0.9.0" 325 | }, 326 | "six": { 327 | "hashes": [ 328 | "sha256:3350809f0555b11f552448330d0b52d5f24c91a322ea4a15ef22629740f3761c", 329 | "sha256:d16a0141ec1a18405cd4ce8b4613101da75da0e9a7aec5bdd4fa804d0e0eba73" 330 | ], 331 | "version": "==1.12.0" 332 | }, 333 | "theano": { 334 | "hashes": [ 335 | "sha256:637f3b34d40ef5e0d54dd4c40618475aaa085c26d2491e925c98e2ad4bc2115a" 336 | ], 337 | "version": "==1.0.3" 338 | }, 339 | "tqdm": { 340 | "hashes": [ 341 | "sha256:3c4d4a5a41ef162dd61f1edb86b0e1c7859054ab656b2e7c7b77e7fbf6d9f392", 342 | "sha256:5b4d5549984503050883bc126280b386f5f4ca87e6c023c5d015655ad75bdebb" 343 | ], 344 | "version": "==4.28.1" 345 | }, 346 | "xarray": { 347 | "hashes": [ 348 | "sha256:51013a4fbdad6def83a49233490da6f15650a0d4a65966c26d8e2b6cf7992269", 349 | "sha256:636964baccfca0e5d69220ac4ecb948d561addc76f47704064dcbe399e03a818" 350 | ], 351 | "version": "==0.11.0" 352 | } 353 | }, 354 | "develop": { 355 | "appnope": { 356 | "hashes": [ 357 | "sha256:5b26757dc6f79a3b7dc9fab95359328d5747fcb2409d331ea66d0272b90ab2a0", 358 | "sha256:8b995ffe925347a2138d7ac0fe77155e4311a0ea6d6da4f5128fe4b3cbe5ed71" 359 | ], 360 | "markers": "sys_platform == 'darwin'", 361 | "version": "==0.1.0" 362 | }, 363 | "backcall": { 364 | "hashes": [ 365 | "sha256:38ecd85be2c1e78f77fd91700c76e14667dc21e2713b63876c0eb901196e01e4", 366 | "sha256:bbbf4b1e5cd2bdb08f915895b51081c041bac22394fdfcfdfbe9f14b77c08bf2" 367 | ], 368 | "version": "==0.1.0" 369 | }, 370 | "bleach": { 371 | "hashes": [ 372 | "sha256:48d39675b80a75f6d1c3bdbffec791cf0bbbab665cf01e20da701c77de278718", 373 | "sha256:73d26f018af5d5adcdabf5c1c974add4361a9c76af215fe32fdec8a6fc5fb9b9" 374 | ], 375 | "version": "==3.0.2" 376 | }, 377 | "decorator": { 378 | "hashes": [ 379 | "sha256:2c51dff8ef3c447388fe5e4453d24a2bf128d3a4c32af3fabef1f01c6851ab82", 380 | "sha256:c39efa13fbdeb4506c476c9b3babf6a718da943dab7811c206005a4a956c080c" 381 | ], 382 | "version": "==4.3.0" 383 | }, 384 | "defusedxml": { 385 | "hashes": [ 386 | "sha256:24d7f2f94f7f3cb6061acb215685e5125fbcdc40a857eff9de22518820b0a4f4", 387 | "sha256:702a91ade2968a82beb0db1e0766a6a273f33d4616a6ce8cde475d8e09853b20" 388 | ], 389 | "version": "==0.5.0" 390 | }, 391 | "entrypoints": { 392 | "hashes": [ 393 | "sha256:10ad569bb245e7e2ba425285b9fa3e8178a0dc92fc53b1e1c553805e15a8825b", 394 | "sha256:d2d587dde06f99545fb13a383d2cd336a8ff1f359c5839ce3a64c917d10c029f" 395 | ], 396 | "version": "==0.2.3" 397 | }, 398 | "flake8": { 399 | "hashes": [ 400 | "sha256:6a35f5b8761f45c5513e3405f110a86bea57982c3b75b766ce7b65217abe1670", 401 | "sha256:c01f8a3963b3571a8e6bd7a4063359aff90749e160778e03817cd9b71c9e07d2" 402 | ], 403 | "index": "pypi", 404 | "version": "==3.6.0" 405 | }, 406 | "ipykernel": { 407 | "hashes": [ 408 | "sha256:0aeb7ec277ac42cc2b59ae3d08b10909b2ec161dc6908096210527162b53675d", 409 | "sha256:0fc0bf97920d454102168ec2008620066878848fcfca06c22b669696212e292f" 410 | ], 411 | "version": "==5.1.0" 412 | }, 413 | "ipython": { 414 | "hashes": [ 415 | "sha256:6a9496209b76463f1dec126ab928919aaf1f55b38beb9219af3fe202f6bbdd12", 416 | "sha256:f69932b1e806b38a7818d9a1e918e5821b685715040b48e59c657b3c7961b742" 417 | ], 418 | "version": "==7.2.0" 419 | }, 420 | "ipython-genutils": { 421 | "hashes": [ 422 | "sha256:72dd37233799e619666c9f639a9da83c34013a73e8bbc79a7a6348d93c61fab8", 423 | "sha256:eb2e116e75ecef9d4d228fdc66af54269afa26ab4463042e33785b887c628ba8" 424 | ], 425 | "version": "==0.2.0" 426 | }, 427 | "jedi": { 428 | "hashes": [ 429 | "sha256:571702b5bd167911fe9036e5039ba67f820d6502832285cde8c881ab2b2149fd", 430 | "sha256:c8481b5e59d34a5c7c42e98f6625e633f6ef59353abea6437472c7ec2093f191" 431 | ], 432 | "version": "==0.13.2" 433 | }, 434 | "jinja2": { 435 | "hashes": [ 436 | "sha256:74c935a1b8bb9a3947c50a54766a969d4846290e1e788ea44c1392163723c3bd", 437 | "sha256:f84be1bb0040caca4cea721fcbbbbd61f9be9464ca236387158b0feea01914a4" 438 | ], 439 | "version": "==2.10" 440 | }, 441 | "jsonschema": { 442 | "hashes": [ 443 | "sha256:000e68abd33c972a5248544925a0cae7d1125f9bf6c58280d37546b946769a08", 444 | "sha256:6ff5f3180870836cae40f06fa10419f557208175f13ad7bc26caa77beb1f6e02" 445 | ], 446 | "version": "==2.6.0" 447 | }, 448 | "jupyter-client": { 449 | "hashes": [ 450 | "sha256:b5f9cb06105c1d2d30719db5ffb3ea67da60919fb68deaefa583deccd8813551", 451 | "sha256:c44411eb1463ed77548bc2d5ec0d744c9b81c4a542d9637c7a52824e2121b987" 452 | ], 453 | "version": "==5.2.4" 454 | }, 455 | "jupyter-core": { 456 | "hashes": [ 457 | "sha256:927d713ffa616ea11972534411544589976b2493fc7e09ad946e010aa7eb9970", 458 | "sha256:ba70754aa680300306c699790128f6fbd8c306ee5927976cbe48adacf240c0b7" 459 | ], 460 | "version": "==4.4.0" 461 | }, 462 | "jupyterlab": { 463 | "hashes": [ 464 | "sha256:c48f092526f6d5f12b039118bd92401ab605f49d17050ac71c0d809e86b15036", 465 | "sha256:deba0b2803640fcad72c61366bff11d5945173015961586d5e3b2f629ffeb455" 466 | ], 467 | "index": "pypi", 468 | "version": "==0.35.4" 469 | }, 470 | "jupyterlab-server": { 471 | "hashes": [ 472 | "sha256:65eaf85b27a37380329fbdd8ebd095a0bd65fe9261d73ef6a1abee1dbaeaac1f", 473 | "sha256:72d916a73957a880cdb885def6d8664a6d1b2760ef5dca5ad665aa1e8d1bb783" 474 | ], 475 | "version": "==0.2.0" 476 | }, 477 | "markupsafe": { 478 | "hashes": [ 479 | "sha256:048ef924c1623740e70204aa7143ec592504045ae4429b59c30054cb31e3c432", 480 | "sha256:130f844e7f5bdd8e9f3f42e7102ef1d49b2e6fdf0d7526df3f87281a532d8c8b", 481 | "sha256:19f637c2ac5ae9da8bfd98cef74d64b7e1bb8a63038a3505cd182c3fac5eb4d9", 482 | "sha256:1b8a7a87ad1b92bd887568ce54b23565f3fd7018c4180136e1cf412b405a47af", 483 | "sha256:1c25694ca680b6919de53a4bb3bdd0602beafc63ff001fea2f2fc16ec3a11834", 484 | "sha256:1f19ef5d3908110e1e891deefb5586aae1b49a7440db952454b4e281b41620cd", 485 | "sha256:1fa6058938190ebe8290e5cae6c351e14e7bb44505c4a7624555ce57fbbeba0d", 486 | "sha256:31cbb1359e8c25f9f48e156e59e2eaad51cd5242c05ed18a8de6dbe85184e4b7", 487 | "sha256:3e835d8841ae7863f64e40e19477f7eb398674da6a47f09871673742531e6f4b", 488 | "sha256:4e97332c9ce444b0c2c38dd22ddc61c743eb208d916e4265a2a3b575bdccb1d3", 489 | "sha256:525396ee324ee2da82919f2ee9c9e73b012f23e7640131dd1b53a90206a0f09c", 490 | "sha256:52b07fbc32032c21ad4ab060fec137b76eb804c4b9a1c7c7dc562549306afad2", 491 | "sha256:52ccb45e77a1085ec5461cde794e1aa037df79f473cbc69b974e73940655c8d7", 492 | "sha256:5c3fbebd7de20ce93103cb3183b47671f2885307df4a17a0ad56a1dd51273d36", 493 | "sha256:5e5851969aea17660e55f6a3be00037a25b96a9b44d2083651812c99d53b14d1", 494 | "sha256:5edfa27b2d3eefa2210fb2f5d539fbed81722b49f083b2c6566455eb7422fd7e", 495 | "sha256:7d263e5770efddf465a9e31b78362d84d015cc894ca2c131901a4445eaa61ee1", 496 | "sha256:83381342bfc22b3c8c06f2dd93a505413888694302de25add756254beee8449c", 497 | "sha256:857eebb2c1dc60e4219ec8e98dfa19553dae33608237e107db9c6078b1167856", 498 | "sha256:98e439297f78fca3a6169fd330fbe88d78b3bb72f967ad9961bcac0d7fdd1550", 499 | "sha256:bf54103892a83c64db58125b3f2a43df6d2cb2d28889f14c78519394feb41492", 500 | "sha256:d9ac82be533394d341b41d78aca7ed0e0f4ba5a2231602e2f05aa87f25c51672", 501 | "sha256:e982fe07ede9fada6ff6705af70514a52beb1b2c3d25d4e873e82114cf3c5401", 502 | "sha256:edce2ea7f3dfc981c4ddc97add8a61381d9642dc3273737e756517cc03e84dd6", 503 | "sha256:efdc45ef1afc238db84cb4963aa689c0408912a0239b0721cb172b4016eb31d6", 504 | "sha256:f137c02498f8b935892d5c0172560d7ab54bc45039de8805075e19079c639a9c", 505 | "sha256:f82e347a72f955b7017a39708a3667f106e6ad4d10b25f237396a7115d8ed5fd", 506 | "sha256:fb7c206e01ad85ce57feeaaa0bf784b97fa3cad0d4a5737bc5295785f5c613a1" 507 | ], 508 | "version": "==1.1.0" 509 | }, 510 | "mccabe": { 511 | "hashes": [ 512 | "sha256:ab8a6258860da4b6677da4bd2fe5dc2c659cff31b3ee4f7f5d64e79735b80d42", 513 | "sha256:dd8d182285a0fe56bace7f45b5e7d1a6ebcbf524e8f3bd87eb0f125271b8831f" 514 | ], 515 | "version": "==0.6.1" 516 | }, 517 | "mistune": { 518 | "hashes": [ 519 | "sha256:59a3429db53c50b5c6bcc8a07f8848cb00d7dc8bdb431a4ab41920d201d4756e", 520 | "sha256:88a1051873018da288eee8538d476dffe1262495144b33ecb586c4ab266bb8d4" 521 | ], 522 | "version": "==0.8.4" 523 | }, 524 | "nbconvert": { 525 | "hashes": [ 526 | "sha256:08d21cf4203fabafd0d09bbd63f06131b411db8ebeede34b0fd4be4548351779", 527 | "sha256:a8a2749f972592aa9250db975304af6b7337f32337e523a2c995cc9e12c07807" 528 | ], 529 | "version": "==5.4.0" 530 | }, 531 | "nbformat": { 532 | "hashes": [ 533 | "sha256:b9a0dbdbd45bb034f4f8893cafd6f652ea08c8c1674ba83f2dc55d3955743b0b", 534 | "sha256:f7494ef0df60766b7cabe0a3651556345a963b74dbc16bc7c18479041170d402" 535 | ], 536 | "version": "==4.4.0" 537 | }, 538 | "notebook": { 539 | "hashes": [ 540 | "sha256:3ab2db8bc10e6edbd264c3c4b800bee276c99818386ee0c146d98d7e6bcf0a67", 541 | "sha256:d908673a4010787625c8952e91a22adf737db031f2aa0793ad92f6558918a74a" 542 | ], 543 | "version": "==5.7.4" 544 | }, 545 | "pandocfilters": { 546 | "hashes": [ 547 | "sha256:b3dd70e169bb5449e6bc6ff96aea89c5eea8c5f6ab5e207fc2f521a2cf4a0da9" 548 | ], 549 | "version": "==1.4.2" 550 | }, 551 | "parso": { 552 | "hashes": [ 553 | "sha256:35704a43a3c113cce4de228ddb39aab374b8004f4f2407d070b6a2ca784ce8a2", 554 | "sha256:895c63e93b94ac1e1690f5fdd40b65f07c8171e3e53cbd7793b5b96c0e0a7f24" 555 | ], 556 | "version": "==0.3.1" 557 | }, 558 | "pexpect": { 559 | "hashes": [ 560 | "sha256:2a8e88259839571d1251d278476f3eec5db26deb73a70be5ed5dc5435e418aba", 561 | "sha256:3fbd41d4caf27fa4a377bfd16fef87271099463e6fa73e92a52f92dfee5d425b" 562 | ], 563 | "markers": "sys_platform != 'win32'", 564 | "version": "==4.6.0" 565 | }, 566 | "pickleshare": { 567 | "hashes": [ 568 | "sha256:87683d47965c1da65cdacaf31c8441d12b8044cdec9aca500cd78fc2c683afca", 569 | "sha256:9649af414d74d4df115d5d718f82acb59c9d418196b7b4290ed47a12ce62df56" 570 | ], 571 | "version": "==0.7.5" 572 | }, 573 | "prometheus-client": { 574 | "hashes": [ 575 | "sha256:e8c11ff5ca53de6c3d91e1510500611cafd1d247a937ec6c588a0a7cc3bef93c" 576 | ], 577 | "version": "==0.5.0" 578 | }, 579 | "prompt-toolkit": { 580 | "hashes": [ 581 | "sha256:c1d6aff5252ab2ef391c2fe498ed8c088066f66bc64a8d5c095bbf795d9fec34", 582 | "sha256:d4c47f79b635a0e70b84fdb97ebd9a274203706b1ee5ed44c10da62755cf3ec9", 583 | "sha256:fd17048d8335c1e6d5ee403c3569953ba3eb8555d710bfc548faf0712666ea39" 584 | ], 585 | "version": "==2.0.7" 586 | }, 587 | "ptyprocess": { 588 | "hashes": [ 589 | "sha256:923f299cc5ad920c68f2bc0bc98b75b9f838b93b599941a6b63ddbc2476394c0", 590 | "sha256:d7cc528d76e76342423ca640335bd3633420dc1366f258cb31d05e865ef5ca1f" 591 | ], 592 | "markers": "os_name != 'nt'", 593 | "version": "==0.6.0" 594 | }, 595 | "pycodestyle": { 596 | "hashes": [ 597 | "sha256:cbc619d09254895b0d12c2c691e237b2e91e9b2ecf5e84c26b35400f93dcfb83", 598 | "sha256:cbfca99bd594a10f674d0cd97a3d802a1fdef635d4361e1a2658de47ed261e3a" 599 | ], 600 | "version": "==2.4.0" 601 | }, 602 | "pyflakes": { 603 | "hashes": [ 604 | "sha256:9a7662ec724d0120012f6e29d6248ae3727d821bba522a0e6b356eff19126a49", 605 | "sha256:f661252913bc1dbe7fcfcbf0af0db3f42ab65aabd1a6ca68fe5d466bace94dae" 606 | ], 607 | "version": "==2.0.0" 608 | }, 609 | "pygments": { 610 | "hashes": [ 611 | "sha256:5ffada19f6203563680669ee7f53b64dabbeb100eb51b61996085e99c03b284a", 612 | "sha256:e8218dd399a61674745138520d0d4cf2621d7e032439341bc3f647bff125818d" 613 | ], 614 | "version": "==2.3.1" 615 | }, 616 | "python-dateutil": { 617 | "hashes": [ 618 | "sha256:063df5763652e21de43de7d9e00ccf239f953a832941e37be541614732cdfc93", 619 | "sha256:88f9287c0174266bb0d8cedd395cfba9c58e87e5ad86b2ce58859bc11be3cf02" 620 | ], 621 | "version": "==2.7.5" 622 | }, 623 | "pyzmq": { 624 | "hashes": [ 625 | "sha256:25a0715c8f69cf72f67cfe5a68a3f3ed391c67c063d2257bec0fe7fc2c7f08f8", 626 | "sha256:2bab63759632c6b9e0d5bf19cc63c3b01df267d660e0abcf230cf0afaa966349", 627 | "sha256:30ab49d99b24bf0908ebe1cdfa421720bfab6f93174e4883075b7ff38cc555ba", 628 | "sha256:32c7ca9fc547a91e3c26fc6080b6982e46e79819e706eb414dd78f635a65d946", 629 | "sha256:41219ae72b3cc86d97557fe5b1ef5d1adc1057292ec597b50050874a970a39cf", 630 | "sha256:4b8c48a9a13cea8f1f16622f9bd46127108af14cd26150461e3eab71e0de3e46", 631 | "sha256:55724997b4a929c0d01b43c95051318e26ddbae23565018e138ae2dc60187e59", 632 | "sha256:65f0a4afae59d4fc0aad54a917ab599162613a761b760ba167d66cc646ac3786", 633 | "sha256:6f88591a8b246f5c285ee6ce5c1bf4f6bd8464b7f090b1333a446b6240a68d40", 634 | "sha256:75022a4c60dcd8765bb9ca32f6de75a0ec83b0d96e0309dc479f4c7b21f26cb7", 635 | "sha256:76ea493bfab18dcb090d825f3662b5612e2def73dffc196d51a5194b0294a81d", 636 | "sha256:7b60c045b80709e4e3c085bab9b691e71761b44c2b42dbb047b8b498e7bc16b3", 637 | "sha256:8e6af2f736734aef8ed6f278f9f552ec7f37b1a6b98e59b887484a840757f67d", 638 | "sha256:9ac2298e486524331e26390eac14e4627effd3f8e001d4266ed9d8f1d2d31cce", 639 | "sha256:9ba650f493a9bc1f24feca1d90fce0e5dd41088a252ac9840131dfbdbf3815ca", 640 | "sha256:a02a4a385e394e46012dc83d2e8fd6523f039bb52997c1c34a2e0dd49ed839c1", 641 | "sha256:a3ceee84114d9f5711fa0f4db9c652af0e4636c89eabc9b7f03a3882569dd1ed", 642 | "sha256:a72b82ac1910f2cf61a49139f4974f994984475f771b0faa730839607eeedddf", 643 | "sha256:ab136ac51027e7c484c53138a0fab4a8a51e80d05162eb7b1585583bcfdbad27", 644 | "sha256:c095b224300bcac61e6c445e27f9046981b1ac20d891b2f1714da89d34c637c8", 645 | "sha256:c5cc52d16c06dc2521340d69adda78a8e1031705924e103c0eb8fc8af861d810", 646 | "sha256:d612e9833a89e8177f8c1dc68d7b4ff98d3186cd331acd616b01bbdab67d3a7b", 647 | "sha256:e828376a23c66c6fe90dcea24b4b72cd774f555a6ee94081670872918df87a19", 648 | "sha256:e9767c7ab2eb552796440168d5c6e23a99ecaade08dda16266d43ad461730192", 649 | "sha256:ebf8b800d42d217e4710d1582b0c8bff20cdcb4faad7c7213e52644034300924" 650 | ], 651 | "version": "==17.1.2" 652 | }, 653 | "send2trash": { 654 | "hashes": [ 655 | "sha256:60001cc07d707fe247c94f74ca6ac0d3255aabcb930529690897ca2a39db28b2", 656 | "sha256:f1691922577b6fa12821234aeb57599d887c4900b9ca537948d2dac34aea888b" 657 | ], 658 | "version": "==1.5.0" 659 | }, 660 | "six": { 661 | "hashes": [ 662 | "sha256:3350809f0555b11f552448330d0b52d5f24c91a322ea4a15ef22629740f3761c", 663 | "sha256:d16a0141ec1a18405cd4ce8b4613101da75da0e9a7aec5bdd4fa804d0e0eba73" 664 | ], 665 | "version": "==1.12.0" 666 | }, 667 | "terminado": { 668 | "hashes": [ 669 | "sha256:55abf9ade563b8f9be1f34e4233c7b7bde726059947a593322e8a553cc4c067a", 670 | "sha256:65011551baff97f5414c67018e908110693143cfbaeb16831b743fe7cad8b927" 671 | ], 672 | "version": "==0.8.1" 673 | }, 674 | "testpath": { 675 | "hashes": [ 676 | "sha256:46c89ebb683f473ffe2aab0ed9f12581d4d078308a3cb3765d79c6b2317b0109", 677 | "sha256:b694b3d9288dbd81685c5d2e7140b81365d46c29f5db4bc659de5aa6b98780f8" 678 | ], 679 | "version": "==0.4.2" 680 | }, 681 | "tornado": { 682 | "hashes": [ 683 | "sha256:0662d28b1ca9f67108c7e3b77afabfb9c7e87bde174fbda78186ecedc2499a9d", 684 | "sha256:4e5158d97583502a7e2739951553cbd88a72076f152b4b11b64b9a10c4c49409", 685 | "sha256:732e836008c708de2e89a31cb2fa6c0e5a70cb60492bee6f1ea1047500feaf7f", 686 | "sha256:8154ec22c450df4e06b35f131adc4f2f3a12ec85981a203301d310abf580500f", 687 | "sha256:8e9d728c4579682e837c92fdd98036bd5cdefa1da2aaf6acf26947e6dd0c01c5", 688 | "sha256:d4b3e5329f572f055b587efc57d29bd051589fb5a43ec8898c77a47ec2fa2bbb", 689 | "sha256:e5f2585afccbff22390cddac29849df463b252b711aa2ce7c5f3f342a5b3b444" 690 | ], 691 | "version": "==5.1.1" 692 | }, 693 | "traitlets": { 694 | "hashes": [ 695 | "sha256:9c4bd2d267b7153df9152698efb1050a5d84982d3384a37b2c1f7723ba3e7835", 696 | "sha256:c6cb5e6f57c5a9bdaa40fa71ce7b4af30298fbab9ece9815b5d995ab6217c7d9" 697 | ], 698 | "version": "==4.3.2" 699 | }, 700 | "wcwidth": { 701 | "hashes": [ 702 | "sha256:3df37372226d6e63e1b1e1eda15c594bca98a22d33a23832a90998faa96bc65e", 703 | "sha256:f4ebe71925af7b40a864553f761ed559b43544f8f71746c2d756c7fe788ade7c" 704 | ], 705 | "version": "==0.1.7" 706 | }, 707 | "webencodings": { 708 | "hashes": [ 709 | "sha256:a0af1213f3c2226497a97e2b3aa01a7e4bee4f403f95be16fc9acd2947514a78", 710 | "sha256:b36a1c245f2d304965eb4e0a82848379241dc04b865afcc4aab16748587e1923" 711 | ], 712 | "version": "==0.5.1" 713 | } 714 | } 715 | } 716 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # Stochastic Process Calibration using Bayesian Inference and Probabilistic Programs 2 | 3 | Stochastic processes are used extensively throughout quantitative finance - for example, to simulate asset prices in risk models that aim to estimate key risk metrics such as Value-at-Risk (VaR), Expected Shortfall (ES) and Potential Future Exposure (PFE). Estimating the parameters of a stochastic processes - referred to as 'calibration' in the parlance of quantitative finance -usually involves: 4 | 5 | - computing the distribution of price returns for a financial asset; 6 | - deriving point-estimates for the mean and volatility of the returns; and then, 7 | - solving a set of simultaneous equations to back-out the parameters of the process. 8 | 9 | The purpose of this Python notebook is to demonstrate how Bayesian Inference and Probabilistic Programming (using [PYMC3](https://docs.pymc.io)), is an alternative and more powerful approach that can be viewed as a unified framework for: 10 | 11 | - exploiting any available prior knowledge on market prices (quantitative or qualitative); 12 | - estimating the parameters of a stochastic process; and, 13 | - naturally incorporating parameter uncertainty into risk metrics. 14 | 15 | ## Reproducing these Results - Managing Project Dependencies 16 | 17 | We use [pipenv](https://docs.pipenv.org) for managing project dependencies and Python environments (i.e. virtual environments). All of the direct packages dependencies required to run the code (e.g. NumPy for arrays/tensors and Pandas for DataFrames), as well as all the packages used during development (e.g. Jupyter and IPython for interactive console and sessions and serving notebooks), are described in the `Pipfile`. Their **precise** downstream dependencies are described in `Pipfile.lock`. 18 | 19 | ### Installing Pipenv 20 | 21 | To get started with Pipenv, first of all download it - assuming that there is a global version of Python available on your system and on the PATH, then this can be achieved by running the following command, 22 | 23 | ```bash 24 | pip3 install pipenv 25 | ``` 26 | 27 | Pipenv is also available to install from many non-Python package managers. For example, on OS X it can be installed using the [Homebrew](https://brew.sh) package manager, with the following terminal command, 28 | 29 | ```bash 30 | brew install pipenv 31 | ``` 32 | 33 | For more information, including advanced configuration options, see the [official pipenv documentation](https://docs.pipenv.org). 34 | 35 | ### Installing this Projects' Dependencies 36 | 37 | Make sure that you're in the project's root directory (the same one in which the `Pipfile` resides), and then run, 38 | 39 | ```bash 40 | pipenv install --dev 41 | ``` 42 | 43 | This will install all of the direct project dependencies as well as the development dependencies (the latter a consequence of the `--dev` flag). 44 | 45 | ### Running Python, IPython and JupyterLab from the Project's Virtual Environment 46 | 47 | In order to continue development in a Python environment that precisely mimics the one the project was initially developed with, use Pipenv from the command line as follows, 48 | 49 | ```bash 50 | pipenv run python3 51 | ``` 52 | 53 | The `python3` command could just as well be `ipython3` or the JupterLab, for example, 54 | 55 | ```bash 56 | pipenv run jupyter lab 57 | ``` 58 | 59 | This will fire-up a JupyterLab *where the default Python 3 kernel includes all of the direct and development project dependencies*. This is how we advise that the notebooks within this project are used. 60 | 61 | ### Pipenv Shells 62 | 63 | Prepending `pipenv` to every command you want to run within the context of your Pipenv-managed virtual environment, can get very tedious. This can be avoided by entering into a Pipenv-managed shell, 64 | 65 | ```bash 66 | pipenv shell 67 | ``` 68 | 69 | which is equivalent to 'activating' the virtual environment. Any command will now be executed within the virtual environment. Use `exit` to leave the shell session. 70 | --------------------------------------------------------------------------------