simple and scalable statistical modelling in R

simple

greta models are written right in R, so there’s no need to learn another language like BUGS or Stan

scalable

greta uses Google TensorFlow so it’s fast even on massive datasets, and runs on CPU clusters and GPUs

extensible

it’s easy to write your own R functions and packages using greta

get started

example models

package docs

Basic example

Here’s a Bayesian linear regression model for the iris data using greta:

x <- iris$Petal.Length
y <- iris$Sepal.Length

library(greta)

int <- normal(0, 5)
coef <- normal(0, 3)
sd <- lognormal(0, 3)

mean <- int + coef * x
distribution(y) <- normal(mean, sd)

m <- model(int, coef, sd)

draws <- mcmc(
  m,
  n_samples = 1000,
  chains = 4
  )
bayesplot::mcmc_trace(draws)

plot of chunk vis