Bayesian Correlation with PyMC¶

In this notebook, I show how to determine a correlation coefficient within the Bayesian framework both in a simply and a robust way. The correlation can be seen as a direct alternative to the traditional Pearson correlation coefficient.

The model and code shown here is motivated by the following blog posts and the book "Bayesian Cognitive Modeling":

My main contribution here is to show how do apply the model with Python and PyMC.