improb is a Python module for working with imprecise probabilities.
The library supports arbitrary finitely generated conditional lower previsions, belief functions, linear-vacuous mixtures, probability measures, n-monotone lower probabilities, Mobius transforms, and Choquet integration.
Various decision criteria, such as Gamma-maximin, Gamma-maximax, interval dominance, and maximality, are implemented. For sequential decision problems, the library has a convenient interface for constructing decision trees of any size, and has algorithms for solving them by normal form, or by normal form backward induction.
The simplest way to install improb, is to download the installer and run it. To use the library, you also need pycddlib.
Download and extract the source .zip. On Windows, start the command line, and run the setup script from within the extracted folder:
cd ....\improb-x.x.x
C:\PythonXX\python.exe setup.py install
On Linux, start a terminal and run:
cd ..../improb-x.x.x
python setup.py build
su -c 'python setup.py install'
To install the latest code, clone it with Git by running:
git clone git://github.com/mcmtroffaes/improb
You can also browse the source code on GitHub: mcmtroffaes/improb.
Then simply run the build.sh script: this will build the library, install it, generate the documentation, and run all the doctests. Note that you need Sphinx to generate the documentation and to run the doctests.