neighbayes: Bayesian spatial econometric modeling of neighborhood spillovers

neighbayes is a Python package for Bayesian spatial econometric regression. It provides high-performance Gibbs-samplers (with NUTS fallback via PyMC) and a large suite of models found in no other package including cross sectional, panel, flow models as well as non-linear models via Polya-Gamma augmentation.

It includes data-generating functions for each model to support monte-carlo simulation, extremely fast and accurate log-determinant computation, and Bayesian spatial model diagnostics.