MeasureTheory.jl is a package for building and reasoning about measures.

Probabilistic programming and statistical computing are vibrant areas in the development of the Julia programming language, but the underlying infrastructure dramatically predates recent developments. The goal of MeasureTheory.jl is to provide Julia with the right vocabulary and tools for these tasks. In this package we introduce a well-chosen foundational primitives centered around the notion of measure, density and conditional probability with powerful combinators and transforms intended to power and unify work on probabilistic programming and statistical computing within Julia. Check out our JuliaCon 2021 submission detailing our ideas for and with this package.

To install MeasureTheory.jl, open the Julia Pkg REPL (by typing ] in the standard REPL) and run

pkg> add MeasureTheory

To get an idea of the possibilities offered by this package, go to the documentation.

For interaction and shorter usage questions, there is the dedicated channel #measuretheory on Julia's Zulip chat julialang.zulipchat.com and the #measuretheory channel on the Julia language Slack chat and for broader discussions Julia's discourse forum.

Development takes place on Github with Github's issue ticker for bug reports and coordination.

We adhere to the community standards set forward by the Julia community.