Libraries for Bayesian network inference with continuous data Is there any good libraries that allow me to:


Construct a Bayesian network manually
Specify the conditional probabilities with any continuous PDF, not just Guassian
Perform inference, either exact or approximate


I looked at the following libraries so far, none of them meet the 3 requirements:


pgmpy: only work on discrete distribution or linear Guassian distribution
bnlearn: same as pgmpy
gRain: only discrete distribution
Huggin: only discrete distribution and Guassian
deal: no support for inference
abn: same as deal
libpgm: only discrete distribution and Guassian
You can use pymc3. I am pretty sure it works for all the 3 requirements.
http://pymc-devs.github.io/pymc3/