>
> I've been very impressed with Sage and I'm downloading the .dmg for my mac 
> at this moment. 
>

Thanks!
 

> I'm writing here mainly for two reason: 
> - firstly because I would like to understand if and how I can set my 
> current python directory as default; 
>

Sage is an "all-in-one" ecosystem.  There are things like sage-on-gentoo 
which try to be more modular, but in order to "just work" on the widest 
variety of systems, Sage uses its own Python.  So if you mean that you want 
to use your own Python, that is not currently possible on the vanilla Sage.

 

> - secondly because I'd like to know If Sage or some of the python 
> libraries installed have a direct support for bayesian econometrics. I'm 
> thinking to use Sage to the writing of my master's thesis and I need to 
> perform estimates with Bayesian VARs using noninformative and informative 
> priors. If there is not a package for bayesian econometrics I would do one 
> myself and I would happy to post it here if you need it.
>

I don't know much about this at all, but Sage includes R, and R has (as one 
would expect) a Bayesian microeconomics package:
http://cran.r-project.org/web/packages/bayesm/index.html 
This would be the first place I look, to be honest.  If you need to do 
further work combining this with Sage, that is very possible due to the 
back-and-forth between them, though it is less full with R than with Python 
libraries, of course.

That said, pandas and PyMC (https://pypi.python.org/pypi/pymc/) seem likely 
candidates for Python, and a good integration of this with Sage is 
definitely possible, and we would welcome contributions toward this.  I 
believe many people already use pandas with Sage...

Good luck!
- kcrisman

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