cmdstanpy 0.9.65

Python interface to CmdStan

CmdStanPy

CmdStanPy is a lightweight interface to Stan for Python users which provides the necessary objects and functions to do Bayesian inference given a probability model written as a Stan program and data. Under the hood, CmdStanPy uses the CmdStan command line interface to compile and run a Stan program.

Goals

• Clean interface to Stan services so that CmdStanPy can keep up with Stan releases.

• Provide access to all CmdStan inference methods.

• Easy to install,

  • minimal Python library dependencies: numpy, pandas
  • Python code doesn't interface directly with c++, only calls compiled executables

• Modular - CmdStanPy produces a MCMC sample (or point estimate) from the posterior; other packages do analysis and visualization.

Docs

See https://cmdstanpy.readthedocs.io/en/latest/index.html

Source Repository

CmdStan's source-code repository is hosted here on GitHub.

Licensing

The CmdStanPy, CmdStan, and the core Stan C++ code are licensed under new BSD.

Example

::

import os
from cmdstanpy import cmdstan_path, CmdStanModel

# specify locations of Stan program file and data
bernoulli_stan = os.path.join(cmdstan_path(), 'examples', 'bernoulli', 'bernoulli.stan')
bernoulli_data = os.path.join(cmdstan_path(), 'examples', 'bernoulli', 'bernoulli.data.json')

# instantiate a model; compiles the Stan program by default
bernoulli_model = CmdStanModel(stan_file=bernoulli_stan)

# obtain a posterior sample from the model conditioned on the data
bernoulli_fit = bernoulli_model.sample(chains=4, data=bernoulli_data)

# summarize the results (wraps CmdStan `bin/stansummary`):
bernoulli_fit.summary()