pycmdstan 0.8

Python interface to CmdStan

pycmdstan

Python interface to CmdStan.

Usage

After installing, pip install -U pycmdstan, a contrived example would be

from pycmdstan import Model, Run

model = Model('''
data { vector[20] x; real mu; }
parameters { real sig; }
model { x ~ normal(mu, sig); }
''')

assert model.sample(data={'mu': 5.0, x: randn(20)}, chains=4).R_hat.max() < 1.2

See the docs for more.

Contributing

Contributions are welcome, please start in the issue tracker. Use YAPF to format the code. The Dockerfile can ease local development,

docker build -t pycmdstan .
docker run --rm -it pycmdstan pytest -n4 pycmdstan/tests.py

Acknowledgements

• PSIS code is by Aki Vehtari & Tuomas Sivula (BSD licensed, repo here)