PyStan: The Python Interface to Stan

PyStan provides a Python interface to Stan, a package for Bayesian inference using the No-U-Turn sampler, a variant of Hamiltonian Monte Carlo.

For more information on Stan and its modeling language, see the Stan User’s Guide and Reference Manual at http://mc-stan.org/.

Important links

HTML documentation: https://pystan.readthedocs.org
Issue tracker: https://github.com/stan-dev/pystan/issues
Source code repository: https://github.com/stan-dev/pystan
Stan: http://mc-stan.org/
Stan User’s Guide and Reference Manual (pdf) available at http://mc-stan.org

Similar projects

PyMC: http://pymc-devs.github.io/pymc/

Installation

NumPy and Cython (version 0.19 or greater) are required. matplotlib is optional.

PyStan and the required packages may be installed from the Python Package Index using pip.

pip install pystan

Alternatively, if Cython (version 0.19 or greater) and NumPy are already available, PyStan may be installed from source with the following commands

git clone --recursive https://github.com/stan-dev/pystan.git
cd pystan
python setup.py install

If you encounter an ImportError after compiling from source, try changing out of the source directory before attempting import pystan. On Linux and OS X cd /tmp will work.

Example

import pystan
import numpy as np

schools_code = """
data {
    int<lower=0> J; // number of schools
    real y[J]; // estimated treatment effects
    real<lower=0> sigma[J]; // s.e. of effect estimates
}
parameters {
    real mu;
    real<lower=0> tau;
    real eta[J];
}
transformed parameters {
    real theta[J];
    for (j in 1:J)
        theta[j] <- mu + tau * eta[j];
}
model {
    eta ~ normal(0, 1);
    y ~ normal(theta, sigma);
}
"""

schools_dat = {'J': 8,
               'y': [28,  8, -3,  7, -1,  1, 18, 12],
               'sigma': [15, 10, 16, 11,  9, 11, 10, 18]}

fit = pystan.stan(model_code=schools_code, data=schools_dat,
                  iter=1000, chains=4)

print(fit)

eta = fit.extract(permuted=True)['eta']
np.mean(eta, axis=0)

# if matplotlib is installed (optional, not required), a visual summary and
# traceplot are available
fit.plot()

Metadata

Release files for pystan 2.5.0.2

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for pystan 2.5.0.2
File	Size	Uploaded
pystan-2.5.0.2.tar.gz	11.4 MB	Jan 30, 2015	Details

Built distributions (wheels)

Table of built distributions (wheels) for pystan 2.5.0.2
File	Interpreter	ABI	Platform	Reset
pystan-2.5.0.2-cp34-cp34m-macosx_10_6_intel.macosx_10_9_intel.macosx_10_9_x86_64.macosx_10_10_intel.macosx_10_10_x86_64.whl 46.4 MB Jan 31, 2015	CPython 3.4	CPython 3.4 pymalloc	macOS 10.9+ Intel (x86-64, i386), macOS 10.10+ Intel (x86-64, i386), macOS 10.6+ Intel (x86-64, i386), macOS 10.9+ x86-64, macOS 10.10+ x86-64	Details
pystan-2.5.0.2-cp33-cp33m-macosx_10_6_intel.macosx_10_9_intel.macosx_10_9_x86_64.macosx_10_10_intel.macosx_10_10_x86_64.whl 46.4 MB Jan 31, 2015	CPython 3.3	CPython 3.3 pymalloc	macOS 10.10+ x86-64, macOS 10.6+ Intel (x86-64, i386), macOS 10.9+ Intel (x86-64, i386), macOS 10.9+ x86-64, macOS 10.10+ Intel (x86-64, i386)	Details
pystan-2.5.0.2-cp27-none-macosx_10_6_intel.macosx_10_9_intel.macosx_10_9_x86_64.macosx_10_10_intel.macosx_10_10_x86_64.whl 46.4 MB Jan 31, 2015	CPython 2.7	none	macOS 10.10+ Intel (x86-64, i386), macOS 10.6+ Intel (x86-64, i386), macOS 10.9+ Intel (x86-64, i386), macOS 10.9+ x86-64, macOS 10.10+ x86-64	Details

Total release size: 150.5 MB

Release files / pystan-2.5.0.2.tar.gz

Download URL	pystan-2.5.0.2.tar.gz
Size	11.4 MB
Tags	Source
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Upload date	Jan 30, 2015
Uploaded using Trusted Publishing? What is trusted publishing?	No

Release files / pystan-2.5.0.2-cp34-cp34m-macosx_10_6_intel.macosx_10_9_intel.macosx_10_9_x86_64.macosx_10_10_intel.macosx_10_10_x86_64.whl

Download URL	pystan-2.5.0.2-cp34-cp34m-macosx_10_6_intel.macosx_10_9_intel.macosx_10_9_x86_64.macosx_10_10_intel.macosx_10_10_x86_64.whl
Size	46.4 MB
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Upload date	Jan 31, 2015
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Release files / pystan-2.5.0.2-cp33-cp33m-macosx_10_6_intel.macosx_10_9_intel.macosx_10_9_x86_64.macosx_10_10_intel.macosx_10_10_x86_64.whl

Download URL	pystan-2.5.0.2-cp33-cp33m-macosx_10_6_intel.macosx_10_9_intel.macosx_10_9_x86_64.macosx_10_10_intel.macosx_10_10_x86_64.whl
Size	46.4 MB
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Release files / pystan-2.5.0.2-cp27-none-macosx_10_6_intel.macosx_10_9_intel.macosx_10_9_x86_64.macosx_10_10_intel.macosx_10_10_x86_64.whl

Download URL	pystan-2.5.0.2-cp27-none-macosx_10_6_intel.macosx_10_9_intel.macosx_10_9_x86_64.macosx_10_10_intel.macosx_10_10_x86_64.whl
Size	46.4 MB
Tags	CPython 2.7 macOS 10.10+ Intel (x86-64, i386) macOS 10.10+ x86-64 macOS 10.6+ Intel (x86-64, i386) macOS 10.9+ Intel (x86-64, i386) macOS 10.9+ x86-64
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Upload date	Jan 31, 2015
Uploaded using Trusted Publishing? What is trusted publishing?	No