PyStan

NOTE: This documentation describes a BETA release of PyStan 3.

PyStan is a Python interface to Stan, a package for Bayesian inference.

Stan® is a state-of-the-art platform for statistical modeling and high-performance statistical computation. Thousands of users rely on Stan for statistical modeling, data analysis, and prediction in the social, biological, and physical sciences, engineering, and business.

Notable features of PyStan include:

Automatic caching of compiled Stan models
Automatic caching of samples from Stan models
An interface similar to that of RStan
Open source software: ISC License

Getting started

NOTE: BETA versions of PyStan 3 must be installed with ``pip install –pre pystan``.

Install PyStan with pip install pystan. (PyStan requires Python 3.7 or higher running on a Linux or macOS system.)

The following block of code shows how to use PyStan with a model which studied coaching effects across eight schools (see Section 5.5 of Gelman et al (2003)). This hierarchical model is often called the “eight schools” model.

import stan

schools_code = """
data {
  int<lower=0> J;         // number of schools
  real y[J];              // estimated treatment effects
  real<lower=0> sigma[J]; // standard error of effect estimates
}
parameters {
  real mu;                // population treatment effect
  real<lower=0> tau;      // standard deviation in treatment effects
  vector[J] eta;          // unscaled deviation from mu by school
}
transformed parameters {
  vector[J] theta = mu + tau * eta;        // school treatment effects
}
model {
  target += normal_lpdf(eta | 0, 1);       // prior log-density
  target += normal_lpdf(y | theta, sigma); // log-likelihood
}
"""

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

posterior = stan.build(schools_code, data=schools_data)
fit = posterior.sample(num_chains=4, num_samples=1000)
eta = fit["eta"]  # array with shape (8, 4000)
df = fit.to_frame()  # pandas `DataFrame`

Metadata

Release files for pystan 3.0.0b3

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Source distribution for pystan 3.0.0b3
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Built distribution (wheel)

Table of built distributions (wheels) for pystan 3.0.0b3
File	Interpreter	ABI	Platform	Reset
pystan-3.0.0b3-py3-none-any.whl 10.7 kB Oct 11, 2020	Python 3	none	any	Details

Total release size: 21.9 kB

Release files / pystan-3.0.0b3.tar.gz

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Download URL	pystan-3.0.0b3-py3-none-any.whl
Size	10.7 kB
Tags	Python 3
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Uploaded via	`poetry/1.0.10 CPython/3.8.6 Linux/5.4.0-1026-azure`