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 and data. It wraps the CmdStan command line interface in a small set of Python classes which provide methods to do analysis and manage the resulting set of model, data, and posterior estimates.
CmdStanPy is a lightweight interface in that it is designed to use minimal memory beyond what is used by CmdStan itself to do inference given and model and data. It manages the set of CmdStan input and output files. It runs and records an analysis, but the user chooses whether or not to instantiate the results in memory, thus CmdStanPy has the potential to fit more complex models to larger datasets than might be possible in PyStan or RStan.
The statistical modeling enterprise has two principal modalities: development and production. The focus of development is model building, comparison, and validation. Many models are written and fitted to many kinds of data. The focus of production is using a known model on real-world data in order obtain estimates used for decision-making. CmdStanPy is designed to support both of these modalities. Because model development and testing may require many iterations, the defaults favor development mode and therefore output files are stored on a temporary filesystem. Non-default options allow all aspects of a run to be specified so that scripts can be used to distributed analysis jobs across nodes and machines.