cmdstanpy – Python interface to CmdStan

Contents:

• Getting Started
  • Installation
    • Install package CmdStanPy
    • Install CmdStan
      • Prerequisites
      • Function install_cmdstan
      • Installion via the command line
  • “Hello, World”
    • Bayesian estimation via Stan’s HMC-NUTS sampler
      • Specify a Stan model
      • Run the HMC-NUTS sampler
      • Access the sample
      • Summarize or save the results
• Stan Models in CmdStanPy
  • Model compilation
    • Specifying a custom Make tool
• MCMC Sampling
  • NUTS-HMC sampler configuration
  • Example: fit model - sampler defaults
  • Example: high-level parallelization with reduce_sum
  • Example: generate data - fixed_param=True
• Run Generated Quantities
  • Configuration
  • Example: add posterior predictive checks to bernoulli.stan
• Maximum Likelihood Estimation
  • Optimize configuration
  • Example: estamate MLE for model bernoulli.stan by optimization
  • References
• Variational Inference
  • ADVI configuration
  • Example: variational inference for model bernoulli.stan
  • References
• Under the Hood
  • File Handling
    • Input Data
    • Output Files
• API Reference
  • Classes
    • CmdStanModel
    • CmdStanMCMC
    • CmdStanMLE
    • CmdStanGQ
    • CmdStanVB
    • RunSet

Index