Installation

Install package CmdStanPy

CmdStanPy is a pure-Python package which can be installed from PyPI

pip install --upgrade cmdstanpy

or from GitHub

pip install -e git+https://github.com/stan-dev/cmdstanpy#egg=cmdstanpy

To install CmdStanPy with all the optional packages (ujson; json processing, tqdm; progress bar)

pip install --upgrade cmdstanpy[all]

Note for PyStan users: PyStan and CmdStanPy should be installed in separate environments. If you already have PyStan installed, you should take care to install CmdStanPy in its own virtual environment.

User can install optional packages with pip with the CmdStanPy installation

pip install --upgrade cmdstanpy[all]

The optional packages are

• ujson which provides faster IO
• tqdm which displays a progress during sampling

To install these manually

pip install ujson
pip install tqdm

Install CmdStan

CmdStanPy requires a local install of CmdStan.

Prerequisites

CmdStanPy requires an installed C++ toolchain consisting of a modern C++ compiler and the GNU-Make utility.

Function install_cmdstan

CmdStanPy provides the function install_cmdstan which downloads CmdStan from GitHub and builds the CmdStan utilities. It can be can be called from within Python or from the command line. By default it installs the latest version of CmdStan into a directory named .cmdstanpy in your $HOME directory:

• From Python

import cmdstanpy
cmdstanpy.install_cmdstan()

• From the command line on Linux or MacOSX

install_cmdstan
ls -F ~/.cmdstanpy

• On Windows

python -m cmdstanpy.install_cmdstan
dir "%HOME%/.cmdstanpy"

The named arguments: -d <directory> and -v <version> can be used to override these defaults:

install_cmdstan -d my_local_cmdstan -v 2.20.0
ls -F my_local_cmdstan

Specifying CmdStan installation location

The default for the CmdStan installation location is a directory named .cmdstanpy in your $HOME directory.

If you have installed CmdStan in a different directory, then you can set the environment variable CMDSTAN to this location and it will be picked up by CmdStanPy:

export CMDSTAN='/path/to/cmdstan-2.20.0'

The CmdStanPy commands cmdstan_path and set_cmdstan_path get and set this environment variable:

from cmdstanpy import cmdstan_path, set_cmdstan_path

oldpath = cmdstan_path()
set_cmdstan_path(os.path.join('path','to','cmdstan'))
newpath = cmdstan_path()

Specifying a custom Make tool

To use custom make-tool use set_make_env function.

from cmdstanpy import set_make_env
set_make_env("mingw32-make.exe") # On Windows with mingw32-make

Installion via the command line

If you with to install CmdStan yourself, follow the instructions in the CmdStan User’s Guide.