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 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. It manages the set of CmdStan input and output files and provides methods and options which allow the user to save these files to a specific filepath. By default, CmdStan output files are written to a temporary directory in order to avoid filling up the user’s filesystem.