Custom python interface to xstan (a modified (cmd)stan)

Use at your own risk, currently everything is very brittle and will probably be changed in the near future.

Download

Everything including modified submodules can be checked out via

git clone --recurse-submodules -j8 https://github.com/nsiccha/xstanpy

This should so far include

• the python code in xstanpy,
• a modified CmdStan version in cmdstan
• a modified stan version in cmdstan/stan and
• a so far unmodified math version in cmdstan/stan/lib/stan_math

Usage

Commented examples can be found in the examples directory and currently include

• linear_ode.py: A simple linear ordinary differential equation which gets fitted either using a custom (pooled, incremental & adaptive) warm-up procedure or Stan's default warm-up with a varying number of total warm-up iterations.

Further instructions on how to run the examples can be found in examples/README.md.

Caching

Soon, results (model+data+command+config) will be automatically cached.

Disclaimer

The only thing I do worse than documenting is naming things.