PyStan: The Python Interface to Stan
====================================

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**PyStan** provides a Python interface to Stan, a package for Bayesian inference
using the No-U-Turn sampler, a variant of Hamiltonian Monte Carlo.

For more information on `Stan <http://mc-stan.org>`_ and its modeling language,
see the Stan User's Guide and Reference Manual at `http://mc-stan.org/
<http://mc-stan.org/>`_.

Important links
---------------

- HTML documentation: https://pystan.readthedocs.org
- Issue tracker: https://github.com/stan-dev/pystan/issues
- Source code repository: https://github.com/stan-dev/pystan
- Stan: http://mc-stan.org/
- Stan User's Guide and Reference Manual (pdf) available at http://mc-stan.org

Related projects
----------------

- Scikit-learn integration: `pystan-sklearn <https://github.com/rgerkin/pystan-sklearn>`_ by @rgerkin.

Similar projects
----------------

- PyMC: http://pymc-devs.github.io/pymc/

Installation
------------

`NumPy  <http://www.numpy.org/>`_ and `Cython <http://www.cython.org/>`_
(version 0.19 or greater) are required. `matplotlib <http://matplotlib.org/>`_
is optional.

PyStan and the required packages may be installed from the `Python Package Index
<https://pypi.python.org/pypi>`_ using ``pip``.

::

   pip install pystan

Alternatively, if Cython (version 0.19 or greater) and NumPy are already
available, PyStan may be installed from source with the following commands

::

   git clone --recursive https://github.com/stan-dev/pystan.git
   cd pystan
   python setup.py install

If you encounter an ``ImportError`` after compiling from source, try changing
out of the source directory before attempting ``import pystan``. On Linux and
OS X ``cd /tmp`` will work.

Example
-------

::

    import pystan
    import numpy as np

    schools_code = """
    data {
        int<lower=0> J; // number of schools
        real y[J]; // estimated treatment effects
        real<lower=0> sigma[J]; // s.e. of effect estimates
    }
    parameters {
        real mu;
        real<lower=0> tau;
        real eta[J];
    }
    transformed parameters {
        real theta[J];
        for (j in 1:J)
            theta[j] <- mu + tau * eta[j];
    }
    model {
        eta ~ normal(0, 1);
        y ~ normal(theta, sigma);
    }
    """

    schools_dat = {'J': 8,
                   'y': [28,  8, -3,  7, -1,  1, 18, 12],
                   'sigma': [15, 10, 16, 11,  9, 11, 10, 18]}

    fit = pystan.stan(model_code=schools_code, data=schools_dat,
                      iter=1000, chains=4)

    print(fit)

    eta = fit.extract(permuted=True)['eta']
    np.mean(eta, axis=0)

    # if matplotlib is installed (optional, not required), a visual summary and
    # traceplot are available
    fit.plot()

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