What’s New

For full changes, see the Releases page on GitHub.

CmdStanPy 1.2.4

• Fixed a bug in from_csv which prevented reading files created by CmdStan 2.35.0+

Reminder: The next non-bugfix release of CmdStanPy will be version 2.0, which will remove all existing deprecations.

CmdStanPy 1.2.3

• Updated the logic around reading Stan CSV files to support CmdStan 2.35.0+

• Fixed an issue where the profile_files member of the RunSet object was not correct when running multiple chains in the same process.

Reminder: The next non-bugfix release of CmdStanPy will be version 2.0, which will remove all existing deprecations.

CmdStanPy 1.2.2

• Updated Community page to link to the bibat package.

• Moved CmdStanPy’s metadata to exclusively use the pyproject.toml file.

• Fixed an issue where the deprecation of the compile=False argument to CmdStanModel would make it impossible to use the canonicalizer to update old models. The new function cmdstanpy.format_stan_file() supports this use case.

• Fixed a bug preventing multiple inits from being used with CmdStanModel.pathfinder().

• Added a helper argument num_threads to CmdStanModel.pathfinder().

Reminder: The next non-bugfix release of CmdStanPy will be version 2.0, which will remove all existing deprecations.

CmdStanPy 1.2.1

• Switched from numpy.random.RandomState to default_rng().

• Fixed minor doc typos.

• Stan 2.34: Fixed parsing of unit_e output files.

• Stan 2.34: Exposed new Pathfinder arguments.

• Allow the vars argument to CmdStanMCMC.draws_pd() to filter the chain__, iter__, and draws__ columns.

• Fixed a bug involving the interaction of the adapt_engaged and iter_warmup arguments to CmdStanMCMC.sample().

Reminder: The next non-bugfix release of CmdStanPy will be version 2.0, which will remove all existing deprecations.

CmdStanPy 1.2.0

• New functionality

  • The Pathfinder algorithm (available in CmdStan 2.33+) is now availble as CmdStanModel.pathfinder().

  • Laplace approximations (available in CmdStan 2.32+) are now available as CmdStanModel.laplace_sample().

  • The CmdStanModel.optimize() method now supports the jacobian boolean argument to enable change-of-variables adjustments. When enabled, the Maximum a posteriori estimate (MAP) is returned, rather than the MLE.

  • The cmdstanpy.install_cmdstan() function and script can install development versions of CmdStan using the git: prefix in the version.

• Deprecations The next non-bugfix release of CmdStanPy will be version 2.0, which will remove all existing deprecations. Additional deprecations in this version:

  • CmdStanModel will require that it has a compiled executable after construction. The compile argument is deprecated, (the ability to force recompilation is available under the argument force_compile), and the compile() method is deprecated. If you wish to compile Stan files independent of constructing a model, use cmdstanpy.compile_stan_file().

  • CmdStanMLE.stan_variable() will begin returning a np.ndarray in all cases, as opposed to the current behavior where sometimes a float is returned.

  • CmdStanVB.stan_variables() will return the _draws_ from the approximate posterior, rather than the optimized mean. A new argument, mean, can be set to True to return the mean instead. Additionally, a np.ndarray will be returned in all cases starting in the next version.

  • CmdStanModel.variational() argument output_samples will has been renamed to draws.

• Other changes

  • A list of dictionaries is now allowed as the inits argument to CmdStanModel.sample().

  • cmdstanpy.install_cmdstan() correctly fetches the CmdStan version for ppc64el machines.

  • The documentation on how to use external C++ code was updated.

  • Various other bug fixes.

Note

The minimum supported version for CmdStanPy is now Python 3.8.

CmdStanPy 1.1.0

• New functionality

  • CmdStanModel.generate_quantities() can now accept samples from optimization and variational inference. The argument mcmc_sample has been renamed previous_fit to reflect this; the former name is still accepted but deprecated.

  • CmdStanModel.log_prob() is able to return the log probability and its gradient with respect to a set of parameters. Note that this is not an efficient way of calculating this in general and should be reserved for debugging and model development.

• Other changes

  • Improved some of the type hints in the package.

  • Ensure draws are serialized if a fit object is pickled.

  • src_info() now raises an error if the command fails, rather than returning {}.

  • CmdStanPy has transitioned all unit tests from the unittest library to use pytest.

CmdStanPy 1.0.8

• install_cmdstan now downloads the correct CmdStan for non-x86 Linux machines.

• Improved reporting of errors during compile().

• Fixed some edge cases in mixing arguments of the optimize() function.

• Fixed how NaN and infinite numbers were serialized to JSON.

• Removed dependency on ujson. For now, all JSON serialization is done with the Python standard library.

• Added a timeout parameter to all model methods which can be used to terminate the CmdStan process after the specified time.

• A model will now properly recompile if one of the #include-d files changed since it was last built.

CmdStanPy 1.0.7

• Fixed an issue where complex number containers in Stan program outputs were not being read in properly by CmdStanPy. The output would have the correct shape, but the values would be mixed up.

CmdStanPy 1.0.6

• Fixed a build error in the documentation

• Improved messages when model fails to compile due to C++ errors.

CmdStanPy 1.0.5

• Fixed a typo in cmdstanpy.show_versions()

• Reorganized and updated the documentation

• Reorganized a lot of internal code

• Cleaned up the output of CmdStanMCMC.draws_pd()

• Cleaned up the output of CmdStanMCMC.summary()

• Removed the logging which occurred when Python exited with cmdstanpy imported.

CmdStanPy 1.0.4

• Fix an issue with cmdstanpy.install_cmdstan() where the installation would report that it had failed even when it had not.

CmdStanPy 1.0.3

• Fix an issue where Stan fit objects were not pickle-able when they previously were.

  Warning

  We still do not recommend pickling cmdstanpy objects, but rather using functions save_csvfiles() and from_csv().

CmdStanPy 1.0.2

• CmdStanPy can now format (and canonicalize) your Stan files with CmdStanModel.format()

• Stan variables can now be accessed from fit objects using the . syntax when no naming conflicts occur. For example, previous code fit.stan_variable("my_cool_variable") can now be written fit.my_cool_variable

• CmdStanPy is more robust to running in threaded environments and tries harder to not overwrite its own output files

• The install_cmdstan script can now be run in interactive mode using --interactive/-i

• CmdStanPy now computes some diagnostics after running HMC and will warn you about post-warmup divergences and treedepth exceptions

• Runtime exceptions in the generated quantities block should be recognized better now.

• The default level of precision used by CmdStanMCMC.summary() is now 6, as it is when stansummary is used from the command line.

• Various documentation improvements

CmdStanPy 1.0.1

• Support new optimizations in CmdStan 2.29

• Support complex numbers as both inputs and outputs of Stan programs

• Sped up assembling output by only reading draws at most once

• Fixed an issue where a command failing could change your working directory

• Improve error messages in some cases

• CmdStanPy no longer changes the global root logging level

Note

The minimum supported version for CmdStanPy is now Python 3.7.

CmdStanPy 1.0.0

• Initial release

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