Installation

Both CmdStanPy and CmdStan must be installed; since the CmdStanPy package contains utility install_cmdstan, we recommend installing the CmdStanPy package first.

Install package CmdStanPy

CmdStanPy is a pure-Python3 package.

It can be installed from PyPI via URL: https://pypi.org/project/cmdstanpy/ or from the command line using pip:

pip install --upgrade cmdstanpy

The optional packages are

  • tqdm which allows for progress bar display during sampling

To install CmdStanPy with all the optional packages:

pip install --upgrade cmdstanpy[all]

To install the current develop branch from GitHub:

pip install -e git+https://github.com/stan-dev/cmdstanpy@/develop

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.

Install CmdStan

Prerequisites

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

  • Windows: CmdStanPy provides the function install_cxx_toolchain

  • Linux: install g++ 4.9.3 or clang 6.0. (GNU-Make is the default make utility)

  • maxOS: install XCode and Xcode command line tools via command: xcode-select –install.

Function install_cmdstan

CmdStanPy provides the function install_cmstan which downloads CmdStan from GitHub and builds the CmdStan utilities. It can be can be called from within Python or from the command line.

The default install location is a hidden directory in the user $HOME directory named .cmdstan. (In earlier versions, the hidden directory was named .cmdstanpy, and if directory $HOME/.cmdstanpy exists, it will continue to be used as the default install dir.) This directory will be created by the install script.

  • From Python

import cmdstanpy
cmdstanpy.install_cmdstan()
  • From the command line on Linux or MacOSX

install_cmdstan
ls -F ~/.cmdstan
  • On Windows

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

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

DIY Installation

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

Post Installation: Setting Environment Variables

The default for the CmdStan installation location is a directory named .cmdstan in your $HOME directory. (In earlier versions, the hidden directory was named .cmdstanpy, and if directory $HOME/.cmdstanpy exists, it will continue to be used as the default install dir.)

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-2.24.0'

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()

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