In [2]:
ls
Getting Started (CmdStan).ipynb Getting Started (RStan).ipynb
Getting Started (PyStan).ipynb
In [3]:
curl -L https://github.com/stan-dev/cmdstan/releases/download/v2.6.2/cmdstan-2.6.2.tar.gz | tar -zxf -
% Total % Received % Xferd Average Speed Time Time Time Current
Dload Upload Total Spent Left Speed
100 401 0 401 0 0 6836 0 --:--:-- --:--:-- --:--:-- 6913
100 32.7M 100 32.7M 0 0 2984k 0 0:00:11 0:00:11 --:--:-- 4071k
In [4]:
ls
cmdstan-2.6.2 Getting Started (PyStan).ipynb
Getting Started (CmdStan).ipynb Getting Started (RStan).ipynb
In [ ]:
cd cmdstan-2.6.2
In [6]:
# this may take some time
make build -j2
g++ -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -I src -I stan/src -isystem stan/lib/eigen_3.2.4 -isystem stan/lib/boost_1.55.0 -Wall -pipe -DEIGEN_NO_DEBUG -Wno-unused-local-typedefs -c -O3 -o bin/cmdstan/stanc.o src/cmdstan/stanc.cpp
g++ -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -I src -I stan/src -isystem stan/lib/eigen_3.2.4 -isystem stan/lib/boost_1.55.0 -Wall -pipe -DEIGEN_NO_DEBUG -Wno-unused-local-typedefs -c -O0 -o bin/stan/lang/grammars/expression07_grammar_inst.o stan/src/stan/lang/grammars/expression07_grammar_inst.cpp
g++ -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -I src -I stan/src -isystem stan/lib/eigen_3.2.4 -isystem stan/lib/boost_1.55.0 -Wall -pipe -DEIGEN_NO_DEBUG -Wno-unused-local-typedefs -c -O0 -o bin/stan/lang/grammars/statement_grammar_inst.o stan/src/stan/lang/grammars/statement_grammar_inst.cpp
g++ -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -I src -I stan/src -isystem stan/lib/eigen_3.2.4 -isystem stan/lib/boost_1.55.0 -Wall -pipe -DEIGEN_NO_DEBUG -Wno-unused-local-typedefs -c -O0 -o bin/stan/lang/grammars/program_grammar_inst.o stan/src/stan/lang/grammars/program_grammar_inst.cpp
g++ -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -I src -I stan/src -isystem stan/lib/eigen_3.2.4 -isystem stan/lib/boost_1.55.0 -Wall -pipe -DEIGEN_NO_DEBUG -Wno-unused-local-typedefs -c -O0 -o bin/stan/lang/grammars/term_grammar_inst.o stan/src/stan/lang/grammars/term_grammar_inst.cpp
g++ -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -I src -I stan/src -isystem stan/lib/eigen_3.2.4 -isystem stan/lib/boost_1.55.0 -Wall -pipe -DEIGEN_NO_DEBUG -Wno-unused-local-typedefs -c -O0 -o bin/stan/lang/grammars/var_decls_grammar_inst.o stan/src/stan/lang/grammars/var_decls_grammar_inst.cpp
g++ -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -I src -I stan/src -isystem stan/lib/eigen_3.2.4 -isystem stan/lib/boost_1.55.0 -Wall -pipe -DEIGEN_NO_DEBUG -Wno-unused-local-typedefs -c -O0 -o bin/stan/lang/grammars/bare_type_grammar_inst.o stan/src/stan/lang/grammars/bare_type_grammar_inst.cpp
g++ -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -I src -I stan/src -isystem stan/lib/eigen_3.2.4 -isystem stan/lib/boost_1.55.0 -Wall -pipe -DEIGEN_NO_DEBUG -Wno-unused-local-typedefs -c -O0 -o bin/stan/lang/grammars/whitespace_grammar_inst.o stan/src/stan/lang/grammars/whitespace_grammar_inst.cpp
g++ -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -I src -I stan/src -isystem stan/lib/eigen_3.2.4 -isystem stan/lib/boost_1.55.0 -Wall -pipe -DEIGEN_NO_DEBUG -Wno-unused-local-typedefs -c -O0 -o bin/stan/lang/grammars/statement_2_grammar_inst.o stan/src/stan/lang/grammars/statement_2_grammar_inst.cpp
g++ -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -I src -I stan/src -isystem stan/lib/eigen_3.2.4 -isystem stan/lib/boost_1.55.0 -Wall -pipe -DEIGEN_NO_DEBUG -Wno-unused-local-typedefs -c -O0 -o bin/stan/lang/grammars/expression_grammar_inst.o stan/src/stan/lang/grammars/expression_grammar_inst.cpp
g++ -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -I src -I stan/src -isystem stan/lib/eigen_3.2.4 -isystem stan/lib/boost_1.55.0 -Wall -pipe -DEIGEN_NO_DEBUG -Wno-unused-local-typedefs -c -O0 -o bin/stan/lang/grammars/functions_grammar_inst.o stan/src/stan/lang/grammars/functions_grammar_inst.cpp
g++ -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -I src -I stan/src -isystem stan/lib/eigen_3.2.4 -isystem stan/lib/boost_1.55.0 -Wall -pipe -DEIGEN_NO_DEBUG -Wno-unused-local-typedefs -c -O0 -o bin/stan/lang/ast_def.o stan/src/stan/lang/ast_def.cpp
g++ -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -I src -I stan/src -isystem stan/lib/eigen_3.2.4 -isystem stan/lib/boost_1.55.0 -Wall -pipe -DEIGEN_NO_DEBUG -Wno-unused-local-typedefs -c -O3 -o bin/cmdstan/print.o src/cmdstan/print.cpp
g++ -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -I src -I stan/src -isystem stan/lib/eigen_3.2.4 -isystem stan/lib/boost_1.55.0 -Wall -pipe -DEIGEN_NO_DEBUG -Wno-unused-local-typedefs -lpthread -O0 -o bin/print bin/cmdstan/print.o
ar -rs bin/libstanc.a bin/stan/lang/grammars/expression07_grammar_inst.o bin/stan/lang/grammars/statement_grammar_inst.o bin/stan/lang/grammars/program_grammar_inst.o bin/stan/lang/grammars/term_grammar_inst.o bin/stan/lang/grammars/var_decls_grammar_inst.o bin/stan/lang/grammars/bare_type_grammar_inst.o bin/stan/lang/grammars/whitespace_grammar_inst.o bin/stan/lang/grammars/statement_2_grammar_inst.o bin/stan/lang/grammars/expression_grammar_inst.o bin/stan/lang/grammars/functions_grammar_inst.o bin/stan/lang/ast_def.o
ar: creating bin/libstanc.a
g++ -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -I src -I stan/src -isystem stan/lib/eigen_3.2.4 -isystem stan/lib/boost_1.55.0 -Wall -pipe -DEIGEN_NO_DEBUG -Wno-unused-local-typedefs -lpthread -O0 -o bin/stanc bin/cmdstan/stanc.o -Lbin -lstanc
--- CmdStan built ---
In [11]:
cat examples/bernoulli/bernoulli.stan
data {
int<lower=0> N;
int<lower=0,upper=1> y[N];
}
parameters {
real<lower=0,upper=1> theta;
}
model {
theta ~ beta(1,1);
for (n in 1:N)
y[n] ~ bernoulli(theta);
}
In [12]:
cat examples/bernoulli/bernoulli.data.R
N <- 10
y <- c(0,1,0,0,0,0,0,0,0,1)
In [20]:
make examples/bernoulli/bernoulli
--- Translating Stan model to C++ code ---
bin/stanc examples/bernoulli/bernoulli.stan --o=examples/bernoulli/bernoulli.hpp
Model name=bernoulli_model
Input file=examples/bernoulli/bernoulli.stan
Output file=examples/bernoulli/bernoulli.hpp
--- Linking C++ model ---
g++ -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -I src -I stan/src -isystem stan/lib/eigen_3.2.4 -isystem stan/lib/boost_1.55.0 -Wall -pipe -DEIGEN_NO_DEBUG -Wno-unused-local-typedefs -lpthread -O3 -o examples/bernoulli/bernoulli src/cmdstan/main.cpp -include examples/bernoulli/bernoulli.hpp
In [24]:
./examples/bernoulli/bernoulli sample data file=examples/bernoulli/bernoulli.data.R
method = sample (Default)
sample
num_samples = 1000 (Default)
num_warmup = 1000 (Default)
save_warmup = 0 (Default)
thin = 1 (Default)
adapt
engaged = 1 (Default)
gamma = 0.050000000000000003 (Default)
delta = 0.80000000000000004 (Default)
kappa = 0.75 (Default)
t0 = 10 (Default)
init_buffer = 75 (Default)
term_buffer = 50 (Default)
window = 25 (Default)
algorithm = hmc (Default)
hmc
engine = nuts (Default)
nuts
max_depth = 10 (Default)
metric = diag_e (Default)
stepsize = 1 (Default)
stepsize_jitter = 0 (Default)
id = 0 (Default)
data
file = examples/bernoulli/bernoulli.data.R
init = 2 (Default)
random
seed = 1057341862
output
file = output.csv (Default)
diagnostic_file = (Default)
refresh = 100 (Default)
Gradient evaluation took 4e-06 seconds
1000 transitions using 10 leapfrog steps per transition would take 0.04 seconds.
Adjust your expectations accordingly!
Iteration: 1 / 2000 [ 0%] (Warmup)
Iteration: 100 / 2000 [ 5%] (Warmup)
Iteration: 200 / 2000 [ 10%] (Warmup)
Iteration: 300 / 2000 [ 15%] (Warmup)
Iteration: 400 / 2000 [ 20%] (Warmup)
Iteration: 500 / 2000 [ 25%] (Warmup)
Iteration: 600 / 2000 [ 30%] (Warmup)
Iteration: 700 / 2000 [ 35%] (Warmup)
Iteration: 800 / 2000 [ 40%] (Warmup)
Iteration: 900 / 2000 [ 45%] (Warmup)
Iteration: 1000 / 2000 [ 50%] (Warmup)
Iteration: 1001 / 2000 [ 50%] (Sampling)
Iteration: 1100 / 2000 [ 55%] (Sampling)
Iteration: 1200 / 2000 [ 60%] (Sampling)
Iteration: 1300 / 2000 [ 65%] (Sampling)
Iteration: 1400 / 2000 [ 70%] (Sampling)
Iteration: 1500 / 2000 [ 75%] (Sampling)
Iteration: 1600 / 2000 [ 80%] (Sampling)
Iteration: 1700 / 2000 [ 85%] (Sampling)
Iteration: 1800 / 2000 [ 90%] (Sampling)
Iteration: 1900 / 2000 [ 95%] (Sampling)
Iteration: 2000 / 2000 [100%] (Sampling)
# Elapsed Time: 0.009264 seconds (Warm-up)
# 0.017123 seconds (Sampling)
# 0.026387 seconds (Total)
In [25]:
./bin/print output.csv
Inference for Stan model: bernoulli_model
1 chains: each with iter=(1000); warmup=(0); thin=(1); 1000 iterations saved.
Warmup took (0.0093) seconds, 0.0093 seconds total
Sampling took (0.017) seconds, 0.017 seconds total
Mean MCSE StdDev 5% 50% 95% N_Eff N_Eff/s R_hat
lp__ -7.3 3.7e-02 7.7e-01 -8.9 -7.0 -6.8 422 24670 1.0e+00
accept_stat__ 0.90 4.7e-03 1.5e-01 0.58 0.97 1.0 1000 58401 1.0e+00
stepsize__ 1.1 5.0e-15 3.6e-15 1.1 1.1 1.1 0.50 29 1.0e+00
treedepth__ 1.7 1.6e-02 4.8e-01 1.0 2.0 2.0 899 52481 1.0e+00
n_leapfrog__ 2.4 3.2e-02 9.7e-01 1.0 3.0 3.0 910 53161 1.0e+00
n_divergent__ 0.00 0.0e+00 0.0e+00 0.00 0.00 0.00 1000 58401 -nan
theta 0.24 5.9e-03 1.2e-01 0.075 0.22 0.46 381 22246 1.0e+00
Samples were drawn using hmc with nuts.
For each parameter, N_Eff is a crude measure of effective sample size,
and R_hat is the potential scale reduction factor on split chains (at
convergence, R_hat=1).
Content source: ariddell/stan-cloud
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