cmdstan 0.1.0

checksums.yaml

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+SHA256:
+  metadata.gz: f52650c597cfa86c4e1bd0f095a2b321e906285df981f9f345bde5054fb8cc80
+  data.tar.gz: 3c98b6ff5c800ad9ecd28e325ed6f97d576306567a4ac8530bb117f948c6c321
+SHA512:
+  metadata.gz: ddab8b6b73175afcbee65f5653deee681b746fe2083015ec06b65866bc467ca2bb7ec6cc475a65bc83976ff4f13e8911ac08d999703c52e96d529f8b68408554
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data/CHANGELOG.md

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+## 0.1.0 (2020-04-08)
+
+- First release

data/LICENSE.txt

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+BSD 3-Clause License
+
+Copyright (c) 2020, Andrew Kane
+All rights reserved.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are met:
+
+1. Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+
+2. Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+
+3. Neither the name of the copyright holder nor the names of its
+   contributors may be used to endorse or promote products derived from
+   this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
+FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
+DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
+CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
+OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

data/README.md

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+# CmdStan.rb
+
+Bayesian inference for Ruby, powered by [CmdStan](https://github.com/stan-dev/cmdstan)
+
+## Installation
+
+Add this line to your application’s Gemfile:
+
+```ruby
+gem 'cmdstan'
+```
+
+Installation can take a few minutes as CmdStan downloads and builds.
+
+## Getting Started
+
+Create a Stan file, like `bernoulli.stan`
+
+```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);
+  y ~ bernoulli(theta);
+}
+```
+
+Compile the model
+
+```ruby
+model = CmdStan::Model.new(stan_file: "bernoulli.stan")
+```
+
+Fit the model
+
+```ruby
+data = {"N" => 10, "y" => [0, 1, 0, 0, 0, 0, 0, 0, 0, 1]}
+fit = model.sample(data: data, chains: 5)
+```
+
+Summarize the results
+
+```ruby
+fit.summary
+```
+
+## Maximum Likelihood Estimation
+
+```ruby
+mle = model.optimize(data: data)
+mle.optimized_params
+```
+
+## Credits
+
+This library is modeled after the [CmdStanPy API](https://github.com/stan-dev/cmdstanpy).
+
+## History
+
+View the [changelog](https://github.com/ankane/cmdstan/blob/master/CHANGELOG.md)
+
+## Contributing
+
+Everyone is encouraged to help improve this project. Here are a few ways you can help:
+
+- [Report bugs](https://github.com/ankane/cmdstan/issues)
+- Fix bugs and [submit pull requests](https://github.com/ankane/cmdstan/pulls)
+- Write, clarify, or fix documentation
+- Suggest or add new features
+
+To get started with development:
+
+```sh
+git clone https://github.com/ankane/cmdstan.git
+cd cmdstan
+bundle install
+ruby ext/cmdstan/extconf.rb
+bundle exec rake test
+```

data/ext/cmdstan/Makefile

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+install:
+	@echo "Nothing to do"
+
+clean:
+	@echo "Nothing to do"

data/ext/cmdstan/extconf.rb

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+require "digest"
+require "fileutils"
+require "net/http"
+require "tmpdir"
+
+version = "2.22.1"
+checksum = "d12e46bda4bd3db9e8abe0554712b56e41f8e7843900338446d9a3b1acc2d0ce"
+url = "https://github.com/stan-dev/cmdstan/releases/download/v#{version}/cmdstan-#{version}.tar.gz"
+
+def download_file(url, download_path, checksum)
+  uri = URI(url)
+  location = nil
+
+  Net::HTTP.start(uri.host, uri.port, use_ssl: true) do |http|
+    request = Net::HTTP::Get.new(uri)
+    http.request(request) do |response|
+      case response
+      when Net::HTTPRedirection
+        location = response["location"]
+      when Net::HTTPSuccess
+        digest = Digest::SHA2.new
+
+        i = 0
+        File.open(download_path, "wb") do |f|
+          response.read_body do |chunk|
+            f.write(chunk)
+            digest.update(chunk)
+
+            # print progress
+            putc "." if i % 50 == 0
+            i += 1
+          end
+        end
+        puts # newline
+
+        abort "Bad checksum" if digest.hexdigest != checksum
+      else
+        abort "Bad response"
+      end
+    end
+  end
+
+  # outside of Net::HTTP block to close previous connection
+  download_file(location, download_path, checksum) if location
+end
+
+# download
+puts "Downloading #{url}..."
+download_path = "#{Dir.tmpdir}/cmdstan-#{version}.tar.gz"
+download_file(url, download_path, checksum)
+
+# extract
+path = ENV["CMDSTAN"] || File.expand_path("../../tmp/cmdstan", __dir__)
+FileUtils.mkdir_p(path)
+Dir.chdir(path)
+# TODO use Gem::Package::TarReader from Rubygems
+system "tar", "zxvf", download_path, "-C", path, "--strip-components=1"
+
+# build
+system "make", "build", "-j"

data/lib/cmdstan.rb

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+# stdlib
+require "csv"
+require "json"
+require "open3"
+
+# modules
+require "cmdstan/utils"
+require "cmdstan/mcmc"
+require "cmdstan/mle"
+require "cmdstan/model"
+require "cmdstan/version"
+
+module CmdStan
+  class Error < StandardError; end
+
+  class << self
+    attr_accessor :path
+  end
+  self.path = ENV["CMDSTAN"] || File.expand_path("../tmp/cmdstan", __dir__)
+end

data/lib/cmdstan/mcmc.rb

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+module CmdStan
+  class MCMC
+    include Utils
+
+    attr_reader :column_names, :draws
+
+    # private
+    # TODO use runset for args
+    def initialize(output_files)
+      @output_files = output_files
+      validate_csv_files
+    end
+
+    def sample
+      sample = []
+      @output_files.each_with_index do |output_file, chain|
+        i = 0
+        CSV.foreach(output_file.path, skip_lines: /^#/, headers: true) do |row|
+          (sample[i] ||= [])[chain] = row.to_h.values.map(&:to_f)
+          i += 1
+        end
+        raise "Bug detected" if i != draws
+      end
+      sample
+    end
+
+    def summary
+      csv_file = Tempfile.new
+      run_command "#{CmdStan.path}/bin/stansummary", "--csv_file=#{csv_file.path}", *@output_files.map(&:path)
+
+      result = {}
+      CSV.foreach(csv_file.path, headers: true, converters: :numeric) do |row|
+        value = row.to_h
+        name = value.delete("name")
+        result[name] = value if name == "lp__" || !name.end_with?("__")
+      end
+      result
+    end
+
+    private
+
+    def validate_csv_files
+      # TODO ensure consistent files
+      output_file = @output_files.first
+
+      File.foreach(output_file.path) do |line|
+        matches = /num_samples = (\d+)/.match(line)
+        if matches
+          @draws = matches[1].to_i
+          break
+        end
+      end
+
+      CSV.foreach(output_file.path, skip_lines: /^#/, headers: true) do |row|
+        @column_names = row.to_h.keys
+        break
+      end
+    end
+  end
+end

data/lib/cmdstan/mle.rb

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+module CmdStan
+  class MLE
+    include Utils
+
+    # private
+    # TODO use runset for args
+    def initialize(output_file)
+      @output_file = output_file
+    end
+
+    def optimized_params
+      CSV.foreach(@output_file.path, skip_lines: /^#/, headers: true, converters: :numeric) do |row|
+        return row.to_h
+      end
+    end
+
+    def column_names
+      optimized_params.keys
+    end
+  end
+end

data/lib/cmdstan/model.rb

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+module CmdStan
+  class Model
+    include Utils
+
+    attr_reader :exe_file, :name, :stan_file
+
+    def initialize(stan_file: nil, exe_file: nil, compile: true)
+      # convert to absolute path
+      stan_file = File.expand_path(stan_file) if stan_file
+
+      @stan_file = stan_file
+      @exe_file = exe_file || stan_file.sub(/.stan\z/, "")
+      @name = File.basename(@exe_file)
+
+      if compile && !exe_file
+        self.compile
+      end
+    end
+
+    def compile
+      Dir.chdir(CmdStan.path) do
+        run_command "make", @exe_file
+      end
+    end
+
+    def code
+      File.read(stan_file)
+    end
+
+    def sample(data:, chains: nil, seed: nil, inits: nil, warmup_iters: nil, sampling_iters: nil)
+      data_file = Tempfile.new(["cmdstan", ".json"])
+      data_file.write(data.to_json)
+      data_file.close
+
+      chain ||= 4
+
+      output_files = []
+      chains.times do |chain|
+        output_file = Tempfile.new(["cmdstan", ".csv"])
+
+        args = [@exe_file, "id=#{chain + 1}"]
+
+        # random
+        args += ["random", "seed=#{seed.to_i}"] if seed
+
+        # data
+        args += ["data", "file=#{data_file.path}"]
+        if inits
+          init_file = Tempfile.new(["cmdstan", ".json"])
+          init_file.write(inits.to_json)
+          init_file.close
+          args << "init=#{init_file.path}"
+        end
+
+        # output
+        args += ["output", "file=#{output_file.path}"]
+
+        # method
+        args += ["method=sample"]
+        args << "num_warmup=#{warmup_iters.to_i}" if warmup_iters
+        args << "num_samples=#{sampling_iters.to_i}" if sampling_iters
+        args += ["algorithm=hmc", "adapt", "engaged=1"]
+
+        run_command *args
+
+        output_files << output_file
+      end
+
+      MCMC.new(output_files)
+    end
+
+    def optimize(data:, seed: nil, inits: nil, algorithm: nil, iter: nil)
+      data_file = Tempfile.new(["cmdstan", ".json"])
+      data_file.write(data.to_json)
+      data_file.close
+
+      output_file = Tempfile.new(["cmdstan", ".csv"])
+      diagnostic_file = Tempfile.new(["cmdstan", ".csv"])
+
+      args = [@exe_file]
+
+      # random
+      args += ["random", "seed=#{seed.to_i}"] if seed
+
+      # data
+      args += ["data", "file=#{data_file.path}"]
+      if inits
+        init_file = Tempfile.new(["cmdstan", ".json"])
+        init_file.write(inits.to_json)
+        init_file.close
+        args << "init=#{init_file.path}"
+      end
+
+      # output
+      args += ["output", "file=#{output_file.path}", "diagnostic_file=#{diagnostic_file.path}"]
+
+      # method
+      args << "method=optimize"
+      args << "algorithm=#{algorithm.to_s.downcase}" if algorithm
+      args << "iter=#{iter.to_i}" if iter
+
+      run_command *args
+
+      MLE.new(output_file)
+    end
+  end
+end

data/lib/cmdstan/utils.rb

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+module CmdStan
+  module Utils
+    private
+
+    def run_command(*args)
+      # use popen3 since it does escaping (like system)
+      Open3.popen3(*args) do |i, o, e, t|
+        if t.value.exitstatus != 0
+          $stderr.puts o.read
+          $stderr.puts e.read
+          raise Error, "Command failed"
+        end
+      end
+    end
+  end
+end

data/lib/cmdstan/version.rb

@@ -0,0 +1,3 @@
+module CmdStan
+  VERSION = "0.1.0"
+end

metadata

@@ -0,0 +1,96 @@
+--- !ruby/object:Gem::Specification
+name: cmdstan
+version: !ruby/object:Gem::Version
+  version: 0.1.0
+platform: ruby
+authors:
+- Andrew Kane
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2020-04-09 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: minitest
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '5'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '5'
+description: 
+email: andrew@chartkick.com
+executables: []
+extensions:
+- ext/cmdstan/extconf.rb
+extra_rdoc_files: []
+files:
+- CHANGELOG.md
+- LICENSE.txt
+- README.md
+- ext/cmdstan/Makefile
+- ext/cmdstan/extconf.rb
+- lib/cmdstan.rb
+- lib/cmdstan/mcmc.rb
+- lib/cmdstan/mle.rb
+- lib/cmdstan/model.rb
+- lib/cmdstan/utils.rb
+- lib/cmdstan/version.rb
+homepage: https://github.com/ankane/cmdstan
+licenses:
+- BSD-3-Clause
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '2.4'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.1.2
+signing_key: 
+specification_version: 4
+summary: Bayesian inference for Ruby, powered by CmdStan
+test_files: []