cmdstan 0.1.8 → 0.2.1
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- checksums.yaml +4 -4
- data/CHANGELOG.md +18 -0
- data/README.md +24 -5
- data/lib/cmdstan/install.rb +100 -0
- data/lib/cmdstan/mcmc.rb +1 -1
- data/lib/cmdstan/model.rb +6 -2
- data/lib/cmdstan/version.rb +1 -1
- data/lib/cmdstan.rb +6 -0
- metadata +6 -8
- data/ext/cmdstan/Makefile +0 -5
- data/ext/cmdstan/extconf.rb +0 -68
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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---
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SHA256:
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metadata.gz:
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data.tar.gz:
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metadata.gz: d2453efa50e8efc908919f7366531f5bde5d4c619c913360c2a13fe4b5cd131d
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data.tar.gz: c0c185c461629fef5231c0378e655dc7f85dc89add5f20c990483a9951a1cb49
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: d7741eeb4d5a61ba2f6bbd13039f2eac8ee44abe456d25b2785d02f6e974b98179d8e49f9e5ec255c86465b8a940121c6f7f152ea7278003f29542eb18847767
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data.tar.gz: '052084d4bc7228885851cc2d8d9355272d97e98c40a8849938e3912411075c4410f16dcca20de3692460cdd5ae8d6d62ce96c1e18af13b358e96b175c0663f71'
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data/CHANGELOG.md
CHANGED
@@ -1,3 +1,21 @@
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1
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+
## 0.2.1 (2022-07-06)
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- Updated CmdStan to 2.30.0
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- Fixed error when `chains` not specified
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## 0.2.0 (2022-04-23)
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+
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- CmdStan now installs when the first model is compiled rather than on gem installation
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- Added `cmdstan_installed?` and `install_cmdstan` methods
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+
- Updated CmdStan to 2.29.2
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11
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+
- Fixed issue with `summary` method
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- Dropped support for Ruby < 2.7
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+
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## 0.1.9 (2022-02-07)
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- Added support for Linux ARM
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- Updated CmdStan to 2.28.2
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+
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19
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## 0.1.8 (2022-01-16)
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20
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3
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- Updated CmdStan to 2.28.1
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data/README.md
CHANGED
@@ -9,11 +9,9 @@ Bayesian inference for Ruby, powered by [CmdStan](https://github.com/stan-dev/cm
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9
9
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Add this line to your application’s Gemfile:
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10
10
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11
11
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```ruby
|
12
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-
gem
|
12
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+
gem "cmdstan"
|
13
13
|
```
|
14
14
|
|
15
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-
Installation can take a few minutes as CmdStan downloads and builds.
|
16
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-
|
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15
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## Getting Started
|
18
16
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|
19
17
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Create a Stan file, like `bernoulli.stan`
|
@@ -32,7 +30,7 @@ model {
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|
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30
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}
|
33
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```
|
34
32
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|
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-
Compile the model
|
33
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+
Compile the model (this can take a few minutes the first time as CmdStan downloads and builds)
|
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|
37
35
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```ruby
|
38
36
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model = CmdStan::Model.new(stan_file: "bernoulli.stan")
|
@@ -51,6 +49,14 @@ Summarize the results
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|
51
49
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fit.summary
|
52
50
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```
|
53
51
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|
52
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+
Load a compiled model
|
53
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+
|
54
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+
```ruby
|
55
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+
model = CmdStan::Model.new(exe_file: "bernoulli")
|
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+
```
|
57
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+
|
58
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+
Check out [Strata](https://github.com/ankane/strata) for shipping models
|
59
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+
|
54
60
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## Maximum Likelihood Estimation
|
55
61
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|
56
62
|
```ruby
|
@@ -58,6 +64,20 @@ mle = model.optimize(data: data)
|
|
58
64
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mle.optimized_params
|
59
65
|
```
|
60
66
|
|
67
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+
## Reference
|
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+
|
69
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+
Check if CmdStan is installed
|
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+
|
71
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+
```ruby
|
72
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+
CmdStan.cmdstan_installed?
|
73
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+
```
|
74
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+
|
75
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+
Install CmdStan manually
|
76
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+
|
77
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+
```ruby
|
78
|
+
CmdStan.install_cmdstan
|
79
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+
```
|
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+
|
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## Credits
|
62
82
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|
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83
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This library is modeled after the [CmdStanPy API](https://github.com/stan-dev/cmdstanpy).
|
@@ -81,6 +101,5 @@ To get started with development:
|
|
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101
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git clone https://github.com/ankane/cmdstan-ruby.git
|
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102
|
cd cmdstan-ruby
|
83
103
|
bundle install
|
84
|
-
bundle exec ruby ext/cmdstan/extconf.rb
|
85
104
|
bundle exec rake test
|
86
105
|
```
|
@@ -0,0 +1,100 @@
|
|
1
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+
module CmdStan
|
2
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+
module Install
|
3
|
+
def cmdstan_version
|
4
|
+
"2.30.0"
|
5
|
+
end
|
6
|
+
|
7
|
+
def cmdstan_installed?
|
8
|
+
Dir.exist?(CmdStan.path)
|
9
|
+
end
|
10
|
+
|
11
|
+
def install_cmdstan
|
12
|
+
version = cmdstan_version
|
13
|
+
dir = CmdStan.path
|
14
|
+
|
15
|
+
# no stanc3 binary for Mac ARM
|
16
|
+
if RbConfig::CONFIG["host_os"] !~ /darwin/i && RbConfig::CONFIG["host_cpu"] =~ /arm|aarch64/i
|
17
|
+
checksum = "8ab1eaa83af100336e31fed1bcb854f30e7f775feb1274552fc706ed177969ef"
|
18
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+
url = "https://github.com/stan-dev/cmdstan/releases/download/v#{version}/cmdstan-#{version}-linux-arm64.tar.gz"
|
19
|
+
else
|
20
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+
checksum = "009c2ea0043aa4a91c03ac78932e64f3cff4faa3e73413a2e0269d5be2d8de6c"
|
21
|
+
url = "https://github.com/stan-dev/cmdstan/releases/download/v#{version}/cmdstan-#{version}.tar.gz"
|
22
|
+
end
|
23
|
+
|
24
|
+
puts "Installing CmdStan version: #{version}"
|
25
|
+
puts "Install directory: #{dir}"
|
26
|
+
|
27
|
+
# only needed if default path
|
28
|
+
FileUtils.mkdir_p(File.expand_path("../../tmp", __dir__)) unless ENV["CMDSTAN"]
|
29
|
+
|
30
|
+
if Dir.exist?(dir)
|
31
|
+
puts "Already installed"
|
32
|
+
return true
|
33
|
+
end
|
34
|
+
|
35
|
+
Dir.mktmpdir do |tmpdir|
|
36
|
+
puts "Downloading..."
|
37
|
+
download_path = File.join(tmpdir, "cmdstan-#{version}.tar.gz")
|
38
|
+
download_file(url, download_path, checksum)
|
39
|
+
|
40
|
+
puts "Unpacking..."
|
41
|
+
path = File.join(tmpdir, "cmdstan-#{version}")
|
42
|
+
FileUtils.mkdir_p(path)
|
43
|
+
tar_args = Gem.win_platform? ? ["--force-local"] : []
|
44
|
+
system "tar", "xzf", download_path, "-C", path, "--strip-components=1", *tar_args
|
45
|
+
|
46
|
+
puts "Building..."
|
47
|
+
make_command = Gem.win_platform? ? "mingw32-make" : "make"
|
48
|
+
Dir.chdir(path) do
|
49
|
+
# disable precompiled header to save space
|
50
|
+
output, status = Open3.capture2e(make_command, "build", "PRECOMPILED_HEADERS=false")
|
51
|
+
if status.exitstatus != 0
|
52
|
+
puts output
|
53
|
+
raise Error, "Build failed"
|
54
|
+
end
|
55
|
+
end
|
56
|
+
|
57
|
+
FileUtils.mv(path, dir)
|
58
|
+
end
|
59
|
+
|
60
|
+
puts "Installed"
|
61
|
+
|
62
|
+
true
|
63
|
+
end
|
64
|
+
|
65
|
+
private
|
66
|
+
|
67
|
+
def download_file(url, download_path, checksum, redirects = 0)
|
68
|
+
raise Error, "Too many redirects" if redirects > 10
|
69
|
+
|
70
|
+
uri = URI(url)
|
71
|
+
location = nil
|
72
|
+
|
73
|
+
Net::HTTP.start(uri.host, uri.port, use_ssl: true) do |http|
|
74
|
+
request = Net::HTTP::Get.new(uri)
|
75
|
+
http.request(request) do |response|
|
76
|
+
case response
|
77
|
+
when Net::HTTPRedirection
|
78
|
+
location = response["location"]
|
79
|
+
when Net::HTTPSuccess
|
80
|
+
digest = Digest::SHA2.new
|
81
|
+
|
82
|
+
File.open(download_path, "wb") do |f|
|
83
|
+
response.read_body do |chunk|
|
84
|
+
f.write(chunk)
|
85
|
+
digest.update(chunk)
|
86
|
+
end
|
87
|
+
end
|
88
|
+
|
89
|
+
raise Error, "Bad checksum: #{digest.hexdigest}" if digest.hexdigest != checksum
|
90
|
+
else
|
91
|
+
raise Error, "Bad response"
|
92
|
+
end
|
93
|
+
end
|
94
|
+
end
|
95
|
+
|
96
|
+
# outside of Net::HTTP block to close previous connection
|
97
|
+
download_file(location, download_path, checksum, redirects + 1) if location
|
98
|
+
end
|
99
|
+
end
|
100
|
+
end
|
data/lib/cmdstan/mcmc.rb
CHANGED
@@ -30,7 +30,7 @@ module CmdStan
|
|
30
30
|
run_command "#{CmdStan.path}/bin/stansummary#{extension}", "--csv_filename=#{path}", *@output_files.map(&:path)
|
31
31
|
|
32
32
|
result = {}
|
33
|
-
CSV.foreach(path, headers: true, converters: :numeric) do |row|
|
33
|
+
CSV.foreach(path, skip_lines: /^#/, headers: true, converters: :numeric) do |row|
|
34
34
|
value = row.to_h
|
35
35
|
name = value.delete("name")
|
36
36
|
result[name] = value if name == "lp__" || !name.end_with?("__")
|
data/lib/cmdstan/model.rb
CHANGED
@@ -18,8 +18,12 @@ module CmdStan
|
|
18
18
|
end
|
19
19
|
|
20
20
|
def compile
|
21
|
+
unless ENV["CMDSTAN"] || CmdStan.cmdstan_installed?
|
22
|
+
CmdStan.install_cmdstan
|
23
|
+
end
|
24
|
+
|
21
25
|
Dir.chdir(CmdStan.path) do
|
22
|
-
run_command make_command, @exe_file
|
26
|
+
run_command make_command, @exe_file, "PRECOMPILED_HEADERS=false"
|
23
27
|
end
|
24
28
|
end
|
25
29
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|
@@ -32,7 +36,7 @@ module CmdStan
|
|
32
36
|
data_file.write(data.to_json)
|
33
37
|
data_file.close
|
34
38
|
|
35
|
-
|
39
|
+
chains ||= 4
|
36
40
|
|
37
41
|
output_files = []
|
38
42
|
chains.times do |chain|
|
data/lib/cmdstan/version.rb
CHANGED
data/lib/cmdstan.rb
CHANGED
@@ -1,10 +1,14 @@
|
|
1
1
|
# stdlib
|
2
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+
require "digest"
|
2
3
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require "csv"
|
4
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require "fileutils"
|
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5
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require "json"
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+
require "net/http"
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7
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require "open3"
|
5
8
|
require "tempfile"
|
6
9
|
|
7
10
|
# modules
|
11
|
+
require "cmdstan/install"
|
8
12
|
require "cmdstan/utils"
|
9
13
|
require "cmdstan/mcmc"
|
10
14
|
require "cmdstan/mle"
|
@@ -14,6 +18,8 @@ require "cmdstan/version"
|
|
14
18
|
module CmdStan
|
15
19
|
class Error < StandardError; end
|
16
20
|
|
21
|
+
extend Install
|
22
|
+
|
17
23
|
class << self
|
18
24
|
attr_accessor :path
|
19
25
|
end
|
metadata
CHANGED
@@ -1,28 +1,26 @@
|
|
1
1
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--- !ruby/object:Gem::Specification
|
2
2
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name: cmdstan
|
3
3
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version: !ruby/object:Gem::Version
|
4
|
-
version: 0.1
|
4
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+
version: 0.2.1
|
5
5
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platform: ruby
|
6
6
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authors:
|
7
7
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- Andrew Kane
|
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8
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autorequire:
|
9
9
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bindir: bin
|
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10
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cert_chain: []
|
11
|
-
date: 2022-
|
11
|
+
date: 2022-07-06 00:00:00.000000000 Z
|
12
12
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dependencies: []
|
13
13
|
description:
|
14
14
|
email: andrew@ankane.org
|
15
15
|
executables: []
|
16
|
-
extensions:
|
17
|
-
- ext/cmdstan/extconf.rb
|
16
|
+
extensions: []
|
18
17
|
extra_rdoc_files: []
|
19
18
|
files:
|
20
19
|
- CHANGELOG.md
|
21
20
|
- LICENSE.txt
|
22
21
|
- README.md
|
23
|
-
- ext/cmdstan/Makefile
|
24
|
-
- ext/cmdstan/extconf.rb
|
25
22
|
- lib/cmdstan.rb
|
23
|
+
- lib/cmdstan/install.rb
|
26
24
|
- lib/cmdstan/mcmc.rb
|
27
25
|
- lib/cmdstan/mle.rb
|
28
26
|
- lib/cmdstan/model.rb
|
@@ -40,14 +38,14 @@ required_ruby_version: !ruby/object:Gem::Requirement
|
|
40
38
|
requirements:
|
41
39
|
- - ">="
|
42
40
|
- !ruby/object:Gem::Version
|
43
|
-
version: '2.
|
41
|
+
version: '2.7'
|
44
42
|
required_rubygems_version: !ruby/object:Gem::Requirement
|
45
43
|
requirements:
|
46
44
|
- - ">="
|
47
45
|
- !ruby/object:Gem::Version
|
48
46
|
version: '0'
|
49
47
|
requirements: []
|
50
|
-
rubygems_version: 3.3.
|
48
|
+
rubygems_version: 3.3.7
|
51
49
|
signing_key:
|
52
50
|
specification_version: 4
|
53
51
|
summary: Bayesian inference for Ruby, powered by CmdStan
|
data/ext/cmdstan/Makefile
DELETED
data/ext/cmdstan/extconf.rb
DELETED
@@ -1,68 +0,0 @@
|
|
1
|
-
require "digest"
|
2
|
-
require "fileutils"
|
3
|
-
require "net/http"
|
4
|
-
require "tmpdir"
|
5
|
-
|
6
|
-
version = "2.28.1"
|
7
|
-
checksum = "eacadb4a1ca6997c9858e301780e729e53a9b5207b19ae2616abc882677e7637"
|
8
|
-
url = "https://github.com/stan-dev/cmdstan/releases/download/v#{version}/cmdstan-#{version}.tar.gz"
|
9
|
-
|
10
|
-
path = ENV["CMDSTAN"] || File.expand_path("../../tmp/cmdstan", __dir__)
|
11
|
-
FileUtils.mkdir_p(path)
|
12
|
-
raise "Directory not empty. Run: rake clean" unless Dir.empty?(path)
|
13
|
-
|
14
|
-
$stdout.sync = true
|
15
|
-
|
16
|
-
def download_file(url, download_path, checksum, redirects = 0)
|
17
|
-
raise "Too many redirects" if redirects > 10
|
18
|
-
|
19
|
-
uri = URI(url)
|
20
|
-
location = nil
|
21
|
-
|
22
|
-
Net::HTTP.start(uri.host, uri.port, use_ssl: true) do |http|
|
23
|
-
request = Net::HTTP::Get.new(uri)
|
24
|
-
http.request(request) do |response|
|
25
|
-
case response
|
26
|
-
when Net::HTTPRedirection
|
27
|
-
location = response["location"]
|
28
|
-
when Net::HTTPSuccess
|
29
|
-
digest = Digest::SHA2.new
|
30
|
-
|
31
|
-
i = 0
|
32
|
-
File.open(download_path, "wb") do |f|
|
33
|
-
response.read_body do |chunk|
|
34
|
-
f.write(chunk)
|
35
|
-
digest.update(chunk)
|
36
|
-
|
37
|
-
# print progress
|
38
|
-
putc "." if i % 50 == 0
|
39
|
-
i += 1
|
40
|
-
end
|
41
|
-
end
|
42
|
-
puts # newline
|
43
|
-
|
44
|
-
abort "Bad checksum: #{digest.hexdigest}" if digest.hexdigest != checksum
|
45
|
-
else
|
46
|
-
abort "Bad response"
|
47
|
-
end
|
48
|
-
end
|
49
|
-
end
|
50
|
-
|
51
|
-
# outside of Net::HTTP block to close previous connection
|
52
|
-
download_file(location, download_path, checksum, redirects + 1) if location
|
53
|
-
end
|
54
|
-
|
55
|
-
# download
|
56
|
-
puts "Downloading #{url}..."
|
57
|
-
download_path = "#{Dir.tmpdir}/cmdstan-#{version}.tar.gz"
|
58
|
-
download_file(url, download_path, checksum)
|
59
|
-
|
60
|
-
# extract
|
61
|
-
Dir.chdir(path)
|
62
|
-
# TODO use Gem::Package::TarReader from Rubygems
|
63
|
-
tar_args = Gem.win_platform? ? ["--force-local"] : []
|
64
|
-
system "tar", "zxf", download_path, "-C", path, "--strip-components=1", *tar_args
|
65
|
-
|
66
|
-
# build
|
67
|
-
make_command = Gem.win_platform? ? "mingw32-make" : "make"
|
68
|
-
system make_command, "build"
|