What is syntex difference between pystan and cmdstanpy

Modeling
1

import stan

schools_code = “”"
data {
int<lower=0> J; // number of schools
array[J] real y; // estimated treatment effects
array[J] real<lower=0> sigma; // standard error of effect estimates
}
parameters {
real mu; // population treatment effect
real<lower=0> tau; // standard deviation in treatment effects
vector[J] eta; // unscaled deviation from mu by school
}
transformed parameters {
vector[J] theta = mu + tau * eta; // school treatment effects
}
model {
target += normal_lpdf(eta | 0, 1); // prior log-density
target += normal_lpdf(y | theta, sigma); // log-likelihood
}
“”"

schools_data = {“J”: 8,
“y”: [28, 8, -3, 7, -1, 1, 18, 12],
“sigma”: [15, 10, 16, 11, 9, 11, 10, 18]}

posterior = stan.build(schools_code, data=schools_data)
fit = posterior.sample(num_chains=4, num_samples=1000)
eta = fit[“eta”] # array with shape (8, 4000)
df = fit.to_frame() # pandas `DataFrame, requires pandas

how to write same code in CmdStanPy

2

Hi, a generic example of using cmdstanpy is as follows:

import cmdstanpy

# write stan code
model_code = '''
    // Write valid stan code here
'''

# save the model_code to a .stan file
with open('path/to/save/model.stan', 'w') as f:
   f.write(model_code)

# compile stan model
model = cmdstanpy.CmdStanModel(stan_file='path/to/save/model_code')

# define dictionary with data
 data = {...}

# sample
fit = model.sample(data=data, chains=4, iter_warmup=1000, iter_sampling=1000)

# Extract posterior samples
posterior_dict = fit.stan_variables() # dict by default

See the cmdstanpy documentation

3

pystan and cmdstanpy will give same output or not ?