Class: CmdStan::Model
Instance Attribute Summary collapse
-
#exe_file ⇒ Object
readonly
Returns the value of attribute exe_file.
-
#name ⇒ Object
readonly
Returns the value of attribute name.
-
#stan_file ⇒ Object
readonly
Returns the value of attribute stan_file.
Instance Method Summary collapse
- #code ⇒ Object
- #compile ⇒ Object
-
#initialize(stan_file: nil, exe_file: nil, compile: true) ⇒ Model
constructor
A new instance of Model.
- #optimize(data:, seed: nil, inits: nil, algorithm: nil, iter: nil) ⇒ Object
- #sample(data:, chains: nil, seed: nil, inits: nil, warmup_iters: nil, sampling_iters: nil) ⇒ Object
Constructor Details
#initialize(stan_file: nil, exe_file: nil, compile: true) ⇒ Model
Returns a new instance of Model.
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# File 'lib/cmdstan/model.rb', line 7 def initialize(stan_file: nil, exe_file: nil, compile: true) # convert to absolute path stan_file = File.(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 |
Instance Attribute Details
#exe_file ⇒ Object (readonly)
Returns the value of attribute exe_file.
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# File 'lib/cmdstan/model.rb', line 5 def exe_file @exe_file end |
#name ⇒ Object (readonly)
Returns the value of attribute name.
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# File 'lib/cmdstan/model.rb', line 5 def name @name end |
#stan_file ⇒ Object (readonly)
Returns the value of attribute stan_file.
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# File 'lib/cmdstan/model.rb', line 5 def stan_file @stan_file end |
Instance Method Details
#code ⇒ Object
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# File 'lib/cmdstan/model.rb', line 26 def code File.read(stan_file) end |
#compile ⇒ Object
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# File 'lib/cmdstan/model.rb', line 20 def compile Dir.chdir(CmdStan.path) do run_command "make", @exe_file end end |
#optimize(data:, seed: nil, inits: nil, algorithm: nil, iter: nil) ⇒ Object
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# File 'lib/cmdstan/model.rb', line 72 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 |
#sample(data:, chains: nil, seed: nil, inits: nil, warmup_iters: nil, sampling_iters: nil) ⇒ Object
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# File 'lib/cmdstan/model.rb', line 30 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 |