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python convenience functions for working with Stan models (via pystan)

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stanity

python convenience functions for working with Stan models (via pystan)

Functionality:

stanity.fit
thin wrapper around pystan.stan that caches compiled models
stanity.psisloo
thin wrapper around psisloo (implemented in https://github.com/avehtari/PSIS/blob/master/py/psis.py)
stanity.loo_compare
compare model fit using PSIS-LOO, similar to methods implemented in the R package loo

Installation

Install from pip:

pip install stanity

Or, from a git checkout, run:

pip install .

To run the tests:

nosetests