arviz.from_cmdstanpy#

arviz.from_cmdstanpy(posterior=None, *, posterior_predictive=None, predictions=None, prior=None, prior_predictive=None, observed_data=None, constant_data=None, predictions_constant_data=None, log_likelihood=None, index_origin=None, coords=None, dims=None, save_warmup=None, dtypes=None)[source]#

Convert CmdStanPy data into an InferenceData object.

For a usage example read the Creating InferenceData section on from_cmdstanpy

Parameters
posteriorCmdStanMCMC object

CmdStanPy CmdStanMCMC

posterior_predictivestr, list of str

Posterior predictive samples for the fit.

predictionsstr, list of str

Out of sample prediction samples for the fit.

priorCmdStanMCMC

CmdStanPy CmdStanMCMC

prior_predictivestr, list of str

Prior predictive samples for the fit.

observed_datadict

Observed data used in the sampling.

constant_datadict

Constant data used in the sampling.

predictions_constant_datadict

Constant data for predictions used in the sampling.

log_likelihoodstr, list of str, dict of {str: str}, optional

Pointwise log_likelihood for the data. If a dict, its keys should represent var_names from the corresponding observed data and its values the stan variable where the data is stored. By default, if a variable log_lik is present in the Stan model, it will be retrieved as pointwise log likelihood values. Use False or set data.log_likelihood to false to avoid this behaviour.

index_originint, optional

Starting value of integer coordinate values. Defaults to the value in rcParam data.index_origin.

coordsdict of str or dict of iterable

A dictionary containing the values that are used as index. The key is the name of the dimension, the values are the index values.

dimsdict of str or list of str

A mapping from variables to a list of coordinate names for the variable.

save_warmupbool

Save warmup iterations into InferenceData object, if found in the input files. If not defined, use default defined by the rcParams.

dtypes: dict or str or cmdstanpy.CmdStanModel

A dictionary containing dtype information (int, float) for parameters. If input is a string, it is assumed to be a model code or path to model code file. Model code can extracted from cmdstanpy.CmdStanModel object.

Returns
InferenceData object