pySBC

A Python implementation of simulation based calibration for CmdStan.

Usage

Place pySBC.py in the main directory of CmdStan and run on the command line using python pySBC.py --option [].

Options

--exe Location of compiled Stan executable for computing SBC. The rank statistics should be defined in an array named lt_sim in the generated quantities block.

--nt Number of threads.

--warmup Number of warmup samples.

--samples Number of samples after warmup.

--data Location of data file (use "" for no data file).

--J Number of bins in the rank statistic histogram.

--ej Expected number in each rank statistic bin (if uniformly distributed). Should be no less than 5.

--output Name of output file to write histogram data to.

--t Maximum time to wait for a chain to complete in seconds.

Example

python pySBC.py --exe /benchmarks/eight_schools/eight_schools_sbc --nt 8 --warmup 1000 --samples 1000 --data /benchmarks/eight_schools/eight_schools.data.R --J 10 --ej 5 --output sbc_eight_schools_histogram.out --t 10