Merge pull request #285 from stan-dev/pandas_float_accuracy

Increase pandas float accuracy

Author: mitzimorris

cmdstanpy/cmdstan_args.py

@@ -350,8 +350,7 @@ def validate(self, chains=None) -> None:  # pylint: disable=unused-argument
 
     # pylint: disable=unused-argument
     def compose(self, idx: int, cmd: List) -> str:
-        """compose command string for CmdStan for non-default arg values.
-        """
+        """compose command string for CmdStan for non-default arg values."""
         cmd.append('method=optimize')
         if self.algorithm:
             cmd.append('algorithm={}'.format(self.algorithm.lower()))

cmdstanpy/stanfit.py

@@ -658,7 +658,12 @@ def summary(self, percentiles: List[int] = None) -> pd.DataFrame:
         do_command(cmd, logger=self.runset._logger)
         with open(tmp_csv_path, 'rb') as fd:
             summary_data = pd.read_csv(
-                fd, delimiter=',', header=0, index_col=0, comment='#'
+                fd,
+                delimiter=',',
+                header=0,
+                index_col=0,
+                comment='#',
+                float_precision='high',
             )
         mask = [x == 'lp__' or not x.endswith('__') for x in summary_data.index]
         return summary_data[mask]
@@ -971,7 +976,11 @@ def _assemble_generated_quantities(self) -> None:
         drawset_list = []
         for chain in range(self.runset.chains):
             drawset_list.append(
-                pd.read_csv(self.runset.csv_files[chain], comment='#')
+                pd.read_csv(
+                    self.runset.csv_files[chain],
+                    comment='#',
+                    float_precision='high',
+                )
             )
         self._generated_quantities = pd.concat(drawset_list).values
 

cmdstanpy/utils.py

@@ -387,9 +387,9 @@ def rdump(path: str, data: Dict) -> None:
 
 def rload(fname: str) -> dict:
     """Parse data and parameter variable values from an R dump format file.
-       This parser only supports the subset of R dump data as described
-       in the "Dump Data Format" section of the CmdStan manual, i.e.,
-       scalar, vector, matrix, and array data types.
+    This parser only supports the subset of R dump data as described
+    in the "Dump Data Format" section of the CmdStan manual, i.e.,
+    scalar, vector, matrix, and array data types.
     """
     data_dict = {}
     with open(fname, 'r') as fd:
@@ -420,8 +420,8 @@ def rload(fname: str) -> dict:
 
 def parse_rdump_value(rhs: str) -> Union[int, float, np.array]:
     """Process right hand side of Rdump variable assignment statement.
-       Value is either scalar, vector, or multi-dim structure.
-       Use regex to capture structure values, dimensions.
+    Value is either scalar, vector, or multi-dim structure.
+    Use regex to capture structure values, dimensions.
     """
     pat = re.compile(
         r'structure\(\s*c\((?P<vals>[^)]*)\)'
@@ -568,7 +568,11 @@ def scan_variational_csv(path: str) -> Dict:
         variational_mean = [float(x) for x in xs]
         dict['variational_mean'] = variational_mean
         dict['variational_sample'] = pd.read_csv(
-            path, comment='#', skiprows=lineno, header=None
+            path,
+            comment='#',
+            skiprows=lineno,
+            header=None,
+            float_precision='high',
         )
     return dict
 

docs/conf.py

@@ -26,7 +26,7 @@
 # -- General configuration ------------------------------------------------
 
 # If your documentation needs a minimal Sphinx version, state it here.
-#needs_sphinx = '1.0'
+# needs_sphinx = '1.0'
 
 # Add any Sphinx extension module names here, as strings. They can be
 # extensions coming with Sphinx (named 'sphinx.ext.*') or your custom
@@ -47,6 +47,7 @@
 # pngmath / imgmath compatibility layer for different sphinx versions
 import sphinx
 from distutils.version import LooseVersion
+
 if LooseVersion(sphinx.__version__) < LooseVersion('1.4'):
     extensions.append('sphinx.ext.pngmath')
 else:
@@ -64,7 +65,7 @@
 source_suffix = '.rst'
 
 # The encoding of source files.
-#source_encoding = 'utf-8-sig'
+# source_encoding = 'utf-8-sig'
 
 # Generate the plots for the gallery
 plot_gallery = True
@@ -82,38 +83,39 @@
 #
 # The short X.Y version.
 from cmdstanpy import __version__
+
 version = __version__
 # The full version, including alpha/beta/rc tags.
 release = __version__
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.
-#language = None
+# language = None
 
 # There are two options for replacing |today|: either, you set today to some
 # non-false value, then it is used:
-#today = ''
+# today = ''
 # Else, today_fmt is used as the format for a strftime call.
-#today_fmt = '%B %d, %Y'
+# today_fmt = '%B %d, %Y'
 
 # List of patterns, relative to source directory, that match files and
 # directories to ignore when looking for source files.
 exclude_patterns = ['_build', '_templates']
 
 # The reST default role (used for this markup: `text`) to use for all
 # documents.
-#default_role = None
+# default_role = None
 
 # If true, '()' will be appended to :func: etc. cross-reference text.
-#add_function_parentheses = True
+# add_function_parentheses = True
 
 # If true, the current module name will be prepended to all description
 # unit titles (such as .. function::).
-#add_module_names = True
+# add_module_names = True
 
 # If true, sectionauthor and moduleauthor directives will be shown in the
 # output. They are ignored by default.
-#show_authors = False
+# show_authors = False
 
 # The name of the Pygments (syntax highlighting) style to use.
 pygments_style = 'sphinx'
@@ -122,10 +124,10 @@
 html_style = 'css/project-template.css'
 
 # A list of ignored prefixes for module index sorting.
-#modindex_common_prefix = []
+# modindex_common_prefix = []
 
 # If true, keep warnings as "system message" paragraphs in the built documents.
-#keep_warnings = False
+# keep_warnings = False
 
 
 # -- Options for HTML output ----------------------------------------------
@@ -137,26 +139,26 @@
 # Theme options are theme-specific and customize the look and feel of a theme
 # further.  For a list of options available for each theme, see the
 # documentation.
-#html_theme_options = {}
+# html_theme_options = {}
 
 # Add any paths that contain custom themes here, relative to this directory.
 html_theme_path = [sphinx_rtd_theme.get_html_theme_path()]
 
 # The name for this set of Sphinx documents.  If None, it defaults to
 # "<project> v<release> documentation".
-#html_title = None
+# html_title = None
 
 # A shorter title for the navigation bar.  Default is the same as html_title.
-#html_short_title = None
+# html_short_title = None
 
 # The name of an image file (relative to this directory) to place at the top
 # of the sidebar.
-#html_logo = None
+# html_logo = None
 
 # The name of an image file (within the static path) to use as favicon of the
 # docs.  This file should be a Windows icon file (.ico) being 16x16 or 32x32
 # pixels large.
-#html_favicon = None
+# html_favicon = None
 
 # Add any paths that contain custom static files (such as style sheets) here,
 # relative to this directory. They are copied after the builtin static files,
@@ -166,48 +168,48 @@
 # Add any extra paths that contain custom files (such as robots.txt or
 # .htaccess) here, relative to this directory. These files are copied
 # directly to the root of the documentation.
-#html_extra_path = []
+# html_extra_path = []
 
 # If not '', a 'Last updated on:' timestamp is inserted at every page bottom,
 # using the given strftime format.
-#html_last_updated_fmt = '%b %d, %Y'
+# html_last_updated_fmt = '%b %d, %Y'
 
 # If true, SmartyPants will be used to convert quotes and dashes to
 # typographically correct entities.
-#html_use_smartypants = True
+# html_use_smartypants = True
 
 # Custom sidebar templates, maps document names to template names.
-#html_sidebars = {}
+# html_sidebars = {}
 
 # Additional templates that should be rendered to pages, maps page names to
 # template names.
-#html_additional_pages = {}
+# html_additional_pages = {}
 
 # If false, no module index is generated.
-#html_domain_indices = True
+# html_domain_indices = True
 
 # If false, no index is generated.
-#html_use_index = True
+# html_use_index = True
 
 # If true, the index is split into individual pages for each letter.
-#html_split_index = False
+# html_split_index = False
 
 # If true, links to the reST sources are added to the pages.
-#html_show_sourcelink = True
+# html_show_sourcelink = True
 
 # If true, "Created using Sphinx" is shown in the HTML footer. Default is True.
-#html_show_sphinx = True
+# html_show_sphinx = True
 
 # If true, "(C) Copyright ..." is shown in the HTML footer. Default is True.
-#html_show_copyright = True
+# html_show_copyright = True
 
 # If true, an OpenSearch description file will be output, and all pages will
 # contain a <link> tag referring to it.  The value of this option must be the
 # base URL from which the finished HTML is served.
-#html_use_opensearch = ''
+# html_use_opensearch = ''
 
 # This is the file name suffix for HTML files (e.g. ".xhtml").
-#html_file_suffix = None
+# html_file_suffix = None
 
 # Output file base name for HTML help builder.
 htmlhelp_basename = 'project-templatedoc'
@@ -216,56 +218,64 @@
 # -- Options for LaTeX output ---------------------------------------------
 
 latex_elements = {
-# The paper size ('letterpaper' or 'a4paper').
-#'papersize': 'letterpaper',
-
-# The font size ('10pt', '11pt' or '12pt').
-#'pointsize': '10pt',
-
-# Additional stuff for the LaTeX preamble.
-#'preamble': '',
+    # The paper size ('letterpaper' or 'a4paper').
+    #'papersize': 'letterpaper',
+    # The font size ('10pt', '11pt' or '12pt').
+    #'pointsize': '10pt',
+    # Additional stuff for the LaTeX preamble.
+    #'preamble': '',
 }
 
 # Grouping the document tree into LaTeX files. List of tuples
 # (source start file, target name, title,
 #  author, documentclass [howto, manual, or own class]).
 latex_documents = [
-  ('index', 'project-template.tex', u'project-template Documentation',
-   u'Stan Development Team', 'manual'),
+    (
+        'index',
+        'project-template.tex',
+        u'project-template Documentation',
+        u'Stan Development Team',
+        'manual',
+    ),
 ]
 
 # The name of an image file (relative to this directory) to place at the top of
 # the title page.
-#latex_logo = None
+# latex_logo = None
 
 # For "manual" documents, if this is true, then toplevel headings are parts,
 # not chapters.
-#latex_use_parts = False
+# latex_use_parts = False
 
 # If true, show page references after internal links.
-#latex_show_pagerefs = False
+# latex_show_pagerefs = False
 
 # If true, show URL addresses after external links.
-#latex_show_urls = False
+# latex_show_urls = False
 
 # Documents to append as an appendix to all manuals.
-#latex_appendices = []
+# latex_appendices = []
 
 # If false, no module index is generated.
-#latex_domain_indices = True
+# latex_domain_indices = True
 
 
 # -- Options for manual page output ---------------------------------------
 
 # One entry per manual page. List of tuples
 # (source start file, name, description, authors, manual section).
 man_pages = [
-    ('index', 'project-template', u'project-template Documentation',
-     [u'Stan Development Team'], 1)
+    (
+        'index',
+        'project-template',
+        u'project-template Documentation',
+        [u'Stan Development Team'],
+        1,
+    )
 ]
 
 # If true, show URL addresses after external links.
-#man_show_urls = False
+# man_show_urls = False
 
 
 # -- Options for Texinfo output -------------------------------------------
@@ -274,21 +284,28 @@
 # (source start file, target name, title, author,
 #  dir menu entry, description, category)
 texinfo_documents = [
-  ('index', 'project-template', u'project-template Documentation',
-   u'Stan Development Team', 'project-template', '', ''),
+    (
+        'index',
+        'project-template',
+        u'project-template Documentation',
+        u'Stan Development Team',
+        'project-template',
+        '',
+        '',
+    ),
 ]
 
 # Documents to append as an appendix to all manuals.
-#texinfo_appendices = []
+# texinfo_appendices = []
 
 # If false, no module index is generated.
-#texinfo_domain_indices = True
+# texinfo_domain_indices = True
 
 # How to display URL addresses: 'footnote', 'no', or 'inline'.
-#texinfo_show_urls = 'footnote'
+# texinfo_show_urls = 'footnote'
 
 # If true, do not generate a @detailmenu in the "Top" node's menu.
-#texinfo_no_detailmenu = False
+# texinfo_no_detailmenu = False
 
 
 # # Example configuration for intersphinx: refer to the Python standard library.
@@ -301,7 +318,7 @@
 #     'matplotlib': ('https://matplotlib.org/', None),
 #     'sklearn': ('http://scikit-learn.org/stable', None)
 # }
-# 
+#
 # # sphinx-gallery configuration
 # sphinx_gallery_conf = {
 #     'doc_module': 'skltemplate',
@@ -310,6 +327,7 @@
 #         'skltemplate': None}
 # }
 
+
 def setup(app):
     # a copy button to copy snippet of code from the documentation
     app.add_javascript('js/copybutton.js')