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Using Prophet with custom cmdstan install #2639

@justinessert

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@justinessert

Hey Prophet team,

We are trying to use Prophet alongside other custom stan models that are not pre-compiled. We are installing cmdstan via Conda and would like to use that version for all of our models, including Prophet.

Your README implies that if we simply set export PROPHET_REPACKAGE_CMDSTAN=False prior to installing Prophet, then we can use our own version of cmdstan, but we are having issues with this.

Looking further into this, it looks like in your setup.py that export PROPHET_REPACKAGE_CMDSTAN=False is essentially just not calling cmdstanpy.install_cmdstan. But nonetheless, it's still looking for the exact same cmdstan version in the exact same location (eg. target_dir/cmdstan-2.33.1).

Furthermore, even if I install the same version of cmdstan locally already installed through conda, it looks like when you initialize a Prophet model, it's overriding the CMDSTAN env var to the location that it would be by default in Prophet.

Do y'all have compatibility with people installing cmdstan via other means?

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