/stan

Stan development repository (home page is linked below). The master branch contains the current release. The develop branch contains the latest stable development. See the Developer Process Wiki for details.

Primary LanguageC++

Stan Logo

Stan is a C++ and R package providing

  • full Bayesian inference using the No-U-Turn sampler (NUTS), a variant of Hamiltonian Monte Carlo (HMC),
  • penalized maximum likelihood estimation (MLE) using L-BFGS optimization,
  • a full first- and higher-order automatic differentiation library based on C++ template overloads, and
  • a supporting fully-templated matrix, linear algebra, and probability special function library.

Home Page

Stan's home page, with links to everything you'll need to use Stan is:

http://mc-stan.org/

Interfaces

There are separate repositories here on GitHub for interfaces:

  • RStan (R interface)
  • PyStan (Python interface)
  • CmdStan (command-line/shell interface)

Source Repository

Stan's source-code repository is hosted here on GitHub.

Licensing

The core Stan C++ code and CmdStan are licensed under new BSD. RStan and PyStan are licensed under GPLv3.