A package to run Stan's cmdstan executable from Julia.
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For more info on Stan, please go to http://mc-stan.org.
The Julia package CmdStan.jl is based on Stan's command line interface, 'cmdstan'.
The 'cmdstan' interface needs to be installed separatedly. Please see cmdstan installation for further details.
The location of the cmdstan executable and related programs is now obtained from the environment variable JULIA_CMDSTAN_HOME. This used to be CMDSTAN_HOME.
Right now versioninfo() will show its setting (if defined).
CmdStan v4.x.x (currently v4.5.2) uses the current version of TuringLang/MCMCChain.jl. CmdStan v5.0.0 will switch to TuringLang/MCMCChains.jl.
Over the next month (February 2019) all master versions of StanJulia and StatisticalRethinkingJulia packages will start using MCMCChains.jl (and, for practical reasons, mostly will be tested on Julia v1.2-DEV). As long as MCMCChains.jl has not been registered in METADATA.jl, I use:
] dev https://github.com/TuringLang/MCMCChains.jl to install MCMCChains.jl. Note that currently Turing.jl expects MCMCChain.jl.
- STABLE — documentation of the most recently tagged version.
- DEVEL — documentation of the in-development version.
Question and contributions are very welcome, as are feature requests and suggestions. Please open an issue if you encounter any problems or have a question.
There is no shortage of good books on Bayesian statistics. A few of my favorites are:
and a great read (and implemented in DynamicHMC.jl):
CmdStan.jl and several other Julia based mcmc packages are used in StatisticalRethinking.jl