Stan V7

Project Status Documentation Build Status

Purpose

A collection of examples demonstrating the use Stan's cmdstan (as an external program) from Julia.

Background info

The first 2 generations of Stan.jl took a similar approach as the recently released CmdStanR and CmdStanPy options to use Stan's cmdstan executable.

Stan.jl v7.x constitutes the third generation and covers all of cmdstan's methods in separate modules, i.e. StanVariational, StanSample, etc., including an option to run generate_quantities. In a sense, it extends Tamas Papp's approach taken in StanRun, StanDump and StanSamples.

Stan.jl v8.0 is based on StanSample.jl v5, StanOptimize.jl v3 and StanQuap.jl v2.

My intention is to continue maintenance of CmdStan.jl at least until late 2021.

Requirements

Stan's cmdstan executable needs to be installed separatedly. Please see cmdstan installation.

For more info on Stan, please go to http://mc-stan.org.

Versions

Version 8.0.0

Version 7.1.1

  1. Doc fixes by Jeremiah P S Lewis.
  2. Switch default output_format for read_samples() to :table.
  3. Add block extract for DataFrames, e.g. DataFrame(m1_1s, :log_lik)

Version 7.1.0

  1. Doc fixes. Prepare for switching default output_format for read_samples() to :table.

Version 7.0

This is a breaking update!

  1. Use KeyedArray chains as default output format returned by read_samples.
  2. Drop the output_format keyword argument in favor of a regulare argument.
  3. Removed mostly outdated cluster and thread based examples.
  4. Added a new package DiffEqBayesStan.jl.