A package to run Stan's cmdstan executable from Julia.
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.
versioninfo() will show its setting (if defined).
Release 5.0.0 of CmdStan.jl is a major level update as it breaks several examples. The simplest way to revert back to the pre-5.0.0 behavior is to use the
output_format=:array option in the call to StanModel().
By default a call to stan() will now return an MCMCChains.Chains object (which has been derived from the Mamba.Chains object). The Chains object has facilities for summarizing, diagnostics, plotting and further processing.
Release 5.1.1 contains:
save_warmupin Variational (thanks to fargolo).
initusing an existing file.
Release 5.1.0 contains:
CmdStan.jl has been tested on cmdstan v2.19.1.
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
17 days ago