rlugojr / cmdstan

CmdStan, the command line interface to Stan.

CmdStan

CmdStan is the command line interface to Stan, a C++ package providing

• full Bayesian inference using the No-U-Turn sampler (NUTS), a variant of Hamiltonian Monte Carlo (HMC),
• approximate Bayesian inference using automatic differentiation variational inference (ADVI),
• 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

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

Licensing

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

Installation

1. Download the latest release tarball (use the "green" link) from: CmdStan releases
2. Unpack the tarball.
3. From the folder, type make for a quick tutorial on how to build models.

Installation using git

See Getting Started with CmdStan for instructions how to clone both CmdStan and Stan submodule.