rstan (Q27975): Difference between revisions

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point in time: 12 March 2024
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Latest revision as of 19:13, 21 March 2024

R Interface to Stan
Language Label Description Also known as
English
rstan
R Interface to Stan

    Statements

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    2.21.8
    17 January 2023
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    2.32.5
    10 January 2024
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    10 January 2024
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    User-facing R functions are provided to parse, compile, test, estimate, and analyze Stan models by accessing the header-only Stan library provided by the 'StanHeaders' package. The Stan project develops a probabilistic programming language that implements full Bayesian statistical inference via Markov Chain Monte Carlo, rough Bayesian inference via 'variational' approximation, and (optionally penalized) maximum likelihood estimation via optimization. In all three cases, automatic differentiation is used to quickly and accurately evaluate gradients without burdening the user with the need to derive the partial derivatives.
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