rstan
Software:27975
swMATH16103CRANrstanMaRDI QIDQ27975
R Interface to Stan
Jiqiang Guo, Jonah Gabry, Sebastian Weber, Hamada S. Badr, Ben Goodrich, Andrew Johnson
Last update: 10 January 2024
Software version identifier: 2.21.8, 2.32.5
Source code repository: https://github.com/cran/rstan
Copyright license: GNU General Public License
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.