rstan

R Interface to Stan

Hamada S. Badr, Andrew Johnson, Jonah Gabry, Ben Goodrich, Sebastian Weber, Jiqiang Guo

Last update: 10 January 2024

Copyright license: GNU General Public License

Software version identifier: 2.21.8, 2.32.5

Source code repository: https://github.com/cran/rstan

Description

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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