rstan-package

rstan

RStan is the R interface to the Stan C++ package. RStan provides
 <ul>
<li> full Bayesian inference using the No-U-Turn sampler (NUTS), 
 a variant of Hamiltonian Monte Carlo (HMC)
 </li>
<li> approximate Bayesian inference using automatic differentiation 
 variational inference (ADVI)
 </li>
<li> penalized maximum likelihood estimation using L-BFGS optimization
 </li>
</ul> 
 For more information about Stan visit <a href="http://mc-stan.org/">http://mc-stan.org/</a>.

package

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.

Ben Goodrich

R Interface to Stan

rstan-package function

RStan is the R interface to the Stan C++ package. RStan provides
 <ul>
<li> full Bayesian inference using the No-U-Turn sampler (NUTS), 
 a variant of Hamiltonian Monte Carlo (HMC)
 </li>
<li> approximate Bayesian inference using automatic differentiation 
 variational inference (ADVI)
 </li>
<li> penalized maximum likelihood estimation using L-BFGS optimization
 </li>
</ul>

 
 For more information about Stan visit <a href = 'http://mc-stan.org/'>http://mc-stan.org/</a>.

rstan-package: RStan --- R interface to Stan

Description

Arguments

Details

References

See Also