rstan (version 2.15.1)

rstan-package: RStan ---

Description

Stan Development Team RStan is the R interface to the http://mc-stan.org/ C++ package. RStan provides
  • 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 using L-BFGS optimization
For documentation on the Stan modeling language see the http://mc-stan.org/documentation/.

Arguments

Other R packages from the Stan Development Team

Various related R packages are also available from the Stan Development Team:
Package Description Link
bayesplot ggplot-based plotting library for graphing parameter estimates, MCMC diagnostics, and posterior predictive checks. bayesplot-package
shinystan Interactive visual summaries and advanced posterior analysis of MCMC output. shinystan-package
loo Out-of-sample predictive performance estimates and model comparison. loo-package
rstanarm R formula interface for Bayesian applied regression modeling. rstanarm-package
rstantools Tools for developers of R packages interfacing with Stan. rstantools-package

See Also