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/.

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

• stan for details on fitting models and for information on the fitted model objects.
• https://github.com/stan-dev/rstan/issues/ to submit a bug report or feature request.
• https://groups.google.com/forum/#!forum/stan-users/ to ask a question on the Stan-users forum.