This is really nice to have. I'll definitely be using it for some of my work.
Now that Keno's been working on a C++ FFI, we might even be able to avoid using CmdStan. -- John On Jul 7, 2014, at 4:40 PM, Viral Shah <[email protected]> wrote: > It is great to have a Stan interface. I personally do not do MCMC stuff, but > there are mailing list threads discussing it. Julia and Stan also shared a > grant proposal at one point - so now this makes everything come a full circle! > > -viral > > On Monday, July 7, 2014 3:28:17 PM UTC-7, Rob J Goedman wrote: > A while ago above question came up on the Julia MCMC issue list ( > https://github.com/JuliaStats/MCMC.jl/issues/45 ). > > I have no idea how much interest there is in such an interface, but I wanted > it at least for my own use, in addition to a similar interface to Jags (which > I'm working on), and of course Julia's own MCMC.jl is readily available from > METADATA. > > Stan.jl is an initial version of such an interface. It is assumed users have > some experience with Julia (REPL, iJulia, LightTable, etc.) and some > familiarity with Stan script and data files. > > To test it, three steps are needed: > > 1. Install CmdStan as described in the Getting Started sections 2.2, 2.3 (and > 2.4 to test it) of the CmdStan Interface User's Guide (Version 2.3.0, Jun > 20th, 2014). > > 2. Set the environment variable STAN_HOME to point to the directory where > CmdStan was downloaded, e.g. on OSX I added to my .bash_profile: > > export STAN_HOME=/Users/rob/Projects/Stan/cmdstan/ > launchctl setenv STAN_HOME /Users/rob/Projects/Stan/cmdstan/ > > The launchctl line (on OSX) will typically only be needed for e.g. > LightTable and similar apps that do not inherit the full shell environment. > > 3. Install Stan.jl: > > Julia > 'Pkg.add("Stan")' . > > To test the setup: > > Julia > Pkg.test("Stan") > > The README.md file in the Stan.jl package contains a walk-through example, > somewhat similar to section 2.4 of the CmdStan Interface User's Guide. > > This is a first version of Stan.jl and no doubt will need tweaking (and > more!). I can't test on non-OSX platforms either, so I will need help to iron > out issues on those platforms. > > Dependent on the level of interest and feedback ( please file requests/issues > at https://github.com/goedman/Stan.jl/issues ), additional features will be > added as time permits or through 'Pull Requests'. > > R and Python are in a very different stage of their life cycle compared to > Julia and Stan, so I have opted to keep the package lightweight to track > changes in both Julia and Stan. > > The two primary features currently implemented are generating a Model() to be > used to automatically generate the command to execute a Stan script and the > use of make to minimize the number of compilations required. > > This Stan.jl version cannot activate sub-parts of Stan, like R can through > Rcpp. By default Stan.jl runs 4 chains when sampling. > > Regards, > Rob J. Goedman > [email protected] >
