Interesting thread. I once thought of trying to interface J to Stan <https://mc-stan.org/>--or to suggest someone more skilled at it try. As you can see on the installation <https://mc-stan.org/users/interfaces/> page, Stan already has interfaces from R, Python, MATLAB, Julia, Stata, Mathematica, and Scala. Note that R and Python have two interfaces. I've used RStan, and it's pretty nice and pretty extensive. CmdStanR seems much simpler in capability and in maintenance requirements, so a CmdStanJ seems like a nice way to get sophisticated Bayesian regression analysis. Oh, and RStan is GPL-3 while CmdStanR and Stan are BSD-3.
I lack the immediate skills and the time to develop and use those skills. Anyone else interested? Bill -- Bill Harris ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
