StanDiagnose.jl

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This package is registered. Install with

pkg> add StanDiagnose.jl

You need a working Stan's cmdstan installation, the path of which you should specify either in CMDSTAN or JULIA_CMDSTAN_HOME, eg in your ~/.julia/config/startup.jl have a line like

# CmdStan setup
ENV["JULIA_CMDSTAN_HOME"] = expanduser("~/src/cmdstan-2.35.0/") # replace with your path

This package is derived from Tamas Papp's StanRun.jl package.

It is recommended that you start your Julia process with multiple worker processes to take advantage of parallel sampling, eg

julia -p auto

Otherwise, stan_sample will use a single process.

Use this package like this:

using StanDiagnose

See the docstrings (in particular ?StanDiagnose) for more.