Refactoring CmdStan.jl v6. Maybe this is an ok approach.
This package is registered. Install with
pkg> add StanOptimize
You need a working cmdstan installation, the path of which you should specify in
JULIA_CMDSTAN_HOME, eg in your
~/.julia/config/startup.jl have a line like
# CmdStan setup ENV["JULIA_CMDSTAN_HOME"] = expanduser("~/src/cmdstan-2.19.1/") # 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
stan_sample will use a single process.
Use this package like this:
See the docstrings (in particular
?StanOptimize) for more.