StanOptimize.jl
Project Status | Build Status |
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Important note
StanOptimize.jl v3 is a breaking change.
While in StanOptimize.jl v2 one could select Bfgs as optimization algorithm:
om = OptimizeModel("bernoulli", bernoulli_model;
method=StanOptimize.Optimize(;method=StanOptimize.Bfgs()),
#tmpdir = joinpath(@__DIR__, "tmp"));
tmpdir = mktempdir());
rc = stan_optimize(om; data, init)
In StanOptimize.jl v3:
om = OptimizeModel("bernoulli", bernoulli_model)
rc = stan_optimize(om; data, init, algorithm=:bfgs)
See ??OptimizeModel
and ??stan_optimize
.
Installation
This package is registered. Install with
pkg> add StanOptimize
You need a working cmdstan installation, the path of which you should specify in either CMDSTAN
or JULIA_CMDSTAN_HOME, eg in your
~/.julia/config/startup.jl` have a line like
# CmdStan setup
ENV["CMDSTAN"] = expanduser("~/src/cmdstan-2.28.2/") # replace with your path
This package is derived from Tamas Papp's StanRun.jl package.
Usage
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 StanOptimize
See the docstrings (in particular ?StanOptimize
) for more.