This package is registered. It can be installed with
pkg> add StanSample.jl
StanSample.jl v3 is slightly breaking in that the default return of
read_samples has been update to be a NamedTuple, i.e.
output_format=:namedtuple, while it used to return a 3 dimensional Array.
You need a working Stan's 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 modeled after 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
?StanSample) for more help.
- Thanks to the help of John Wright (@jwright11) all StanJulia packages have been tested on Windows. Most functionality work, with one exception. Stansummary.exe fails on Windows if warmup samples have been saved.
- By default read_samples(model) will return a NamedTuple with all chains appended.
output_format=:namedtupleswill provide a NamedTuple with separate chains.
- Thanks to @yiyuezhuo, a function
extracthas been added to simplify grouping variables into a NamedTuple.
- read_sample() output_format argument has been extended with an option to request conversion to a NamedTuple.
- Dropped the use of pmap in StanBase