StanSample.jl

WIP: Wrapper package for the sample method in Stan's cmdstan executable.
Author StanJulia
Popularity
1 Star
Updated Last
2 Months Ago
Started In
June 2019

StanSample

Lifecycle Build Status codecov.io

Installation

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.

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 StanSample

See the docstrings (in particular ?StanSample) for more help.

Versions

Version 3.0.1

  1. 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.

Version 3.0.0

  1. By default read_samples(model) will return a NamedTuple with all chains appended.
  2. output_format=:namedtuples will provide a NamedTuple with separate chains.

Version 2.2.5

  1. Thanks to @yiyuezhuo, a function extract has been added to simplify grouping variables into a NamedTuple.
  2. read_sample() output_format argument has been extended with an option to request conversion to a NamedTuple.

Version 2.2.4

  1. Dropped the use of pmap in StanBase