WIP: Wrapper package for the variational method in Stan's cmdstan executable.
Author StanJulia
0 Stars
Updated Last
11 Months Ago
Started In
July 2019


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Important note

Refactoring CmdStan.jl v6. Maybe this is an ok approach.


This package is registered. Install with

pkg> add StanVariational.jl

You need a working 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["CMDSTAN"] = expanduser("~/src/cmdstan-2.19.1/") # replace with your path

This package is derived from Tamas Papp's StanRun.jl package. It also uses StanDump.jl and StanSamples.jl.


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 StanVariational

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