StanVariational.jl

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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-2.35.0/") # replace with your path

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.