A package to use cmdstan (as an external program) from Julia v1.x and up.
Documentation can be found here
Cmdstan needs to be installed separatedly. Please see cmdstan installation.
For more info on Stan, please go to http://mc-stan.org.
This version is Pkg3 based, i.e. contains a Project.toml file.
The call to stan() now has an option file_run_log=true. By default it will create the runlog file in the tmp directory. Setting it to false will write sampling progess to stdout. This is useful for cases where the sampling process is slow.
The location of the cmdstan executable and related programs is now obtained from the environment variable JULIA_CMDSTAN_HOME. This used to be CMDSTAN_HOME.
Right now versioninfo() will show its setting (if defined).
Note 1: CmdStan.jl is part of the Github StanJulia organization set of packages. It's the primary interface to Stan's cmdstan executable. Most other envisaged packages are for post-sampling steps. The intention is to deprecate Stan.jl (or in fact under the cover use CmdStan.jl and StanMamba.jl as a replacement).
Note 2: Additional work is needed on documentation.
Note 3: Works with several other packages in the StanJulia organization, i.e. StanMamba, StanDataFrames and StanMCMCChain. StanMCMCChainExamples is under development. StanMamba will be completed once Mamba is ported to Julia 1.0.
Note 4: Tested on Julia v0.7.0, Julia v1.0.0 and Julia 1.1-dev
Note 5: For now the build.jl is skipped. Please let me know if this is inconvenient.
Note 6: Master (will be released as v5.0.0) branch contains a Project.toml.