C++ Header Files for Stan

The C++ header files of the Stan project are provided by this package, but it contains little R code or documentation. The main reference is the vignette. There is a shared object containing part of the 'CVODES' library, but its functionality is not accessible from R. 'StanHeaders' is primarily useful for developers who want to utilize the 'LinkingTo' directive of their package's DESCRIPTION file to build on the Stan library without incurring unnecessary dependencies. The Stan project develops a probabilistic programming language that implements full or approximate Bayesian statistical inference via Markov Chain Monte Carlo or 'variational' methods and implements (optionally penalized) maximum likelihood estimation via optimization. The Stan library includes an advanced automatic differentiation scheme, 'templated' statistical and linear algebra functions that can handle the automatically 'differentiable' scalar types (and doubles, 'ints', etc.), and a parser for the Stan language. The 'rstan' package provides user-facing R functions to parse, compile, test, estimate, and analyze Stan models.

This package provides R with access to Stan header files. Stan is a probabilistic programming language implementing full Bayesian statistical inference with MCMC sampling and penalized maximum likelihood estimation with optimization.

By placing these headers in this package, we offer a more efficient distribution system for CRAN as replication of this code in the sources of other packages is avoided.

It can be used via the LinkingTo: field in the DESCRIPTION field of an R package --- and the R package infrastructure tools will then know how to set include flags correctly on all architectures supported by R.

See also



Reference manual

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2.21.0-7 by Ben Goodrich, a year ago


Browse source code at https://github.com/cran/StanHeaders

Authors: Ben Goodrich [cre, aut] , Joshua Pritikin [ctb] , Andrew Gelman [aut] , Bob Carpenter [aut] , Matt Hoffman [aut] , Daniel Lee [aut] , Michael Betancourt [aut] , Marcus Brubaker [aut] , Jiqiang Guo [aut] , Peter Li [aut] , Allen Riddell [aut] , Marco Inacio [aut] , Mitzi Morris [aut] , Jeffrey Arnold [aut] , Rob Goedman [aut] , Brian Lau [aut] , Rob Trangucci [aut] , Jonah Gabry [aut] , Alp Kucukelbir [aut] , Robert Grant [aut] , Dustin Tran [aut] , Michael Malecki [aut] , Yuanjun Gao [aut] , Trustees of Columbia University [cph] , Lawrence Livermore National Security [cph] (CVODES) , The Regents of the University of California [cph] (CVODES) , Southern Methodist University [cph] (CVODES)

Documentation:   PDF Manual  

BSD_3_clause + file LICENSE license

Imports RcppParallel

Suggests Rcpp, BH, knitr, rmarkdown, Matrix, methods, rstan

Linking to RcppEigen, RcppParallel

System requirements: pandoc

Imported by PosteriorBootstrap, bayesforecast, modeltime, prophet.

Depended on by bayesvl, llbayesireg, rstan.

Suggested by rstanarm.

Linked to by AovBay, BINtools, BayesSenMC, CNVRG, CausalQueries, DCPO, DeLorean, EpiNow2, FlexReg, LMMELSM, MADPop, MIRES, MapeBay, MetaStan, OncoBayes2, OpenMx, PandemicLP, PoolTestR, ProbReco, RBesT, Rlgt, RxODE, StanMoMo, TriDimRegression, YPBP, YPPE, baggr, bayes4psy, bayesGAM, bayesZIB, bayesbr, bayesdfa, beanz, bellreg, bistablehistory, blavaan, bmgarch, bmggum, bmlm, bpcs, breathteststan, bsem, cbq, conStruct, ctsem, densEstBayes, dfpk, eggCounts, epidemia, gastempt, glmmPen, glmmfields, hBayesDM, hsstan, idem, isotracer, lgpr, metaBMA, mrbayes, multinma, nlmixr, pcFactorStan, pema, psrwe, publipha, qmix, rater, rbioacc, rcbayes, rmBayes, rmdcev, rmsb, rstanemax, spsurv, ssMousetrack, survHE, surveil, thurstonianIRT, tmbstan, trialr, ubms, visit, walker, zoid.

See at CRAN