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Stan

Stan is a probabilistic programming language for data analysis, enabling automatic inference for a large class of statistical models.

Cost / License

  • Free
  • Open Source

Application type

Platforms

  • Mac
  • Windows
  • Linux
  • Python  PyStan: the Python interface to Stan
  • R (programming language)  RStan: the R interface to Stan
  • Julia  Stan.jl: the Julia interface to Stan
  • MATLAB  MatlabStan: the MATLAB interface to Stan
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  1.  Data Mining

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Stan information

  • Developed by

    Bob Carpenter, Andrew Gelman, Matt Hoffman, Daniel Lee, Ben Goodrich, Michael Betancourt, Michael A. Brubaker, Jiqiang Guo, Peter Li, Allen Riddell

  • Licensing

    Open Source and Free product.

  • Alternatives

    2 alternatives listed

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  • Supported Languages

    • English

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What is Stan?

Stan is a probabilistic programming language for data analysis, enabling automatic inference for a large class of statistical models. It features full Bayesian inference with Markov chain Monte Carlo sampling, approximate Bayesian inference with variational inference and the Laplace approximation, and penalized maximum likelihood estimation with optimization. The language integrates a Math Library written in C++, which can act as a stand-alone, and features derivatives for arithmetic, special functions, probability functions, and linear algebra. Stan has interfaces for R, Python, Julia, MATLAB, Stata, and the command-line