rstan swMATH ID: 16103 Software Authors: Jiqiang Guo, Jonah Gabry, Ben Goodrich, Daniel Lee, Krzysztof Sakrejda, Oleg Sklyar, Jens Oehlschlaegel-Akiyoshi, Hadley Wickham, Joel de Guzman, John Fletcher, Thomas Heller, Eric Niebler Description: R package rstan. User-facing R functions are provided to parse, compile, test, estimate, and analyze Stan models by accessing the header-only Stan library provided by the ’StanHeaders’ package. The Stan project develops a probabilistic programming language that implements full Bayesian statistical inference via Markov Chain Monte Carlo, rough Bayesian inference via variational approximation, and (optionally penalized) maximum likelihood estimation via optimization. In all three cases, automatic differentiation is used to quickly and accurately evaluate gradients without burdening the user with the need to derive the partial derivatives. Homepage: https://cran.r-project.org/web/packages/rstan/index.html Dependencies: R Keywords: CRAN; R package; Interface; Stan Related Software: RStan; R; Stan; BayesDA; JAGS; CODA; NUTS; GitHub; spBayes; lme4; brms; Rcpp; bridgesampling; loo; rstanarm; ggplot2; nlme; StanHeaders; lavaan; PRMLT Referenced in: 46 Publications all top 5 Referenced by 136 Authors 3 Wagenmakers, Eric-Jan 2 Batchelder, William H. 2 Gronau, Quentin F. 2 Matzke, Dora 2 Ntzoufras, Ioannis 2 Quijano Xacur, Oscar Alberto 2 Wand, Matthew P. 1 Asar, Ozgur 1 Banerjee, Sudipto 1 Barbaro, Ryan P. 1 Beebe, Nigel 1 Blagus, Rok 1 Boehm, Udo 1 Bogaerts, Stefan 1 Boonstra, Philip S. 1 Bradley, Jonathan R. 1 Briš, Radim 1 Bürkner, Paul-Christian 1 Cai, Yan 1 Chan, Duo 1 Chan, Jennifer So Kuen 1 Chen, Wilson Ye 1 Colegate, Stephen P. 1 Coolen, Frank P. A. 1 Cordoba, Karen Rosana 1 Dai, Chenguang 1 Datta, Abhirup 1 Denis, Jean-Baptiste 1 Dortet-Bernadet, Jean-Luc 1 Downs, Robert T. 1 Eleish, Ahmed 1 Fisher, Thomas J. 1 Flegal, James M. 1 Flohr, Rob 1 Forster, Jonathan J. 1 Fu, Zhihui 1 Fuchs, Christiane 1 Fuglstad, Geir-Arne 1 Gabry, Jonah 1 Galeano, Pedro 1 Gin, Brian 1 Gutman, Roee 1 Hasenauer, Jan 1 Hauer, Mathew E. 1 Hazen, Robert M. 1 Heck, Daniel W. 1 Hem, Ingeborg Gullikstad 1 Hobbs, Jonathan 1 Hoff, Peter D. 1 Holan, Scott H. 1 Hornbuckle, Brian 1 Huang, Xianzheng 1 Hui, Francis K. C. 1 Huybers, Peter 1 Hystad, Grethe 1 Jones, Galin L. 1 Karimi, Belhal 1 Kejžar, Nataša 1 Klein, Nadja 1 Selland Kleppe, Tore 1 Knight, Alexander L. 1 Lavielle, Marc 1 Leslie, David S. 1 Lewis-Beck, Colin 1 Li, Yicheng 1 Liu, Siyang 1 Lupparelli, Monia 1 Ly, Alexander 1 Ma, Mingyue 1 Manevski, Damjan 1 Marsman, Maarten 1 Menictas, Marianne 1 Mondal, Anirban 1 Montenegro, Alvaro Mauricio 1 Morrison, Shaunna M. 1 Moulines, Eric 1 Mulder, Joris 1 Nolan, Tui H. 1 Nott, David John 1 Oberski, Daniel L. 1 Pacheco-Cobos, Luis 1 Pagendam, Dan 1 Papastamoulis, Panagiotis 1 Patton, Jason 1 Peters, Gareth William 1 Pieschner, Susanne 1 Pillai, Natesh S. 1 Rabe-Hesketh, Sophia 1 Raftery, Adrian E. 1 Raim, Andrew M. 1 Riebler, Andrea 1 Ritchie, Scott 1 Robertson, Nathan 1 Rockwood, Nicholas J. 1 Ross, Cody T. 1 Rue, Håvard 1 Russell, Brook T. 1 Ružić Gorenjec, Nina 1 Sarafoglou, Alexandra 1 Schmertmann, Carl P. ...and 36 more Authors all top 5 Referenced in 26 Serials 5 Computational Statistics and Data Analysis 5 The Annals of Applied Statistics 4 Journal of Mathematical Psychology 3 Psychometrika 3 Statistical Modelling 3 Journal of Computational and Graphical Statistics 2 Journal of Agricultural, Biological, and Environmental Statistics 2 Bayesian Analysis 1 Journal of Mathematical Biology 1 Mathematical Biosciences 1 Insurance Mathematics & Economics 1 Revista Colombiana de Estadística 1 Journal of Jiangxi Normal University. Natural Science Edition 1 International Journal of Approximate Reasoning 1 Computational Statistics 1 Journal of Statistical Computation and Simulation 1 Journal of Applied Statistics 1 ASTIN Bulletin 1 Journal of Shenyang Normal University. Natural Science Edition 1 Journal of the Korean Statistical Society 1 Statistical Analysis and Data Mining 1 Mathematical Geosciences 1 Statistics and Computing 1 Journal of Theoretical Biology 1 Journal of Statistical Distributions and Applications 1 Chapman & Hall/CRC Texts in Statistical Science Series all top 5 Referenced in 8 Fields 42 Statistics (62-XX) 6 Computer science (68-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Biology and other natural sciences (92-XX) 4 Numerical analysis (65-XX) 3 Probability theory and stochastic processes (60-XX) 2 Geophysics (86-XX) 1 Ordinary differential equations (34-XX) Referencing Publications by Year