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 Source Code: https://github.com/cran/rstan 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 Cited in: 51 Publications all top 5 Cited by 152 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 Aliverti, Emanuele 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 Botsas, Themistoklis 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 Kazemi, Iraj 1 Kejžar, Nataša 1 Khorramdel, Lale 1 Klein, Nadja 1 Selland Kleppe, Tore 1 Knight, Alexander L. 1 Kroehne, Ulf 1 Lavielle, Marc 1 Leslie, David S. 1 Lewis-Beck, Colin 1 Li, Yicheng 1 Lindström, Johan 1 Liu, Siyang 1 Lupparelli, Monia 1 Ly, Alexander 1 Ma, Mingyue 1 Manevski, Damjan 1 Marsman, Maarten 1 Mason, Lachlan R. 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 Pan, Indranil 1 Papastamoulis, Panagiotis 1 Patton, Jason 1 Peters, Gareth William 1 Pieschner, Susanne 1 Pillai, Natesh S. 1 Pohl, Steffi 1 Rabe-Hesketh, Sophia 1 Raftery, Adrian E. 1 Raices Cruz, Ivette 1 Raim, Andrew M. ...and 52 more Authors all top 5 Cited in 27 Serials 6 Computational Statistics and Data Analysis 5 The Annals of Applied Statistics 4 Psychometrika 4 Journal of Mathematical Psychology 4 Journal of Computational and Graphical Statistics 3 Statistical Modelling 2 Journal of Agricultural, Biological, and Environmental Statistics 2 Statistics and Computing 2 Bayesian Analysis 1 Journal of Mathematical Biology 1 Mathematical Biosciences 1 Journal of Multivariate Analysis 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 Journal of Theoretical Biology 1 Journal of Statistical Distributions and Applications 1 Chapman & Hall/CRC Texts in Statistical Science Series all top 5 Cited in 8 Fields 47 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 Probability theory and stochastic processes (60-XX) 4 Numerical analysis (65-XX) 2 Geophysics (86-XX) 1 Ordinary differential equations (34-XX) Citations by Year