沙发哈

Stan 2.0

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Stan is a package for obtaining Bayesian inference using the No-U-Turn sampler, a variant of Hamiltonian Monte Carlo.

Stan is freedom-respecting, open-source software.

Download & Get Started

Each platform release is self-contained and portable across operating systems.

• RStan Getting Started v2.0.1   (GNU Public License v3)
• Command-Line Stan v2.0.1   (New BSD License)
• PyStan v2.0.1.0   (GNU Public License v3)
  

Language Manual

• Stan User's Guide and Reference Manual v2.0.1   (CC BY v3 License)
  

Example Models

• BUGS and ARM Examples   (new BSD License)
  

Contact

• Mailing Lists
• Bug Reports & Feature Requests
  

More Information

• Source Repository
• Contribute Code & Models
• Stan Citations
• Development Team
  

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This is the home page for the book, Bayesian Data Analysis, by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin.

Teaching Bayesian data analysis

• Slides for 24 lectures of 75 minutes each
• 75 best lines from my course
• A student's lecture notes
• An article on teaching Bayesian applied statistics to students in social science and public health
• An article with some class-participation demonstrations for decision theory and Bayesian statistics
• For discussion topics, the Bayesian category of our research blog
  

Computing

• Stan (for posterior simulations)
• GPStuff (for fitting Gaussian processes; we used it to fit the birthday data shown on the book cover)
• Appendix C from the third edition of Bayesian Data Analysis. This appendix has an extended example of the use of Stan and R.
  

Other

• Datasets for most of the examples from the book
• Solutions to some of the exercises in the third, second, and first editions
• Reviews from prepublication, first edition, and second edition
• Table of contents and index.
• Errata for second edition of the book and for the first, second, third, fourth, fifth, and sixth printings of the first edition
  

Back to Andrew Gelman's homepage.

刚买了第三版，看着很不错，可惜还没多少时间去仔细读

不能安装rstan包，求指导我安装之后的结果
options(repos = c(getOption("repos"),
+         rstan = "http://wiki.rstan-repo.googlecode.com/git/"))
> install.packages('rstan', type = 'source')
Warning: unable to access index for repository http://wiki.rstan-repo.googlecod ... .tar.gz/src/contrib
Warning: unable to access index for repository http://wiki.rstan-repo.googlecod ... .tar.gz/src/contrib
Warning: unable to access index for repository http://wiki.rstan-repo.googlecod ... .tar.gz/src/contrib
also installing the dependency 'inline'

trying URL 'http://cran.ms.unimelb.edu.au/src/contrib/inline_0.3.13.tar.gz'
Content type 'application/x-tar' length 14224 bytes (13 Kb)
opened URL
downloaded 13 Kb

trying URL 'http://wiki.rstan-repo.googlecode.com/git/src/contrib/rstan_2.0.1.tar.gz'
Content type 'application/x-gzip' length 4773521 bytes (4.6 Mb)
opened URL
downloaded 4.6 Mb

* installing *source* package 'inline' ...
** package 'inline' successfully unpacked and MD5 sums checked
** R
** inst
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** testing if installed package can be loaded
* DONE (inline)


  C-c C-c
Warning message:

In install.packages("rstan", type = "source") :
  installation of package 'rstan' had non-zero exit status
> > > require("rstan")
Loading required package: rstan
Warning message:
In library(package, lib.loc = lib.loc, character.only = TRUE, logical.return = TRUE,  :
  there is no package called 'rstan'
> sessionInfo()
R version 3.0.2 (2013-09-25)
Platform: x86_64-w64-mingw32/x64 (64-bit)

locale:
[1] LC_COLLATE=Chinese (Simplified)_People's Republic of China.936
[2] LC_CTYPE=Chinese (Simplified)_People's Republic of China.936   
[3] LC_MONETARY=Chinese (Simplified)_People's Republic of China.936
[4] LC_NUMERIC=C                                                   
[5] LC_TIME=Chinese (Simplified)_People's Republic of China.936   

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

loaded via a namespace (and not attached):
[1] compiler_3.0.2 tools_3.0.2