Software & Papers

Stan (C++)

Statistical modeling language and inference algorithms for full Bayesian inference, approximate Bayesian inference, and penalized maximum likelihood estimation.
website | source code on GitHub | team

RStan (R)

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The R interface to Stan.
website | CRAN | source code on GitHub

rstantools (R)

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An R package providing tools for developing R packages interfacing with Stan.
CRAN | source code on GitHub

RStanARM (R)

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Bayesian Applied Regression Modeling via Stan. The rstanarm package is an appendage to the rstan package that enables some of the most common applied regression models to be estimated using Markov Chain Monte Carlo, variational approximations to the posterior distribution, or optimization. The rstanarm package allows these models to be specified using the customary R modeling syntax (e.g., like that of glm with a formula and a data.frame).
website | CRAN | wiki | source code on GitHub

ShinyStan (R)

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Graphical user interface providing interactive visual and numerical summaries of model parameters and convergence diagnostics for Bayesian models estimated using MCMC. The ShinyStan interface is available via the shinystan R package.
website | CRAN | online demo | wiki | source code on GitHub

bayesplot (R)

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An R package providing a library of plotting functions for use after fitting Bayesian models (typically with MCMC).
CRAN | source code on GitHub

loo (R)

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Efficient approximate leave-one-out cross-validation for Bayesian models
website | CRAN | source code on GitHub

The loo R package implements the computations described in our paper:

Aki Vehtari, Andrew Gelman, and Jonah Gabry. (2016). Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC. (preprint: arXiv, published: Statistics and Computing)