CmdStan User's Guide
Introduction
QuickStart Guide
1 CmdStan Installation
2 Example Model and Data
3 Compiling a Stan Program
4 MCMC Sampling
5 Optimization
6 Variational Inference
7 Generating Quantities of Interest from a Fitted Model
Reference Manual
8 Command-Line Interface Overview
9 MCMC Sampling using Hamiltonian Monte Carlo
10 Maximum Likelihood Estimation
11 Variational Inference Algorithm: ADVI
12 Standalone Generate Quantities
13 Diagnosing HMC by Comparison of Gradients
14 Parallelization
CmdStan Tools
15 stanc: Translating Stan to C++
- 15.1 Instantiating the stanc binary
- 15.2 The Stan compiler program
16 stansummary: MCMC Output Analysis
17 diagnose: Diagnosing Biased Hamiltonian Monte Carlo Inferences
18 print (deprecated): MCMC Output Analysis
Appendices
19 Stan CSV File Format
20 JSON Format for CmdStan
21 RDump Format for CmdStan
22 Using external C++ code
Bibliography

CmdStan User’s Guide

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QuickStart Guide

This section is designed to help users install CmdStan and get acquainted with the CmdStan interface.