[R-sig-Debian] packaging rstan
Ross Boylan
ross at biostat.ucsf.edu
Sun Aug 4 00:12:26 CEST 2013
I'm thinking of packaging stan and its R library rstan for Debian. Any tips?
stan does hybrid monte carlo estimation.
stan has a somewhat unusual architecture: the stanc compiler converts a stan
program (a particular model) to C++ and the C++ compiler then builds an
executable which you can run.
The R package provides a wrapper around this; I'm not sure of the exact
architecture but I think it builds a dynamically loadable object and loads it
into R.
I think both of them require the stan library (in the libstan sense, not the R
sense).
Ross Boylan
P.S. In case you're wondering why bother when R already has a HybridMC
package, stan provides automatic differentiation, compiled code, automatic
tuning of hybrid monte-carlo parameters, and the "no U-turn" (NUTS) algorithm
that extends the usual hybrid monte carlo approach.
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