[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.



More information about the R-SIG-Debian mailing list