Stan (named after Stanislaw Ulam) is a free and open-source C++ library for probability and sampling.
Stan provides a package that will allow you to obtain Bayesian inference with the help of the No-U-Turn sampler (a variant of Hamiltonian Monte Carlo).
Stan is cross-platform and it works on Mac OS X, Windows and Linux.
Detailed instructions on how to install and use the Stan library on your Mac are available HERE.
- Bug Fixes:
- fixed multi_normal distribution's gradient calculations
- fixed diagnose mode from the command line to work for matrices
- typos in the manual