Publications by Bob Carpenter
Stupid R Tricks: Random Scope
Andrew and I have been discussing how we’re going to define functions in Stan for defining systems of differential equations; see our evolving ode design doc; comments welcome, of course. About Scope I mentioned to Andrew I would prefer pure lexical, static scoping, as found in languages like C++ and Java. If you’re not familiar with the a...
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Stan Model of the Week: PK Calculation of IV and Oral Dosing
We’re going to be starting a Stan “model of the P” (for some time period P) column, so I thought I’d kick things off with one of my own. I’ve been following the Wingvoet blog, the author of which is identified only by the Blogger handle Wingfeet; a couple of days ago this lovely post came out: PK calculation of IV and oral dosing in ...
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(Py, R, Cmd) Stan 2.3 Released
We’re happy to announce RStan, PyStan and CmdStan 2.3. Instructions on how to install at: http://mc-stan.org/ As always, let us know if you’re having problems or have comments or suggestions. We’re hoping to roll out the next release a bit quicker this time, because we have lots of good new features that are almost ready to go (vectorizin...
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Stan 2.5, now with MATLAB, Julia, and ODEs
As usual, you can find everything on the Stan Home Page. Drop us a line on the stan-users group if you have problems with installs or questions about Stan or coding particular models. New Interfaces We’d like to welcome two new interfaces: MatlabStan by Brian Lau, and Stan.jl (for Julia) by Rob Goedman. The new interface home pages are l...
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Stan 2.7 (CRAN, variational inference, and much much more)
Stan 2.7 is now available for all interfaces. As usual, everything you need can be found starting from the Stan home page: http://mc-stan.org/ Highlights RStan is on CRAN!(1) Variational Inference in CmdStan!!(2) Two new Stan developers!!! A whole new logo!!!! Math library with autodiff now available in its own repo!!!!! (1) Just doing...
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McElreath’s Statistical Rethinking: A Bayesian Course with Examples in R and Stan
We’re not even halfway through with January, but the new year’s already rung in a new book with lots of Stan content: Richard McElreath (2016) Statistical Rethinking: A Bayesian Course with Examples in R and Stan. Chapman & Hall/CRC Press. This one got a thumbs up from the Stan team members who’ve read it, and Rasmus Bååth has called i...
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Jim Albert’s Baseball Blog
Jim Albert has a baseball blog: Baseball with R I sent a link internally to people I knew were into baseball, to which Andrew replied, “I agree that it’s cool that he doesn’t just talk, he has code.” (No kidding—the latest post as of writing this was on an R package to compute value above replacement players (VAR).) You may know me f...
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Kéry and Schaub’s Bayesian Population Analysis Translated to Stan
Hiroki ITÔ (pictured) has done everyone a service in translating to Stan the example models from Marc Kéry and Michael Schaub (2012) Bayesian Population Analysis using WinBUGS: A Hierarchical Perspective. Academic Press. You can find the code in our example-models repository on GitHub: Stan code for BPA This greatly expands on the ecologi...
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A book on RStan in Japanese: Bayesian Statistical Modeling Using Stan and R (Wonderful R, Volume 2)
Wonderful, indeed, to have an RStan book in Japanese: Kentarou Matsuura. 2016. Bayesian Statistical Modeling Using Stan and R. Wonderful R Series, Volume 2. Kyoritsu Shuppan Co., Ltd. Google translate makes the following of the description posted on Amazon Japan (linked from the title above): In recent years, understanding of the phenomenon b...
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Ensemble Methods are Doomed to Fail in High Dimensions
Ensemble methods By ensemble methods, I (Bob, not Andrew) mean approaches that scatter points in parameter space and then make moves by inteprolating or extrapolating among subsets of them. Two prominent examples are: Ter Braak’s differential evolution Goodman and Weare’s walkers There are extensions and computer implementations of...
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