stan
https://github.com/stan-dev/stan
C++
Stan development repository. The master branch contains the current release. The develop branch contains the latest stable development. See the Developer Process Wiki for details.
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- Issues
- Refactor write_iteration* functions
- ADVI can write 1.#INF on Windows, which cannot be read
- access to iteration number and chain id within model
- softmax, categorical, multinomial with K-1 parameters for identifiability
- vb crash on Windows
- Bessel function of fractional order
- Stan should accumulate the mean and variance for all unknowns
- naturally parameterized multivariate normal
- missing data I/O and imputation / partial data structures
- bivariate normal cdf
- Docs
- C++ not yet supported