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
- Doing the decomposition for every momentum draw is inefficient
- Add Tail ESS
- Add Rhatv5
- Why does transition() in hmc use ps_point and not it's actual type?
- Make base_mcmc into crtp?
- Make const correct (accessors and mutators vs. API consistency)
- Speculative dynamic HMC
- Implement automatic selection of dense/diag metric at warmup
- Feature/issue 2814 warmup auto
- Feature request: parallel vb sampling from posterior
- Docs
- C++ not yet supported