Thanks for the clarification. I had assumed that the core Stan library provides all substantive functionality.
-- John On Jul 9, 2014, at 12:38 PM, Rob J. Goedman <goed...@icloud.com> wrote: > HI John, > > CmdStan is the (C++) command line user interface to work with Stan, the > equivalent of what PyStan is for Python and RStan for R. My remark reflected > recent issues where the feature set in RStan and CmdStan diverted slightly as > these interfaces are never 'just' user interfaces but often contain some > other functionality. > > The primary motivation to use C++ FFI remains to access a few features inside > Stan that are not exposed at this point in time, e.g. the Stan code to > transform from constrained to unconstrained space (where the sampling occurs) > and back. For Bernoulli in the Stan.jl examples directory that is very simple > (invlogit) and its included in the bernoulli.jl example. But in general this > could be more complicated. > > Although C++ FFI could indeed be used to drop CmdStan (and that might well be > the direction to take, time will tell), with the availabilty of capable, and > able to expand, pure Julia alternatives such as MCMC.jl and Mamba.jl, efforts > put into those and similar packages might give more bang for the buck. With > the recent introduction of Stan user functions in Stan v2.3.0 I believe this > is more true than ever (e.g. see also Brian's introduction to Mamba.jl - > http://mambajl.readthedocs.org/en/latest/intro.html#the-mamba-package ). > > Regards, > Rob J. Goedman > goed...@icloud.com > > > > > On Jul 9, 2014, at 8:45 AM, John Myles White <johnmyleswh...@gmail.com> wrote: > >> I’m not sure I understand how a C++ FFI affects whether we’re >> interchangeable with Stan or CmdStan. Isn’t the use of CmdStan a hack >> necessitated by the absence of a strong C++ FFI, which would allow us to >> interface directly with Stan itself? >> >> — John >> >> On Jul 9, 2014, at 8:43 AM, Rob J. Goedman <goed...@icloud.com> wrote: >> >>> Viral, >>> >>> Didn't know about the 'shared grant proposal', certainly a tasty bit of >>> info that should not get lost! >>> >>> John, >>> >>> Both Ben (Goodrich) and Bob (Carpenter) of the Stan team pointed me to >>> another Julia package: >>> >>> https://github.com/brian-j-smith/Mamba.jl >>> >>> Brian has contributed and maintained the boa package for R. Mamba looks >>> very, very promising. With little red ears I'm studying the package. >>> >>> It was also pointed out to me I'd forgotten to mention that Stan.jl >>> requires Julia's v0.3-prerelease (as it uses the new DataFrames). >>> >>> Finally, a significant part of the value of CmdStan/Stan is the Stan team & >>> community. Even with a mature C++ FFI, I would like to remain as >>> 'interchangeable' with both Stan and CmdStan as possible. >>> >>> Rob J. Goedman >>> goed...@icloud.com >>> >>> >>> >>> On Jul 7, 2014, at 4:54 PM, John Myles White <johnmyleswh...@gmail.com> >>> wrote: >>> >>>> This is really nice to have. I'll definitely be using it for some of my >>>> work. >>>> >>>> Now that Keno's been working on a C++ FFI, we might even be able to avoid >>>> using CmdStan. >>>> >>>> -- John >>>> >>>> On Jul 7, 2014, at 4:40 PM, Viral Shah <vi...@mayin.org> wrote: >>>> >>>>> It is great to have a Stan interface. I personally do not do MCMC stuff, >>>>> but there are mailing list threads discussing it. Julia and Stan also >>>>> shared a grant proposal at one point - so now this makes everything come >>>>> a full circle! >>>>> >>>>> -viral >>>>> >>>>> On Monday, July 7, 2014 3:28:17 PM UTC-7, Rob J Goedman wrote: >>>>> A while ago above question came up on the Julia MCMC issue list ( >>>>> https://github.com/JuliaStats/MCMC.jl/issues/45 ). >>>>> >>>>> I have no idea how much interest there is in such an interface, but I >>>>> wanted it at least for my own use, in addition to a similar interface to >>>>> Jags (which I'm working on), and of course Julia's own MCMC.jl is readily >>>>> available from METADATA. >>>>> >>>>> Stan.jl is an initial version of such an interface. It is assumed users >>>>> have some experience with Julia (REPL, iJulia, LightTable, etc.) and some >>>>> familiarity with Stan script and data files. >>>>> >>>>> To test it, three steps are needed: >>>>> >>>>> 1. Install CmdStan as described in the Getting Started sections 2.2, 2.3 >>>>> (and 2.4 to test it) of the CmdStan Interface User's Guide (Version >>>>> 2.3.0, Jun 20th, 2014). >>>>> >>>>> 2. Set the environment variable STAN_HOME to point to the directory where >>>>> CmdStan was downloaded, e.g. on OSX I added to my .bash_profile: >>>>> >>>>> export STAN_HOME=/Users/rob/Projects/Stan/cmdstan/ >>>>> launchctl setenv STAN_HOME /Users/rob/Projects/Stan/cmdstan/ >>>>> >>>>> The launchctl line (on OSX) will typically only be needed for e.g. >>>>> LightTable and similar apps that do not inherit the full shell >>>>> environment. >>>>> >>>>> 3. Install Stan.jl: >>>>> >>>>> Julia > 'Pkg.add("Stan")' . >>>>> >>>>> To test the setup: >>>>> >>>>> Julia > Pkg.test("Stan") >>>>> >>>>> The README.md file in the Stan.jl package contains a walk-through >>>>> example, somewhat similar to section 2.4 of the CmdStan Interface User's >>>>> Guide. >>>>> >>>>> This is a first version of Stan.jl and no doubt will need tweaking (and >>>>> more!). I can't test on non-OSX platforms either, so I will need help to >>>>> iron out issues on those platforms. >>>>> >>>>> Dependent on the level of interest and feedback ( please file >>>>> requests/issues at https://github.com/goedman/Stan.jl/issues ), >>>>> additional features will be added as time permits or through 'Pull >>>>> Requests'. >>>>> >>>>> R and Python are in a very different stage of their life cycle compared >>>>> to Julia and Stan, so I have opted to keep the package lightweight to >>>>> track changes in both Julia and Stan. >>>>> >>>>> The two primary features currently implemented are generating a Model() >>>>> to be used to automatically generate the command to execute a Stan script >>>>> and the use of make to minimize the number of compilations required. >>>>> >>>>> This Stan.jl version cannot activate sub-parts of Stan, like R can >>>>> through Rcpp. By default Stan.jl runs 4 chains when sampling. >>>>> >>>>> Regards, >>>>> Rob J. Goedman >>>>> goed...@icloud.com >>>>> >>>> >>> >> >
