https://github.com/brian-lau/matlabstan
Matlab interface to Stan, a package for Bayesian inference
https://github.com/brian-lau/matlabstan
bayesian matlab matlab-interface stan statistics
Last synced: 9 months ago
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Matlab interface to Stan, a package for Bayesian inference
- Host: GitHub
- URL: https://github.com/brian-lau/matlabstan
- Owner: brian-lau
- License: bsd-3-clause
- Created: 2013-12-23T12:36:24.000Z (about 12 years ago)
- Default Branch: master
- Last Pushed: 2023-03-28T22:04:01.000Z (almost 3 years ago)
- Last Synced: 2025-04-11T09:52:11.801Z (10 months ago)
- Topics: bayesian, matlab, matlab-interface, stan, statistics
- Language: Matlab
- Homepage:
- Size: 923 KB
- Stars: 82
- Watchers: 17
- Forks: 47
- Open Issues: 30
-
Metadata Files:
- Readme: README.md
- License: LICENSE.txt
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README
# [MatlabStan](https://github.com/brian-lau/MatlabStan)
A Matlab interface to [Stan](http://mc-stan.org), a package for Bayesian inference.
For more information on Stan and its modeling language, see the Stan User's Guide and Reference Manual at [http://mc-stan.org/](http://mc-stan.org/documentation/).
## Installation
Details can be found in the [Getting started](https://github.com/brian-lau/MatlabStan/wiki/Getting-Started) page of the wiki.
## Example
The following is the classic 'eight schools' example from Section 5.5 of [Gelman et al (2003)](http://stat.columbia.edu/~gelman/book/). The output can be compared to that obtained using the [Rstan](https://github.com/stan-dev/rstan/wiki/RStan-Getting-Started#example-1-eight-schools) and [Pystan](https://github.com/stan-dev/pystan/blob/develop/README.rst#example) interfaces.
```
schools_code = {
'data {'
' int J; // number of schools '
' real y[J]; // estimated treatment effects'
' real sigma[J]; // s.e. of effect estimates '
'}'
'parameters {'
' real mu; '
' real tau;'
' real eta[J];'
'}'
'transformed parameters {'
' real theta[J];'
' for (j in 1:J)'
' theta[j] = mu + tau * eta[j];'
'}'
'model {'
' eta ~ normal(0, 1);'
' y ~ normal(theta, sigma);'
'}'
};
schools_dat = struct('J',8,...
'y',[28 8 -3 7 -1 1 18 12],...
'sigma',[15 10 16 11 9 11 10 18]);
fit = stan('model_code',schools_code,'data',schools_dat);
print(fit);
eta = fit.extract('permuted',true).eta;
mean(eta)
```
A collection of Matlab-specific examples is available in the [wiki](https://github.com/brian-lau/MatlabStan/wiki#examples).
## Need help?
You may be able to find a solution in the [wiki](https://github.com/brian-lau/MatlabStan/wiki/). Otherwise, open an [issue](https://github.com/brian-lau/MatlabStan/issues).
Contributions
--------------------------------
MatlabStan Copyright (c) 2017 Brian Lau [brian.lau@upmc.fr](mailto:brian.lau@upmc.fr), [BSD-3](https://github.com/brian-lau/MatlabStan/blob/master/LICENSE.txt)
[PSIS package](https://github.com/avehtari/MatlabPSIS) Copyright (c) 2015 Aki Vehtari, [GPL-3](http://www.gnu.org/licenses/gpl-3.0.en.html)
Please feel free to [fork](https://github.com/brian-lau/MatlabStan/fork) and contribute!