https://github.com/jgabry/nyr-stan-workshop-2023

NY R Stan Workshop 2023
https://github.com/jgabry/nyr-stan-workshop-2023

Last synced: about 1 month ago
JSON representation

NY R Stan Workshop 2023

• Host: GitHub
• URL: https://github.com/jgabry/nyr-stan-workshop-2023
• Owner: jgabry
• License: mit
• Created: 2023-07-06T01:58:56.000Z (over 1 year ago)
• Default Branch: main
• Last Pushed: 2023-08-30T16:41:11.000Z (over 1 year ago)
• Last Synced: 2024-10-14T10:50:47.540Z (3 months ago)
• Language: Stan
• Size: 8.03 MB
• Stars: 2
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

Awesome Lists containing this project

README

        
# NYR Conference 2023

### Install needed software

```r

# install R packages

install.packages(c("dplyr", "lubridate", "ggplot2", "bayesplot", "posterior", "remotes"))

remotes::install_github("stan-dev/cmdstanr")

# install cmdstan

# please post on discourse.mc-stan.org if you run into errors

cmdstanr::install_cmdstan(cores = 2)

# check if cmdstan installation works properly

# please post on discourse.mc-stan.org if you run into errors

cmdstanr::cmdstanr_example()

# optionally install rstan 

# we won't _need_ this but it has some extra features we can use if you have it installed

# if it fails to install don't worry about it

install.packages("rstan")

```

### Interactive MCMC demo

We'll use this on day 2: 

https://chi-feng.github.io/mcmc-demo/app.html

### Tentative Agenda

(This may change substantially based on how we end up tailoring the content to the specific group we have.)

Day 1 Morning

- Intro Bayesian workflow and Stan

- Intro to the running example we'll use throughout the class

Day 1 Afternoon

- Write first Stan program 

Day 2 Morning 

- Expand our Stan program and check for improved model fit

- Start discussing hierarchical models if there's time

Day 2 Afternoon

- Hierarchical models with varying intercepts

- Reparameterization based on sampler diagnostics

- How does Stan's MCMC algorithm work?

Topics we won't have time to cover but are included in the workshop materials:

- Varying slopes model

- Time varying parameters

- Forecasting and decision making