path: root/math/stan/pkg-descr

Stan is a state-of-the-art platform for statistical modeling and
high-performance statistical computation. Thousands of users rely on Stan for
statistical modeling, data analysis, and prediction in the social, biological,
and physical sciences, engineering, and business.

Users specify log density functions in Stan's probabilistic programming language
and get:
* full Bayesian statistical inference with MCMC sampling (NUTS, HMC)
* approximate Bayesian inference with variational inference (ADVI)
* penalized maximum likelihood estimation with optimization (L-BFGS)