Stan is a probabilistic programming language implementing statistical inference with
- Markov chain Monte Carlo sampling (NUTS, HMC)
- Optimization-based point estimation (BFGS)
Stan is coded in C++ and runs on all major platforms (Windows, Mac, Linux).
Stan is freedom-respecting, open-source software.
http://blog.revolutionanalytics.com/2012/08/rstan-fast-multilevel-bayesian-modeling-in-r.html
http://www.stat.columbia.edu/~gelman/book/software.pdf
비교적 최근에 나온 BUGS 구현. 플로리안 강의에서 소개 받음.