CmdStan is the command line interface to Stan, a package providing
- full Bayesian inference using the No-U-Turn sampler (NUTS), a variant of Hamiltonian Monte Carlo (HMC),
- penalized maximum likelihood estimation (MLE) using optimization, either Newton or quasi-Newton algorithms BFGS and L-BFGS,
- approximate Bayesian inference using automatic differentiation variational inference (ADVI),
- a full first- and higher-order automatic differentiation library based on C++ template overloads, and
- a supporting fully-templated matrix, linear algebra, and probability special function library.
