Stan is an open-source probabilistic programming language implementing
full Bayesian statistical inference with Markov chain Monte Carlo
sampling, approximate Bayes with variational inference and Laplace
approximation, and penalized maximum likelihood with optimization.
Interfaces are available for R, Python, Julia, MATLAB, Stata, and the
command-line. The Stan Math Library (C++) implements derivatives
for arithmetic, special functions, probability functions, and linear
algebra. The Stan language, math library, and most interfaces are
distributed under the BSD license, the R and Python interfaces under
GPL, the Julia interface under the MIT license, and the documentation
under the CC-BY license. Stan is a NumFOCUS Sponsored Project
NumFOCUS supports and promotes world-class, innovative, open source scientific software. NumFOCUS accomplishes its mission through educational programs; the promotion of high-level languages, reproducible scientific research, and open code development; and an increase in collaborative research tools and documentation.