Stan modeling language and C++ library for Bayesian inference. NUTS adaptive HMC (MCMC) sampling, automatic differentiation, R, shell interfaces. Gelman.
B. Kelly. (2007)cite arxiv:0705.2774
Comment: 39 pages, 11 figures, 1 table, accepted by ApJ. IDL routines
(linmix_err.pro) for performing the Markov Chain Monte Carlo are available at
the IDL astronomy user's library, http://idlastro.gsfc.nasa.gov/homepage.html.