inventionate

# Stat Installation

# XCode CLT
xcode-select --install

# Update Homebrew
brew update

# Check for broken dependencies and/or outdated packages
brew doctor

MatsuuraKentaro

data {
  int N;
  int M;
  real<lower=0> Y[N];
}

parameters {
  real<lower=0> mu;
  real<lower=0> phi;
  real<lower=1, upper=2> theta;

hadley

I think the two most important messages that people can get from a short course are:

a) the material is important and worthwhile to learn (even if it's challenging), and b) it's possible to learn it!

For those reasons, I usually start by diving as quickly as possible into visualisation. I think it's a bad idea to start by explicitly teaching programming concepts (like data structures), because the pay off isn't obvious. If you start with visualisation, the pay off is really obvious and people are more motivated to push past any initial teething problems. In stat405, I used to start with some very basic templates that got people up and running with scatterplots and histograms - they wouldn't necessary understand the code, but they'd know which bits could be varied for different effects.

Apart from visualisation, I think the two most important topics to cover are tidy data (i.e. http://www.jstatsoft.org/v59/i10/ + tidyr) and data manipulation (dplyr). These are both important for when people go off and apply

tsiege

ANNOUNCEMENT

I have moved this over to the Tech Interview Cheat Sheet Repo and has been expanded and even has code challenges you can run and practice against!






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andydawson

Implementing your own gradient function in Stan.

Here's a summary of how to implement a gradient function manually in Stan 2.10 in order to override autodiff. I wanted to do this because my run-times were long, and I knew I could save some time by hard-coding my gradient function. That being said, autodiff is great, and is almost always fast enough.

Step 1. Create the .stan file which implements the model.

Two reasons to do this:

1. This will allow you to easily generate a .cpp file that will contain the basic structure you need.
2. Great for testing to make sure your hacked code gives identical output to what you would get using Stan.