math/stan: New port: C++ package for Bayesian inference, maximum likelihood estimation, etc

This commit is contained in:
Yuri Victorovich 2021-08-27 22:45:23 -07:00
parent 5bf3f4c983
commit 19d3a5b611
6 changed files with 238 additions and 0 deletions

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@ -987,6 +987,7 @@
SUBDIR += spooles-mpich
SUBDIR += spot
SUBDIR += sprng
SUBDIR += stan
SUBDIR += stanmath
SUBDIR += stp
SUBDIR += suitesparse

31
math/stan/Makefile Normal file
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@ -0,0 +1,31 @@
PORTNAME= stan
DISTVERSIONPREFIX= v
DISTVERSION= 2.27.0
CATEGORIES= math
MAINTAINER= yuri@FreeBSD.org
COMMENT= C++ package for Bayesian inference, maximum likelihood estimation, etc
LICENSE= BSD3CLAUSE
LICENSE_FILE= ${WRKSRC}/LICENSE.md
RUN_DEPENDS= stanmath>0:math/stanmath
TEST_DEPENDS= gmake:devel/gmake
USES= eigen:3,run gmake python:test shebangfix
USE_GITHUB= yes
GH_ACCOUNT= stan-dev
SHEBANG_FILES= runTests.py
NO_BUILD= yes
NO_ARCH= yes
do-install:
@cd ${WRKSRC}/src && ${COPYTREE_SHARE} stan ${STAGEDIR}${PREFIX}/include
do-test: # fails to compile: https://github.com/stan-dev/stan/issues/3058
@cd ${WRKSRC} && ${SETENV} ${MAKE_ENV} ./runTests.py src/test/unit
.include <bsd.port.mk>

3
math/stan/distinfo Normal file
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TIMESTAMP = 1630127900
SHA256 (stan-dev-stan-v2.27.0_GH0.tar.gz) = f6c61baccd13bd088748767646d90d9a1427b3cd88d86f9d8d6bcbdab85f023a
SIZE (stan-dev-stan-v2.27.0_GH0.tar.gz) = 4863278

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@ -0,0 +1,11 @@
--- runTests.py.orig 2021-08-28 05:32:24 UTC
+++ runTests.py
@@ -107,7 +107,7 @@ def modelDependencies(tests):
def makeTest(name, j):
"""Run the make command for a given single test."""
- doCommand("make -j%d %s" % (j or 1, name))
+ doCommand("gmake -j%d %s" % (j or 1, name))
def runTest(name):

12
math/stan/pkg-descr Normal file
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@ -0,0 +1,12 @@
Stan is a state-of-the-art platform for statistical modeling and
high-performance statistical computation. Thousands of users rely on Stan for
statistical modeling, data analysis, and prediction in the social, biological,
and physical sciences, engineering, and business.
Users specify log density functions in Stan's probabilistic programming language
and get:
* full Bayesian statistical inference with MCMC sampling (NUTS, HMC)
* approximate Bayesian inference with variational inference (ADVI)
* penalized maximum likelihood estimation with optimization (L-BFGS)
WWW: https://mc-stan.org/

180
math/stan/pkg-plist Normal file
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include/stan/analyze/mcmc/autocovariance.hpp
include/stan/analyze/mcmc/compute_effective_sample_size.hpp
include/stan/analyze/mcmc/compute_potential_scale_reduction.hpp
include/stan/analyze/mcmc/split_chains.hpp
include/stan/callbacks/interrupt.hpp
include/stan/callbacks/logger.hpp
include/stan/callbacks/stream_logger.hpp
include/stan/callbacks/stream_writer.hpp
include/stan/callbacks/tee_writer.hpp
include/stan/callbacks/writer.hpp
include/stan/io/array_var_context.hpp
include/stan/io/chained_var_context.hpp
include/stan/io/cmd_line.hpp
include/stan/io/deserializer.hpp
include/stan/io/dump.hpp
include/stan/io/empty_var_context.hpp
include/stan/io/ends_with.hpp
include/stan/io/is_whitespace.hpp
include/stan/io/program_reader.hpp
include/stan/io/random_var_context.hpp
include/stan/io/read_line.hpp
include/stan/io/reader.hpp
include/stan/io/serializer.hpp
include/stan/io/stan_csv_reader.hpp
include/stan/io/starts_with.hpp
include/stan/io/trim_spaces.hpp
include/stan/io/util.hpp
include/stan/io/validate_dims.hpp
include/stan/io/validate_zero_buf.hpp
include/stan/io/var_context.hpp
include/stan/io/writer.hpp
include/stan/lang/rethrow_located.hpp
include/stan/mcmc/base_adaptation.hpp
include/stan/mcmc/base_adapter.hpp
include/stan/mcmc/base_mcmc.hpp
include/stan/mcmc/chains.hpp
include/stan/mcmc/covar_adaptation.hpp
include/stan/mcmc/fixed_param_sampler.hpp
include/stan/mcmc/hmc/base_hmc.hpp
include/stan/mcmc/hmc/hamiltonians/base_hamiltonian.hpp
include/stan/mcmc/hmc/hamiltonians/dense_e_metric.hpp
include/stan/mcmc/hmc/hamiltonians/dense_e_point.hpp
include/stan/mcmc/hmc/hamiltonians/diag_e_metric.hpp
include/stan/mcmc/hmc/hamiltonians/diag_e_point.hpp
include/stan/mcmc/hmc/hamiltonians/ps_point.hpp
include/stan/mcmc/hmc/hamiltonians/softabs_metric.hpp
include/stan/mcmc/hmc/hamiltonians/softabs_point.hpp
include/stan/mcmc/hmc/hamiltonians/unit_e_metric.hpp
include/stan/mcmc/hmc/hamiltonians/unit_e_point.hpp
include/stan/mcmc/hmc/integrators/base_integrator.hpp
include/stan/mcmc/hmc/integrators/base_leapfrog.hpp
include/stan/mcmc/hmc/integrators/expl_leapfrog.hpp
include/stan/mcmc/hmc/integrators/impl_leapfrog.hpp
include/stan/mcmc/hmc/nuts/adapt_dense_e_nuts.hpp
include/stan/mcmc/hmc/nuts/adapt_diag_e_nuts.hpp
include/stan/mcmc/hmc/nuts/adapt_softabs_nuts.hpp
include/stan/mcmc/hmc/nuts/adapt_unit_e_nuts.hpp
include/stan/mcmc/hmc/nuts/base_nuts.hpp
include/stan/mcmc/hmc/nuts/dense_e_nuts.hpp
include/stan/mcmc/hmc/nuts/diag_e_nuts.hpp
include/stan/mcmc/hmc/nuts/softabs_nuts.hpp
include/stan/mcmc/hmc/nuts/unit_e_nuts.hpp
include/stan/mcmc/hmc/nuts_classic/adapt_dense_e_nuts_classic.hpp
include/stan/mcmc/hmc/nuts_classic/adapt_diag_e_nuts_classic.hpp
include/stan/mcmc/hmc/nuts_classic/adapt_unit_e_nuts_classic.hpp
include/stan/mcmc/hmc/nuts_classic/base_nuts_classic.hpp
include/stan/mcmc/hmc/nuts_classic/dense_e_nuts_classic.hpp
include/stan/mcmc/hmc/nuts_classic/diag_e_nuts_classic.hpp
include/stan/mcmc/hmc/nuts_classic/unit_e_nuts_classic.hpp
include/stan/mcmc/hmc/static/adapt_dense_e_static_hmc.hpp
include/stan/mcmc/hmc/static/adapt_diag_e_static_hmc.hpp
include/stan/mcmc/hmc/static/adapt_softabs_static_hmc.hpp
include/stan/mcmc/hmc/static/adapt_unit_e_static_hmc.hpp
include/stan/mcmc/hmc/static/base_static_hmc.hpp
include/stan/mcmc/hmc/static/dense_e_static_hmc.hpp
include/stan/mcmc/hmc/static/diag_e_static_hmc.hpp
include/stan/mcmc/hmc/static/softabs_static_hmc.hpp
include/stan/mcmc/hmc/static/unit_e_static_hmc.hpp
include/stan/mcmc/hmc/static_uniform/adapt_dense_e_static_uniform.hpp
include/stan/mcmc/hmc/static_uniform/adapt_diag_e_static_uniform.hpp
include/stan/mcmc/hmc/static_uniform/adapt_softabs_static_uniform.hpp
include/stan/mcmc/hmc/static_uniform/adapt_unit_e_static_uniform.hpp
include/stan/mcmc/hmc/static_uniform/base_static_uniform.hpp
include/stan/mcmc/hmc/static_uniform/dense_e_static_uniform.hpp
include/stan/mcmc/hmc/static_uniform/diag_e_static_uniform.hpp
include/stan/mcmc/hmc/static_uniform/softabs_static_uniform.hpp
include/stan/mcmc/hmc/static_uniform/unit_e_static_uniform.hpp
include/stan/mcmc/hmc/xhmc/adapt_dense_e_xhmc.hpp
include/stan/mcmc/hmc/xhmc/adapt_diag_e_xhmc.hpp
include/stan/mcmc/hmc/xhmc/adapt_softabs_xhmc.hpp
include/stan/mcmc/hmc/xhmc/adapt_unit_e_xhmc.hpp
include/stan/mcmc/hmc/xhmc/base_xhmc.hpp
include/stan/mcmc/hmc/xhmc/dense_e_xhmc.hpp
include/stan/mcmc/hmc/xhmc/diag_e_xhmc.hpp
include/stan/mcmc/hmc/xhmc/softabs_xhmc.hpp
include/stan/mcmc/hmc/xhmc/unit_e_xhmc.hpp
include/stan/mcmc/sample.hpp
include/stan/mcmc/stepsize_adaptation.hpp
include/stan/mcmc/stepsize_adapter.hpp
include/stan/mcmc/stepsize_covar_adapter.hpp
include/stan/mcmc/stepsize_var_adapter.hpp
include/stan/mcmc/var_adaptation.hpp
include/stan/mcmc/windowed_adaptation.hpp
include/stan/model/finite_diff_grad.hpp
include/stan/model/grad_hess_log_prob.hpp
include/stan/model/grad_tr_mat_times_hessian.hpp
include/stan/model/gradient.hpp
include/stan/model/gradient_dot_vector.hpp
include/stan/model/hessian.hpp
include/stan/model/hessian_times_vector.hpp
include/stan/model/indexing.hpp
include/stan/model/indexing/access_helpers.hpp
include/stan/model/indexing/assign.hpp
include/stan/model/indexing/assign_varmat.hpp
include/stan/model/indexing/deep_copy.hpp
include/stan/model/indexing/index.hpp
include/stan/model/indexing/rvalue.hpp
include/stan/model/indexing/rvalue_at.hpp
include/stan/model/indexing/rvalue_index_size.hpp
include/stan/model/indexing/rvalue_varmat.hpp
include/stan/model/log_prob_grad.hpp
include/stan/model/log_prob_propto.hpp
include/stan/model/model_base.hpp
include/stan/model/model_base_crtp.hpp
include/stan/model/model_functional.hpp
include/stan/model/model_header.hpp
include/stan/model/prob_grad.hpp
include/stan/model/rethrow_located.hpp
include/stan/model/test_gradients.hpp
include/stan/optimization/bfgs.hpp
include/stan/optimization/bfgs_linesearch.hpp
include/stan/optimization/bfgs_update.hpp
include/stan/optimization/lbfgs_update.hpp
include/stan/optimization/newton.hpp
include/stan/services/diagnose/defaults.hpp
include/stan/services/diagnose/diagnose.hpp
include/stan/services/error_codes.hpp
include/stan/services/experimental/advi/defaults.hpp
include/stan/services/experimental/advi/fullrank.hpp
include/stan/services/experimental/advi/meanfield.hpp
include/stan/services/optimize/bfgs.hpp
include/stan/services/optimize/defaults.hpp
include/stan/services/optimize/lbfgs.hpp
include/stan/services/optimize/newton.hpp
include/stan/services/sample/defaults.hpp
include/stan/services/sample/fixed_param.hpp
include/stan/services/sample/hmc_nuts_dense_e.hpp
include/stan/services/sample/hmc_nuts_dense_e_adapt.hpp
include/stan/services/sample/hmc_nuts_diag_e.hpp
include/stan/services/sample/hmc_nuts_diag_e_adapt.hpp
include/stan/services/sample/hmc_nuts_unit_e.hpp
include/stan/services/sample/hmc_nuts_unit_e_adapt.hpp
include/stan/services/sample/hmc_static_dense_e.hpp
include/stan/services/sample/hmc_static_dense_e_adapt.hpp
include/stan/services/sample/hmc_static_diag_e.hpp
include/stan/services/sample/hmc_static_diag_e_adapt.hpp
include/stan/services/sample/hmc_static_unit_e.hpp
include/stan/services/sample/hmc_static_unit_e_adapt.hpp
include/stan/services/sample/standalone_gqs.hpp
include/stan/services/util/create_rng.hpp
include/stan/services/util/create_unit_e_dense_inv_metric.hpp
include/stan/services/util/create_unit_e_diag_inv_metric.hpp
include/stan/services/util/experimental_message.hpp
include/stan/services/util/generate_transitions.hpp
include/stan/services/util/gq_writer.hpp
include/stan/services/util/initialize.hpp
include/stan/services/util/inv_metric.hpp
include/stan/services/util/mcmc_writer.hpp
include/stan/services/util/read_dense_inv_metric.hpp
include/stan/services/util/read_diag_inv_metric.hpp
include/stan/services/util/run_adaptive_sampler.hpp
include/stan/services/util/run_sampler.hpp
include/stan/services/util/validate_dense_inv_metric.hpp
include/stan/services/util/validate_diag_inv_metric.hpp
include/stan/variational/advi.hpp
include/stan/variational/base_family.hpp
include/stan/variational/families/normal_fullrank.hpp
include/stan/variational/families/normal_meanfield.hpp
include/stan/variational/print_progress.hpp
include/stan/version.hpp