Since version 16, Stata has featured close integration with Python, so you can type Python code inside your Stata script, and pass objects back and forth.
I wrote StataStan (the commands -stan- and -windowsmonitor-, both on SSC) in 2014-15 and it is one of those make-do interfaces that are just wrappers for CmdStan, the command line version of Stan. It relies on passing data, model, chains etc via text files, and that has always been a weakness, producing occasional problems dependent on users' OSs, security settings and so on.
My view now is that anyone who wants to use Stan from Stata should do so through PyStan or CmdStanPy. In interface terms, the speed and stability will be better than the -stan- command. I intend to freeze development of -stan- and not to maintain compatibility with future versions of Stata. It's hard to guess whether there will be need/demand to maintain compatibility with future versions of CmdStan, so post any such concerns here as issues, as they emerge.
The fate of -windowsmonitor- is less certain. It is more likely to keep working, like Voyager 2, but it is perhaps not needed any more.
I will ask for it to be flagged as such on SSC and if, in future, you are reading this and can't find -stan- or -windowsmonitor- there, look instead at https://github.com/stan-dev/statastan
I wrote StataStan (the commands -stan- and -windowsmonitor-, both on SSC) in 2014-15 and it is one of those make-do interfaces that are just wrappers for CmdStan, the command line version of Stan. It relies on passing data, model, chains etc via text files, and that has always been a weakness, producing occasional problems dependent on users' OSs, security settings and so on.
My view now is that anyone who wants to use Stan from Stata should do so through PyStan or CmdStanPy. In interface terms, the speed and stability will be better than the -stan- command. I intend to freeze development of -stan- and not to maintain compatibility with future versions of Stata. It's hard to guess whether there will be need/demand to maintain compatibility with future versions of CmdStan, so post any such concerns here as issues, as they emerge.
The fate of -windowsmonitor- is less certain. It is more likely to keep working, like Voyager 2, but it is perhaps not needed any more.
I will ask for it to be flagged as such on SSC and if, in future, you are reading this and can't find -stan- or -windowsmonitor- there, look instead at https://github.com/stan-dev/statastan
