I want to use Stan but I am confused about which interface is more suitable to use. I know MATLAB and already installed Matlab Stan. I don’t know R at all or even C++. However, I feel that community using Rstan is much more than MATLAB Stan. So, do you advice I learn Rstan to get help when needed, or I can get help also if I used MATLAB Stan, as working in Stan/need of help/problems that may arise, are independent from interface I am using?
Just use the interface you’re familiar with. The concepts carry over and
the main difference is the syntax and days handling. You may run into some
more rough edges on a less used interface but they’ll be easier for you to
I use both MatlabStan and RStan. Currently MatlabStan interface is not actively developed and it is missing some features, but it has the basic functionality. My students seem to have more problems to get MatlabStan working (installation requires installing CmdStan, and MatlabStan, editing file paths, and sometimes library paths) than RStan. Last year I started learning R and using RStan, so that I can then also use loo, bayesplot ans shinystan packages, which are great. If you are experienced Matlab user and need to stay in Matlab for your projects, then it’s likely that your able to get MatlabStan working, and after it’s working the rest is (mostly) interface independent,
Even better—use MatlabStan and help develop the software and community! We’re always happy to take pull requests with improvements and everyone’s encouraged to answer questions on our forums.