Difficulties Getting Started with Stan


I am a relatively new Stan user and while the language is awesome and the community support (especially this forum) great, I still found it pretty hard to get up and running with Stan.

One of the main challenges I had in getting started with Stan was that it took me quite a while to find a good, basic overview of the language. The RStan vignette, the original article in the Journal of Statistical Software on Stan, and James Savage’s intro to using Stan for econometrics all provide great overviews of Stan, but these are hard to find amidst all the other resources and links on the main Stan page.

For example, suppose you are an R user and you want to get started with Stan. Consider all the steps you need to follow just to install RStan and find basic documentation on the language.

First, from the main stan page, you need to click on the “Users” page. Next, you need to click on the “Stan interfaces” page. Then, you need to click on “Rstan”. (And note that at this point, you are probably wondering whether you should be using RStan or Rstanarm.) Next, you need to click on the RStan Quick Start Guide. This guide provides very useful instructions on how to install RStan and a simple example, but it doesn’t provide that much in the way of a useful intro to the language. So, at this point, you would probably navigate back up and click on either “RStan manual and vignettes” or “documentation.” If you are lucky, you end up looking at the Rstan vignette. If you are unlucky, you end up clicking on the Stan users guide which, while a great reference, is not at all a good place to start if learning the language.

I think that this process would be a lot easier if, on the main Stan website page, there were the following sections and links:

  1. A section called “try it out” with links to collab notebooks with very simple Stan examples in R or Python. This would allows users to very quickly try Stan out without any installation. Nothing is more frustrating if you have to spend an hour installing something just to try it out.
  2. A section called “Install Stan” with direct links to installation instructions for various interfaces / OSs.
  3. A section called “Short introduction to Stan” with links to a very basic overview of the language (i.e. the RStan vignette, the James Savage site, of the JoSS article)

the @SGB is working on improving the website - alerting them to your extremely useful feedback.


Ben Lambert has some nice simple examples of using Stan in his Student’s Guide to Bayesian Statistics & supplementary YouTube lectures, could be a good idea to get in touch with him & include some of those?


Thanks for the response and great to hear!