RStan 2.8.0 is available on CRAN!
Installation directions can be found on RStan’s Wiki.
And since I know a lot of people aren’t patient enough to read through installation instructions, the most important parts are:
- You (still) need a C++ toolchain.
Mac: XCode. Make sure to open it once after download to accept the license.
Windows: Rtools. Make sure the binaries are on your Windows path.Linux. If you don’t have a C++ toolchain in Linux, you should probably rethink your operating system.
- From within R:
> install.packages("rstan", dependencies = TRUE)
I don’t know why you need dependencies, but maybe the RStan gurus can explain.
- Restart R before using RStan. Please.
This is another thing that I don’t understand, but it does solve a lot of problems.
As always, if you run into trouble, let us know on the stan-users mailing list.