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Installation

To use Turing, you need to install Julia first and then install Turing via Julia.

Install Julia

You will need Julia 1.3 or greater, which you can get from the downloads page of Julia's official website.

Install Turing.jl

Turing is available from the Julia package Turing.jl. As it is officially registered, you can install it using Julia's built-in package manager Pkg.

julia> using Pkg; Pkg.add("Turing")

Note above installs the stable version of Turing. To install the version on the master branch, do Pkg.add("Turing#master") instead.

Simple example

Below is a simple example showing the package in action.

# Load Turing and a plotting package
using Turing, StatsPlots
# Define a simple Gaussian model with unknown mean and variance.
@model function gauss_unknown(x, y)
    # Assumptions
    σ² ~ InverseGamma(2, 3)
    μ  ~ Normal(0, sqrt(σ²))
    # Observations
    x  ~ Normal(μ, sqrt(σ²))
    y  ~ Normal(μ, sqrt(σ²))
end
# Collect 1,000 samples using the HMC sampler
chain = sample(gauss_unknown(1.5, 2), HMC(0.1, 5), 1_000)
# Summarise inference results
describe(chain)
# Plot and save results
plot(chain)
savefig("gauss_unknown.png")
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