Installation

Installation of Julia

Julia is a high-level and interactive programming language (like R or Matlab), but it is also high-performance (like C). To install Julia, follow instructions here. For a quick & basic tutorial on Julia, see learn x in y minutes.

Editors:

  • Visual Studio Code provides an editor and an integrated development environment (IDE) for Julia: highly recommended!
  • You can also run Julia within a Jupyter notebook (formerly IPython notebook).

IMPORTANT: Julia code is just-in-time compiled. This means that the first time you run a function, it will be compiled at that moment. So, please be patient! Future calls to the function will be much much faster. Trying out toy examples for the first calls is a good idea.

Installation of the package

To install HighDimMixedModels, type in the Julia REPL

]
add HighDimMixedModels

The installation can take a few minutes, be patient. The package has dependencies such as Optim.jl and Lasso.jl (see the Project.toml file for the full list), but everything is installed automatically.