To use Turing, you need to install Julia first and then install Turing.
You will need to install Julia 1.3 or greater, which you can get from the official Julia website.
Turing is an officially registered Julia package, so you can install a stable version of Turing by running the following in the Julia REPL:
julia> ] add Turing
You can check if all tests pass by running
julia> ] test Turing
Here's a simple example showing the package in action:
using Turing using StatsPlots # Define a simple Normal model with unknown mean and variance. @model function gdemo(x, y) s² ~ InverseGamma(2, 3) m ~ Normal(0, sqrt(s²)) x ~ Normal(m, sqrt(s²)) y ~ Normal(m, sqrt(s²)) end # Run sampler, collect results chn = sample(gdemo(1.5, 2), HMC(0.1, 5), 1000) # Summarise results describe(chn) # Plot and save results p = plot(chn) savefig("gdemo-plot.png")