How to run Stan diagnose binary using StanSample.jl

Have you installed CmdStan already? StanSample assumes that it’s already installed in the location specified by the CMDSTAN environment variable (or equivalent in the Julia config file).

The error implies that there’s no file at /Users/stephenwild/cmdstan/bin/diagnose, so you probably have to either install cmdstan to /Users/stephenwild/cmdstan or update the CMDSTAN environment variable to point to where you did install it.