Package: rstan 2.36.0.9000
Ben Goodrich
rstan: R Interface to Stan
User-facing R functions are provided to parse, compile, test, estimate, and analyze Stan models by accessing the header-only Stan library provided by the 'StanHeaders' package. The Stan project develops a probabilistic programming language that implements full Bayesian statistical inference via Markov Chain Monte Carlo, rough Bayesian inference via 'variational' approximation, and (optionally penalized) maximum likelihood estimation via optimization. In all three cases, automatic differentiation is used to quickly and accurately evaluate gradients without burdening the user with the need to derive the partial derivatives.
Authors:
rstan_2.36.0.9000.tar.gz
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rstan.pdf |rstan.html✨
rstan/json (API)
NEWS
| # Install 'rstan' in R: |
| install.packages('rstan', repos = c('https://stan-dev.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/stan-dev/rstan/issues
Pkgdown:https://mc-stan.org
bayesian-data-analysisbayesian-inferencebayesian-statisticsmcmcstancpp
Last updated 19 days agofrom:05e89d9904 (on experimental). Checks:OK: 3 NOTE: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 02 2024 |
| R-4.5-win-x86_64 | OK | Dec 02 2024 |
| R-4.5-linux-x86_64 | OK | Dec 02 2024 |
| R-4.4-win-x86_64 | NOTE | Dec 02 2024 |
| R-4.4-mac-x86_64 | NOTE | Dec 02 2024 |
| R-4.4-mac-aarch64 | NOTE | Dec 02 2024 |
| R-4.3-win-x86_64 | NOTE | Dec 02 2024 |
| R-4.3-mac-x86_64 | NOTE | Dec 02 2024 |
| R-4.3-mac-aarch64 | NOTE | Dec 02 2024 |
Exports:As.mcmc.listcheck_divergencescheck_energycheck_hmc_diagnosticscheck_treedepthconstrain_parscpp_object_initializeress_bulkess_tailexpose_stan_functionsextractextract_sparse_partsget_adaptation_infoget_bfmiget_cppcodeget_cppo_modeget_cxxflagsget_divergent_iterationsget_elapsed_timeget_initsget_logposteriorget_low_bfmi_chainsget_max_treedepth_iterationsget_num_divergentget_num_leapfrog_per_iterationget_num_max_treedepthget_num_uparsget_posterior_meanget_rngget_sampler_paramsget_seedget_seedsget_stancodeget_stanmodelget_streamgqsgrad_log_problog_problooloo_moment_matchlookupmakeconf_pathmonitornlistoptimizingOUTplotquietggread_rdumpread_stan_csvRhatRNGrstan_gg_optionsrstan_ggtheme_optionsrstan_optionsrstan.package.skeletonsamplingsbcset_cpposflist2stanfitshowstanstan_acstan_demostan_densstan_diagstan_essstan_histstan_mcsestan_modelstan_parstan_plotstan_rdumpstan_rhatstan_scatstan_tracestan_versionstancstanc_buildersummarytraceplotunconstrain_parsvb
Dependencies:abindbackportsBHcallrcheckmateclicolorspacedescdistributionalfansifarvergenericsggplot2gluegridExtragtableinlineisobandlabelinglatticelifecycleloomagrittrMASSMatrixmatrixStatsmgcvmunsellnlmenumDerivpillarpkgbuildpkgconfigposteriorprocessxpsQuickJSRR6RColorBrewerRcppRcppEigenRcppParallelrlangscalesStanHeaderstensorAtibbleutf8vctrsviridisLitewithr
Interfacing with External C++ Code
Rendered fromexternal.Rmdusingknitr::rmarkdownon Dec 02 2024.Last update: 2023-08-31
Started: 2016-12-13
RStan: the R interface to Stan
Rendered fromrstan.Rmdusingknitr::rmarkdownon Dec 02 2024.Last update: 2023-08-31
Started: 2016-06-04
Simulation Based Calibration
Rendered fromSBC.Rmdusingknitr::rmarkdownon Dec 02 2024.Last update: 2020-06-26
Started: 2019-04-18
Accessing the contents of a stanfit object
Rendered fromstanfit-objects.Rmdusingknitr::rmarkdownon Dec 02 2024.Last update: 2020-06-26
Started: 2016-06-04
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| RStan - the R interface to Stan | rstan-package rstan |
| Create array, matrix, or data.frame objects from samples in a 'stanfit' object | as.array.stanfit as.data.frame.stanfit as.matrix.stanfit dim.stanfit dimnames.stanfit is.array.stanfit names.stanfit names<-.stanfit |
| Create an mcmc.list from a stanfit object | As.mcmc.list |
| Check HMC diagnostics after sampling | check_divergences check_energy check_hmc_diagnostics check_treedepth get_bfmi get_divergent_iterations get_low_bfmi_chains get_max_treedepth_iterations get_num_divergent get_num_leapfrog_per_iteration get_num_max_treedepth |
| RStan Diagnostic plots | stan_diag stan_ess stan_mcse stan_par stan_rhat |
| Expose user-defined Stan functions to R for testing and simulation | expose_stan_functions get_rng get_stream |
| Extract samples from a fitted Stan model | extract extract,stanfit-method |
| Extract the compressed representation of a sparse matrix | extract_sparse_parts |
| Draw samples of generated quantities from a Stan model | gqs gqs,stanmodel-method |
| 'log_prob' and 'grad_log_prob' functions | constrain_pars constrain_pars,stanfit-method get_num_upars get_num_upars,stanfit-method grad_log_prob grad_log_prob,stanfit-method log_prob log_prob,stanfit-method unconstrain_pars unconstrain_pars,stanfit-method |
| Moment matching for efficient approximate leave-one-out cross-validation (LOO) | loo_moment_match loo_moment_match,stanfit-method loo_moment_match.stanfit |
| Approximate leave-one-out cross-validation | loo loo,stanfit-method loo.stanfit |
| Look up the Stan function that corresponds to a R function or name. | lookup |
| Obtain the full path of file 'Makeconf' | makeconf_path |
| Compute summaries of MCMC draws and monitor convergence | monitor print.simsummary [.simsummary |
| Created named lists | nlist |
| Obtain a point estimate by maximizing the joint posterior | optimizing optimizing,stanmodel-method |
| Create a matrix of output plots from a 'stanfit' object | pairs.stanfit |
| Plots for stanfit objects | plot,stanfit,missing-method plot,stanfit-method |
| ggplot2 for RStan | quietgg stan_ac stan_dens stan_hist stan_plot stan_scat stan_trace |
| Print a summary for a fitted model represented by a 'stanfit' object | print.stanfit |
| Read data in an R dump file to a list | read_rdump |
| Read CSV files of samples generated by (R)Stan into a 'stanfit' object | read_stan_csv |
| Convergence and efficiency diagnostics for Markov Chains | ess_bulk ess_tail Rhat |
| Set default appearance options | rstan_ggtheme_options rstan_gg_options |
| Set and read options used in RStan | rstan_options |
| RStan Plotting Functions | rstan-plotting-functions |
| Create a Skeleton for a New Source Package with Stan Programs | rstan.package.skeleton |
| Draw samples from a Stan model | sampling sampling,stanmodel-method |
| Simulation Based Calibration (sbc) | plot.sbc print.sbc sbc |
| Defunct function to set the compiler optimization level | set_cppo |
| Merge a list of stanfit objects into one | sflist2stanfit |
| Fit a model with Stan | stan |
| Demonstrate examples included in Stan | stan_demo |
| Construct a Stan model | stan_model |
| Dump the data for a Stan model to R dump file in the limited format that Stan can read. | stan_rdump |
| Obtain the version of Stan | stan_version |
| Translate Stan model specification to C++ code | stanc stanc_builder |
| Class 'stanfit': fitted Stan model | get_adaptation_info get_adaptation_info,stanfit-method get_cppo_mode get_cppo_mode,stanfit-method get_elapsed_time get_elapsed_time,stanfit-method get_inits get_inits,stanfit-method get_logposterior get_logposterior,stanfit-method get_posterior_mean get_posterior_mean,stanfit-method get_sampler_params get_sampler_params,stanfit,logical-method get_seed get_seed,stanfit-method get_seeds get_seeds,stanfit-method get_stancode get_stancode,stanfit-method get_stanmodel get_stanmodel,stanfit-method show,stanfit-method stanfit stanfit-class |
| Class representing model compiled from C++ | get_cppcode get_cppcode,stanmodel-method get_cxxflags get_cxxflags,stanmodel-method get_stancode,stanmodel-method show,stanmodel-method stanmodel-class |
| Summary method for stanfit objects | summary,stanfit-method |
| Markov chain traceplots | traceplot traceplot,stanfit-method |
| Run Stan's variational algorithm for approximate posterior sampling | vb vb,stanmodel-method |
