Accessing the contents of a stanfit object

This vignette demonstrates how to access most of data stored in a stanfit object. A stanfit object (an object of class "stanfit") contains the output derived from fitting a Stan model using Markov chain Monte Carlo or one of Stan’s variational approximations (meanfield or full-rank). Throughout the document we’ll use the stanfit object obtained from fitting the Eight Schools example model:

library(rstan)
fit <- stan_demo("eight_schools", refresh = 0)

Error in stanc(file = file, model_code = model_code, model_name = model_name, : 0
Syntax error in 'string', line 3, column 9 to column 10, parsing error:
   -------------------------------------------------
     1:  data {
     2:    int<lower=0> J;          // number of schools
     3:    real y[J];               // estimated treatment effects
                  ^
     4:    real<lower=0> sigma[J];  // s.e. of effect estimates
     5:  }
   -------------------------------------------------

";" expected after variable declaration.
It looks like you are trying to use the old array syntax.
Please use the new syntax:
array[J] real y;

class(fit)

Error: object 'fit' not found

Posterior draws

There are several functions that can be used to access the draws from the posterior distribution stored in a stanfit object. These are extract, as.matrix, as.data.frame, and as.array, each of which returns the draws in a different format.

extract()

The extract function (with its default arguments) returns a list with named components corresponding to the model parameters.

list_of_draws <- extract(fit)

Error in h(simpleError(msg, call)): error in evaluating the argument 'object' in selecting a method for function 'extract': object 'fit' not found

print(names(list_of_draws))

Error: object 'list_of_draws' not found

In this model the parameters mu and tau are scalars and theta is a vector with eight elements. This means that the draws for mu and tau will be vectors (with length equal to the number of post-warmup iterations times the number of chains) and the draws for theta will be a matrix, with each column corresponding to one of the eight components:

head(list_of_draws$mu)

Error: object 'list_of_draws' not found

head(list_of_draws$tau)

Error: object 'list_of_draws' not found

head(list_of_draws$theta)

Error: object 'list_of_draws' not found

as.matrix(), as.data.frame(), as.array()

The as.matrix, as.data.frame, and as.array functions can also be used to retrieve the posterior draws from a stanfit object:

matrix_of_draws <- as.matrix(fit)

Error: object 'fit' not found

print(colnames(matrix_of_draws))

Error: object 'matrix_of_draws' not found

df_of_draws <- as.data.frame(fit)

Error: object 'fit' not found

print(colnames(df_of_draws))

Error: object 'df_of_draws' not found

array_of_draws <- as.array(fit)

Error: object 'fit' not found

print(dimnames(array_of_draws))

Error: object 'array_of_draws' not found

The as.matrix and as.data.frame methods essentially return the same thing except in matrix and data frame form, respectively. The as.array method returns the draws from each chain separately and so has an additional dimension:

print(dim(matrix_of_draws))

Error: object 'matrix_of_draws' not found

print(dim(df_of_draws))

Error: object 'df_of_draws' not found

print(dim(array_of_draws))

Error: object 'array_of_draws' not found

By default all of the functions for retrieving the posterior draws return the draws for all parameters (and generated quantities). The optional argument pars (a character vector) can be used if only a subset of the parameters is desired, for example:

mu_and_theta1 <- as.matrix(fit, pars = c("mu", "theta[1]"))

Error: object 'fit' not found

head(mu_and_theta1)

Error: object 'mu_and_theta1' not found

Posterior summary statistics and convergence diagnostics

Summary statistics are obtained using the summary function. The object returned is a list with two components:

fit_summary <- summary(fit)

Error in h(simpleError(msg, call)): error in evaluating the argument 'object' in selecting a method for function 'summary': object 'fit' not found

print(names(fit_summary))

Error: object 'fit_summary' not found

In fit_summary$summary all chains are merged whereas fit_summary$c_summary contains summaries for each chain individually. Typically we want the summary for all chains merged, which is what we’ll focus on here.

The summary is a matrix with rows corresponding to parameters and columns to the various summary quantities. These include the posterior mean, the posterior standard deviation, and various quantiles computed from the draws. The probs argument can be used to specify which quantiles to compute and pars can be used to specify a subset of parameters to include in the summary.

For models fit using MCMC, also included in the summary are the Monte Carlo standard error (se_mean), the effective sample size (n_eff), and the R-hat statistic (Rhat).

print(fit_summary$summary)

Error: object 'fit_summary' not found

If, for example, we wanted the only quantiles included to be 10% and 90%, and for only the parameters included to be mu and tau, we would specify that like this:

mu_tau_summary <- summary(fit, pars = c("mu", "tau"), probs = c(0.1, 0.9))$summary

Error in h(simpleError(msg, call)): error in evaluating the argument 'object' in selecting a method for function 'summary': object 'fit' not found

print(mu_tau_summary)

Error: object 'mu_tau_summary' not found

Since mu_tau_summary is a matrix we can pull out columns using their names:

mu_tau_80pct <- mu_tau_summary[, c("10%", "90%")]

Error: object 'mu_tau_summary' not found

print(mu_tau_80pct)

Error: object 'mu_tau_80pct' not found

Sampler diagnostics

For models fit using MCMC the stanfit object will also contain the values of parameters used for the sampler. The get_sampler_params function can be used to access this information.

The object returned by get_sampler_params is a list with one component (a matrix) per chain. Each of the matrices has number of columns corresponding to the number of sampler parameters and the column names provide the parameter names. The optional argument inc_warmup (defaulting to TRUE) indicates whether to include the warmup period.

sampler_params <- get_sampler_params(fit, inc_warmup = FALSE)

Error in h(simpleError(msg, call)): error in evaluating the argument 'object' in selecting a method for function 'get_sampler_params': object 'fit' not found

sampler_params_chain1 <- sampler_params[[1]]
colnames(sampler_params_chain1)

NULL

To do things like calculate the average value of accept_stat__ for each chain (or the maximum value of treedepth__ for each chain if using the NUTS algorithm, etc.) the sapply function is useful as it will apply the same function to each component of sampler_params:

mean_accept_stat_by_chain <- sapply(sampler_params, function(x) mean(x[, "accept_stat__"]))

Error in x[, "accept_stat__"]: incorrect number of dimensions

print(mean_accept_stat_by_chain)

Error: object 'mean_accept_stat_by_chain' not found

max_treedepth_by_chain <- sapply(sampler_params, function(x) max(x[, "treedepth__"]))

Error in x[, "treedepth__"]: incorrect number of dimensions

print(max_treedepth_by_chain)

Error: object 'max_treedepth_by_chain' not found

Model code

The Stan program itself is also stored in the stanfit object and can be accessed using get_stancode:

code <- get_stancode(fit)

Error in h(simpleError(msg, call)): error in evaluating the argument 'object' in selecting a method for function 'get_stancode': object 'fit' not found

The object code is a single string and is not very intelligible when printed:

print(code)

Error: object 'code' not found

A readable version can be printed using cat:

cat(code)

Error: object 'code' not found

Initial values

The get_inits function returns initial values as a list with one component per chain. Each component is itself a (named) list containing the initial values for each parameter for the corresponding chain:

inits <- get_inits(fit)

Error in h(simpleError(msg, call)): error in evaluating the argument 'object' in selecting a method for function 'get_inits': object 'fit' not found

inits_chain1 <- inits[[1]]

Error: object 'inits' not found

print(inits_chain1)

Error: object 'inits_chain1' not found

(P)RNG seed

The get_seed function returns the (P)RNG seed as an integer:

print(get_seed(fit))

Error in h(simpleError(msg, call)): error in evaluating the argument 'object' in selecting a method for function 'get_seed': object 'fit' not found

Warmup and sampling times

The get_elapsed_time function returns a matrix with the warmup and sampling times for each chain:

print(get_elapsed_time(fit))

Error in h(simpleError(msg, call)): error in evaluating the argument 'object' in selecting a method for function 'get_elapsed_time': object 'fit' not found