stan_unconstrainsamples: Convert samples from a stanfit object to the unconstrained...

In ctsem: Continuous Time Structural Equation Modelling

Convert samples from a stanfit object to the unconstrained scale

Description

Convert samples from a stanfit object to the unconstrained scale

Usage

stan_unconstrainsamples(fit, standata = NA)

Arguments

fit	stanfit object.
standata	only necessary if R session has been restarted since fitting model – used to reinitialize stanfit object.

Value

Matrix containing columns of unconstrained parameters for each post-warmup iteration.

Examples

#get data
sunspots<-sunspot.year
sunspots<-sunspots[50: (length(sunspots) - (1988-1924))]
id <- 1
time <- 1749:1924
datalong <- cbind(id, time, sunspots)

#setup model
ssmodel <- ctModel(type='stanct', n.latent=2, n.manifest=1, 
  manifestNames='sunspots', 
  latentNames=c('ss_level', 'ss_velocity'),
  LAMBDA=matrix(c( 1, 'ma1| log(1+(exp(param)))' ), nrow=1, ncol=2),
  DRIFT=matrix(c(0, 'a21 | -log(1+exp(param))', 1, 'a22'), nrow=2, ncol=2),
  MANIFESTMEANS=matrix(c('m1|param * 10 + 44'), nrow=1, ncol=1),
  MANIFESTVAR=diag(0,1), #As per original spec
  CINT=matrix(c(0, 0), nrow=2, ncol=1),
  DIFFUSION=matrix(c(0, 0, 0, "diffusion"), ncol=2, nrow=2))

#fit
ssfit <- ctStanFit(datalong, ssmodel, 
  iter=200, chains=2,optimize=FALSE, priors=TRUE,control=list(max_treedepth=4))
umat <- stan_unconstrainsamples(ssfit$stanfit$stanfit)

ctsem documentation built on Sept. 11, 2024, 9:06 p.m.