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.
|Author||Jiqiang Guo [aut], Jonah Gabry [aut], Ben Goodrich [cre, aut], Daniel Lee [ctb], Krzysztof Sakrejda [ctb], Trustees of Columbia University [cph], Oleg Sklyar [cph] (R/cxxfunplus.R), The R Core Team [cph] (R/pairs.R, R/dynGet.R), Jens Oehlschlaegel-Akiyoshi [cph] (R/pairs.R), Hadley Wickham [cph] (R/rtools.R), Joel de Guzman [cph] (Boost), John Fletcher [cph] (Boost), Thomas Heller [cph] (Boost), Eric Niebler [cph] (Boost)|
|Date of publication||2016-12-28 18:26:59|
|Maintainer||Ben Goodrich <email@example.com>|
|License||GPL (>= 3)|
As.mcmc.list: Create an mcmc.list from a stanfit object
expose_stan_functions: Expose user-defined Stan functions to R for testing and...
extract_sparse_parts: Extract the compressed representation of a sparse matrix
lookup: Look up the Stan function that corresponds to a R function or...
makeconf_path: Obtain the full path of file 'Makeconf'
monitor: Compute summaries of MCMC draws and monitor convergence
plotting-functions: RStan Plotting Functions
print.stanfit: Print a summary for a fitted model represented by a 'stanfit'...
read_rdump: Read data in an R dump file to a list
rstan: RStan - R interface to Stan
rstan-internal: Internal Functions and Methods
rstan_options: Set and read options used in RStan
rstan.package.skeleton: Create a Skeleton for a New Source Package with Stan Programs
set_cppo: Defunct function to set the compiler optimization level
sflist2stanfit: Merge a list of stanfit objects into one
stan: Fit a model using Stan
stanc: Translate Stan model specification to C++ code
stan_csv: Read CSV files of samples generated by (R)Stan into a...
stan_demo: Demonstrate examples included in Stan
stanfit2array-method: Create array, matrix, or data.frame objects from samples in a...
stanfit-class: Class 'stanfit': fitted Stan model
stanfit-method-extract: Extract samples from a fitted Stan model
stanfit-method-logprob: Model's 'log_prob' and 'grad_log_prob' functions
stanfit-method-pairs: Create a matrix of output plots from a 'stanfit' object
stanfit-method-plot: Plots for stanfit objects
stanfit-method-summary: Summary method for stanfit objects
stanfit-method-traceplot: Markov chain traceplots
stan_model: Construct a Stan model
stanmodel-class: Class representing model compiled from C++
stanmodel-method-optimizing: Obtain a point estimate by maximizing the joint posterior
stanmodel-method-sampling: Draw samples from a Stan model
stanmodel-method-vb: Run Stan's variational algorithm for approximate posterior...
stan_plot: ggplot2 for RStan
stan_plot_diagnostics: RStan Diagnostic plots
stan_plot_options: Set default appearance options
stan_rdump: Dump the data for a Stan model to R dump file in the limited...
stan_version: Obtain the version of Stan