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.

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), 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
2016-09-12 09:14:39
Maintainer
Ben Goodrich <benjamin.goodrich@columbia.edu>
License
GPL (>= 3)
Version
2.12.1
URLs

View on CRAN

Man pages

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

Files in this package

rstan
rstan/inst
rstan/inst/CITATION
rstan/inst/misc
rstan/inst/misc/rstan_doc_ex_incomplete_2.csv
rstan/inst/misc/rstan_doc_ex_3.csv
rstan/inst/misc/rstan_doc_ex_incomplete_1.csv
rstan/inst/misc/rstan_doc_ex_1.csv
rstan/inst/misc/rstan_doc_ex_4.csv
rstan/inst/misc/stan_progress.html
rstan/inst/misc/rstan_doc_ex_2.csv
rstan/inst/NEWS
rstan/inst/doc
rstan/inst/doc/stanfit-objects.Rmd
rstan/inst/doc/stanfit-objects.html
rstan/inst/doc/rstan.Rmd
rstan/inst/doc/stanfit-objects.R
rstan/inst/doc/rstan.html
rstan/inst/doc/rstan.R
rstan/inst/unitTests
rstan/inst/unitTests/test_rlist_ref_var_context.cpp
rstan/inst/unitTests/test_rlist_ref_var_context.R
rstan/inst/unitTests/test_r_ostream.R
rstan/inst/unitTests/runit.test.options.R
rstan/inst/unitTests/runit.test.stan_csv.R
rstan/inst/unitTests/runit.test.extract_sparse_parts.R
rstan/inst/unitTests/runit.test.chains.R
rstan/inst/unitTests/testdata
rstan/inst/unitTests/testdata/blocker2.csv
rstan/inst/unitTests/testdata/blocker1.csv
rstan/inst/unitTests/runRunitTests.R
rstan/inst/unitTests/runit.test.misc.R
rstan/inst/include
rstan/inst/include/boost_not_in_BH
rstan/inst/include/boost_not_in_BH/boost
rstan/inst/include/boost_not_in_BH/boost/fusion
rstan/inst/include/boost_not_in_BH/boost/fusion/support
rstan/inst/include/boost_not_in_BH/boost/fusion/support/unused.hpp
rstan/inst/include/boost_not_in_BH/boost/phoenix
rstan/inst/include/boost_not_in_BH/boost/phoenix/core
rstan/inst/include/boost_not_in_BH/boost/phoenix/core/actor.hpp
rstan/inst/include/rstan
rstan/inst/include/rstan/values.hpp
rstan/inst/include/rstan/stan_fit.hpp
rstan/inst/include/rstan/filtered_values.hpp
rstan/inst/include/rstan/sum_values.hpp
rstan/inst/include/rstan/io
rstan/inst/include/rstan/io/rlist_ref_var_context.hpp
rstan/inst/include/rstan/io/rlist_ref_var_context_factory.hpp
rstan/inst/include/rstan/io/r_ostream.hpp
rstan/inst/include/rstan/rstaninc.hpp
rstan/inst/include/rstan/stan_args.hpp
rstan/inst/include/rstan/rstan_writer.hpp
rstan/inst/include/rstan/rcpp_module_def_for_rstan.hpp
rstan/tests
rstan/tests/doRUnit.R
rstan/src
rstan/src/lang__ast_def.cpp
rstan/src/Makevars
rstan/src/misc.cpp
rstan/src/stanc.cpp
rstan/src/lang__grammars__expression07_grammar_inst.cpp
rstan/src/lang__grammars__functions_grammar_inst.cpp
rstan/src/lang__grammars__statement_grammar_inst.cpp
rstan/src/lang__grammars__semantic_actions.cpp
rstan/src/lang__grammars__term_grammar_inst.cpp
rstan/src/lang__grammars__statement_2_grammar_inst.cpp
rstan/src/lang__grammars__bare_type_grammar_inst.cpp
rstan/src/lang__grammars__program_grammar_inst.cpp
rstan/src/lang__grammars__var_deccls_grammar_inst.cpp
rstan/src/lang__grammars__whitespace_grammar_inst.cpp
rstan/src/Makevars.win
rstan/src/init.cpp
rstan/src/lang__grammars__expression_grammar_inst.cpp
rstan/src/sparse_extractors.cpp
rstan/src/lang__grammars__indexes_grammar_inst.cpp
rstan/src/chains.cpp
rstan/NAMESPACE
rstan/R
rstan/R/monitor.R
rstan/R/rtools.R
rstan/R/plugin.R
rstan/R/stanmodel-class.R
rstan/R/stan_plot_options.R
rstan/R/AllClass.R
rstan/R/chains.R
rstan/R/stan_plot.R
rstan/R/sysdata.rda
rstan/R/expose_stan_functions.R
rstan/R/makefile_op.R
rstan/R/git_rstan_head.R
rstan/R/cxxfunplus.R
rstan/R/extract_sparse_parts.R
rstan/R/Rcpp_module_def.R
rstan/R/options.R
rstan/R/rstan_package_skeleton.R
rstan/R/cxxdso-class.R
rstan/R/lookup.R
rstan/R/stan_csv.R
rstan/R/stanfit-class.R
rstan/R/stan_plot_helpers.R
rstan/R/rstan.R
rstan/R/misc.R
rstan/R/stanc.R
rstan/R/zzz.R
rstan/R/stan_demo.R
rstan/R/pairs.R
rstan/vignettes
rstan/vignettes/stanfit-objects.Rmd
rstan/vignettes/rstan.Rmd
rstan/vignettes/rstan.bib
rstan/vignettes/schools.stan
rstan/MD5
rstan/build
rstan/build/vignette.rds
rstan/DESCRIPTION
rstan/man
rstan/man/stanfit-method-traceplot.Rd
rstan/man/rstan.package.skeleton.Rd
rstan/man/rstan-internal.Rd
rstan/man/stanfit-method-extract.Rd
rstan/man/stanfit-method-summary.Rd
rstan/man/stanfit-method-pairs.Rd
rstan/man/stanfit-method-plot.Rd
rstan/man/stan_csv.Rd
rstan/man/stan_rdump.Rd
rstan/man/As.mcmc.list.Rd
rstan/man/monitor.Rd
rstan/man/stan_plot_diagnostics.Rd
rstan/man/print.stanfit.Rd
rstan/man/read_rdump.Rd
rstan/man/rstan.Rd
rstan/man/stan.Rd
rstan/man/stanmodel-class.Rd
rstan/man/stanmodel-method-optimizing.Rd
rstan/man/stanfit-class.Rd
rstan/man/makeconf_path.Rd
rstan/man/stanmodel-method-vb.Rd
rstan/man/expose_stan_functions.Rd
rstan/man/lookup.Rd
rstan/man/stanmodel-method-sampling.Rd
rstan/man/stanc.Rd
rstan/man/set_cppo.Rd
rstan/man/stan_demo.Rd
rstan/man/stan_plot.Rd
rstan/man/rstan_options.Rd
rstan/man/stan_version.Rd
rstan/man/extract_sparse_parts.Rd
rstan/man/stan_plot_options.Rd
rstan/man/stanfit-method-logprob.Rd
rstan/man/stanfit2array-method.Rd
rstan/man/plotting-functions.Rd
rstan/man/stan_model.Rd
rstan/man/sflist2stanfit.Rd
rstan/tools
rstan/tools/stan-functions.txt
rstan/tools/stan-functions.R