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.

AuthorJiqiang 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 publication2016-12-28 18:26:59
MaintainerBen Goodrich <benjamin.goodrich@columbia.edu>
LicenseGPL (>= 3)
Version2.14.1
https://groups.google.com/forum/#!forum/stan-users, http://mc-stan.org

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/external.Rmd
rstan/inst/doc/stanfit-objects.html
rstan/inst/doc/rstan.Rmd
rstan/inst/doc/stanfit-objects.R
rstan/inst/doc/external.html
rstan/inst/doc/external.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/exception
rstan/inst/include/boost_not_in_BH/boost/exception/exception.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/dynGet.R rstan/R/stan_demo.R rstan/R/pairs.R
rstan/vignettes
rstan/vignettes/stanfit-objects.Rmd
rstan/vignettes/external.Rmd
rstan/vignettes/rstan.Rmd
rstan/vignettes/besselK.hpp
rstan/vignettes/rstan.bib
rstan/vignettes/fib.hpp
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/figures
rstan/man/figures/stanlogo.png
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

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