README.md

In jtimonen/stanbreaker: Fast way to try out different things in Stan

stanbreaker

NOTE: This is work in progress! Interface not stable or anything.

Installation

devtools::install_github("jtimonen/stanbreaker", ref = "main")

Code formatting

Assume you have model.stan with the content

data {
int<lower=0> n; //number of schools
     real y[n]; // effect of coaching
real<lower=0> sigma[n]; // standard errors of effects
  }
  parameters {
  real mu;  // the overall mean effect
real<lower=0> tau; // the inverse variance of the effect
vector[n] eta; // standardized school-level effects
    }


transformed parameters {
  vector[n] theta;
           theta = mu + tau * eta;
}
     model {
#include loop.stan
  target += normal_lpdf(y | theta, sigma);
}

where loop.stan contains

  // Loop over each eta
for(j in 1:n) {
target += normal_lpdf(eta[j] | 0, 1);
  }

Then you can call stanbreaker::format_code(file = "model.stan", place_includes = TRUE) which returns

data {
  int<lower=0> n; //number of schools
  real y[n]; // effect of coaching
  real<lower=0> sigma[n]; // standard errors of effects
}
parameters {
  real mu;  // the overall mean effect
  real<lower=0> tau; // the inverse variance of the effect
  vector[n] eta; // standardized school-level effects
}
transformed parameters {
  vector[n] theta;
  theta = mu + tau * eta;
}
model {
  // Loop over each eta
  for(j in 1:n) {
    target += normal_lpdf(eta[j] | 0, 1);
  }
  target += normal_lpdf(y | theta, sigma);
}

If you set place_includes = FALSE, the #include directive wont be replaced with the content of loop.stan. You can control the amount of indenting by setting for example spaces = 4. By default, code is formatted by handling strings in R. More sophisticated formatting backend (stanc3 with the --auto-format option) is called if you set use_stanc = TRUE, but this currently removes all comments from the code. See ?stanbreaker::format_code for all options.

Code analysis

You can list the output variables of your Stan model using the functions parameters(), transformed_parameters() and generated_quantities(). For example, for the above model.stan we can call stanbreaker::parameters(file = "model.stan"), which returns the data frame

   Name      Type
1    mu      real
2   tau      real
3   eta vector[n]

jtimonen/stanbreaker documentation built on Jan. 20, 2021, 12:34 a.m.