get_deriv_only: Compute the derivative of the log-normalising constant for a...

In maxbiostat/npowerPrioR: Run a(n approximate) normalised power prior analysis with Stan

Compute the derivative of the log-normalising constant for a given tempering scalar.

Description

Compute the derivative of the log-normalising constant for a given tempering scalar.

Usage

get_deriv_only(
  a,
  compiled.model.prior,
  stan.list,
  pars = NA,
  niter = 5000,
  strict = FALSE,
  step_size = 0.99,
  tdepth = 15
)

Arguments

a	the tempering scalar.
compiled.model.prior	a stan_model object containing the tempered target.
stan.list	list with data for the Stan model.
pars	which parameters to track.
niter	number of iterations, defaults to 5000.
strict	whether to use strict computational specs.
step_size	if spec=TRUE, sets the step_size. Default is step_size = 0.99.
tdepth	if spec=TRUE, sets the tree_depth. Default is tdepth = 15.

Value

a list with the stanfit object, the first and second derivatives of the log-normalising constant.

See Also

get_deriv_and_mal

maxbiostat/npowerPrioR documentation built on Feb. 22, 2023, 2:13 p.m.