CmdStanMLE: CmdStanMLE objects

In stan-dev/cmdstanr: R Interface to 'CmdStan'

CmdStanMLE objects

Description

A CmdStanMLE object is the fitted model object returned by the $optimize() method of a CmdStanModel object.

Methods

CmdStanMLE objects have the following associated methods, all of which have their own (linked) documentation pages.

Extract contents of fitted model object

Method	Description
draws()	Return the point estimate as a 1-row draws_matrix.
$mle()	Return the point estimate as a numeric vector.
$lp()	Return the total log probability density (target).
$init()	Return user-specified initial values.
$metadata()	Return a list of metadata gathered from the CmdStan CSV files.
$code()	Return Stan code as a character vector.

Summarize inferences

Method	Description
$summary()	Run posterior::summarise_draws().

Save fitted model object and temporary files

Method	Description
$save_object()	Save fitted model object to a file.
$save_output_files()	Save output CSV files to a specified location.
$save_data_file()	Save JSON data file to a specified location.

Report run times, console output, return codes

Method	Description
$time()	Report the total run time.
$output()	Pretty print the output that was printed to the console.
$return_codes()	Return the return codes from the CmdStan runs.

Expose Stan functions and additional methods to R

Method	Description
$expose_functions()	Expose Stan functions for use in R.
$init_model_methods()	Expose methods for log-probability, gradients, parameter constraining and unconstraining.
$log_prob()	Calculate log-prob.
$grad_log_prob()	Calculate log-prob and gradient.
$hessian()	Calculate log-prob, gradient, and hessian.
$constrain_variables()	Transform a set of unconstrained parameter values to the constrained scale.
$unconstrain_variables()	Transform a set of parameter values to the unconstrained scale.
$unconstrain_draws()	Transform all parameter draws to the unconstrained scale.
$variable_skeleton()	Helper function to re-structure a vector of constrained parameter values.

See Also

The CmdStanR website (mc-stan.org/cmdstanr) for online documentation and tutorials.

The Stan and CmdStan documentation:

• Stan documentation: mc-stan.org/users/documentation

• CmdStan User’s Guide: mc-stan.org/docs/cmdstan-guide

Other fitted model objects: CmdStanDiagnose, CmdStanGQ, CmdStanLaplace, CmdStanMCMC, CmdStanPathfinder, CmdStanVB

stan-dev/cmdstanr documentation built on April 21, 2024, 5:38 a.m.