fit-method-grad_log_prob: Calculate the log-probability and the gradient w.r.t. each...

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

Calculate the log-probability and the gradient w.r.t. each input for a given vector of unconstrained parameters

Description

The ⁠$grad_log_prob()⁠ method provides access to the Stan model's log_prob function and its derivative.

Usage

grad_log_prob(
  unconstrained_variables,
  jacobian = TRUE,
  jacobian_adjustment = NULL
)

Arguments

unconstrained_variables	(numeric) A vector of unconstrained parameters.
jacobian	(logical) Whether to include the log-density adjustments from un/constraining variables.
jacobian_adjustment	Deprecated. Please use jacobian instead.

See Also

log_prob(), grad_log_prob(), constrain_variables(), unconstrain_variables(), unconstrain_draws(), variable_skeleton(), hessian()

Examples

## Not run: 
fit_mcmc <- cmdstanr_example("logistic", method = "sample", force_recompile = TRUE)
fit_mcmc$init_model_methods()
fit_mcmc$grad_log_prob(unconstrained_variables = c(0.5, 1.2, 1.1, 2.2))

## End(Not run)

stan-dev/cmdstanr documentation built on May 1, 2024, 7:17 a.m.