fit-method-hessian: Calculate the log-probability , the gradient w.r.t. each...

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

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

Description

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

Usage

hessian(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$init_model_methods(hessian = TRUE)
# fit_mcmc$hessian(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.