Package description

An overview of the package and how it differs from RStan.

cmdstanr-package cmdstanr CmdStanR

CmdStanR: the R interface to CmdStan

Installing and setting the path to CmdStan

Install CmdStan, assuming the necessary C++ toolchain.

install_cmdstan() rebuild_cmdstan() cmdstan_make_local() check_cmdstan_toolchain()

Install CmdStan or clean and rebuild an existing installation

set_cmdstan_path() cmdstan_path() cmdstan_version()

Get or set the file path to the CmdStan installation

Running CmdStan from R

Run CmdStan from R.

cmdstan_model()

Create a new CmdStanModel object

CmdStanModel

CmdStanModel objects

check_syntax()

Check syntax of a Stan program

compile()

Compile a Stan program

diagnose()

Run Stan's diagnose method

expose_functions()

Expose Stan functions to R

format()

Run stanc's auto-formatter on the model code.

generate_quantities()

Run Stan's standalone generated quantities method

laplace()

Run Stan's Laplace algorithm

optimize()

Run Stan's optimization algorithms

pathfinder()

Run Stan's Pathfinder Variational Inference Algorithm

sample()

Run Stan's MCMC algorithms

sample_mpi()

Run Stan's MCMC algorithms with MPI

variables()

Input and output variables of a Stan program

variational()

Run Stan's variational approximation algorithms

cmdstanr_example() print_example_program()

Fit models for use in examples

Fitted model objects and methods

CmdStanMCMC

CmdStanMCMC objects

CmdStanMLE

CmdStanMLE objects

CmdStanLaplace

CmdStanLaplace objects

CmdStanVB

CmdStanVB objects

CmdStanPathfinder

CmdStanPathfinder objects

CmdStanGQ

CmdStanGQ objects

CmdStanDiagnose

CmdStanDiagnose objects

cmdstan_summary() cmdstan_diagnose()

Run CmdStan's stansummary and diagnose utilities

code()

Return Stan code

constrain_variables()

Transform a set of unconstrained parameter values to the constrained scale

diagnostic_summary()

Sampler diagnostic summaries and warnings

draws()

Extract posterior draws

grad_log_prob()

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

gradients()

Extract gradients after diagnostic mode

hessian()

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

init()

Extract user-specified initial values

init_model_methods()

Compile additional methods for accessing the model log-probability function and parameter constraining and unconstraining.

inv_metric()

Extract inverse metric (mass matrix) after MCMC

log_prob()

Calculate the log-probability given a provided vector of unconstrained parameters.

loo()

Leave-one-out cross-validation (LOO-CV)

lp() lp_approx() lp_approx()

Extract log probability (target)

metadata()

Extract metadata from CmdStan CSV files

mle()

Extract (penalized) maximum likelihood estimate after optimization

num_chains()

Extract number of chains after MCMC

output()

Access console output

profiles()

Return profiling data

return_codes()

Extract return codes from CmdStan

sampler_diagnostics()

Extract sampler diagnostics after MCMC

save_object()

Save fitted model object to a file

save_output_files() save_latent_dynamics_files() save_profile_files() save_data_file() output_files() profile_files() latent_dynamics_files() data_file()

Save output and data files

summary()

Compute a summary table of estimates and diagnostics

time()

Report timing of CmdStan runs

unconstrain_draws()

Transform all parameter draws to the unconstrained scale

unconstrain_variables()

Transform a set of parameter values to the unconstrained scale

variable_skeleton()

Return the variable skeleton for relist

expose_functions()

Expose Stan functions to R

Other tools for working with CmdStan

read_cmdstan_csv() as_cmdstan_fit()

Read CmdStan CSV files into R

write_stan_json()

Write data to a JSON file readable by CmdStan

write_stan_file()

Write Stan code to a file

draws_to_csv()

Write posterior draws objects to CSV files suitable for running standalone generated quantities with CmdStan.

as_mcmc.list()

Convert CmdStanMCMC to mcmc.list

as_draws(<CmdStanMCMC>) as_draws(<CmdStanMLE>) as_draws(<CmdStanLaplace>) as_draws(<CmdStanVB>) as_draws(<CmdStanGQ>) as_draws(<CmdStanPathfinder>)

Create a draws object from a CmdStanR fitted model object

Using CmdStanR with knitr and R Markdown

register_knitr_engine()

Register CmdStanR's knitr engine for Stan

eng_cmdstan()

CmdStan knitr engine for Stan