`stanfit-method-extract.Rd`

Extract samples from a fitted model represented by an
instance of class `stanfit`

.

```
# S4 method for stanfit
extract(object, pars, permuted = TRUE, inc_warmup = FALSE,
include = TRUE)
```

- extract
`signature(object = "stanfit")`

Extract samples from a fitted model represented by an instance of class

`stanfit`

.
- object
An object of class

`stanfit`

.- pars
An optional character vector providing the parameter names (or other quantity names) of interest. If not specified, all parameters and other quantities are used. The log-posterior with name

`lp__`

is also included by default.- permuted
A logical scalar indicating whether the draws after the

*warmup*period in each chain should be*permuted*and*merged*. If`FALSE`

, the original order is kept. For each`stanfit`

object, the permutation is fixed (i.e., extracting samples a second time will give the same sequence of iterations).- inc_warmup
A logical scalar indicating whether to include the warmup draws. This argument is only relevant if

`permuted`

is`FALSE`

.- include
A logical scalar indicating whether the parameters named in

`pars`

should be included (`TRUE`

) or excluded (`FALSE`

).

When `permuted = TRUE`

, this function returns a named list,
every element of which is an array representing samples for a parameter
with all chains merged together.

When `permuted = FALSE`

, an array is returned; the first
dimension is for the iterations, the second for the number of chains, the
third for the parameters. Vectors and arrays are expanded to one
parameter (a scalar) per cell, with names indicating the third dimension.
See the examples (with comments) below. The `monitor`

function
can be applied to the returned array to obtain a summary
(similar to the `print`

method for `stanfit`

objects).

S4 class `stanfit`

, `as.array.stanfit`

, and
`monitor`

```
if (FALSE) {
ex_model_code <- '
parameters {
real alpha[2,3];
real beta[2];
}
model {
for (i in 1:2) for (j in 1:3)
alpha[i, j] ~ normal(0, 1);
for (i in 1:2)
beta ~ normal(0, 2);
}
'
## fit the model
fit <- stan(model_code = ex_model_code, chains = 4)
## extract alpha and beta with 'permuted = TRUE'
fit_ss <- extract(fit, permuted = TRUE) # fit_ss is a list
## list fit_ss should have elements with name 'alpha', 'beta', 'lp__'
alpha <- fit_ss$alpha
beta <- fit_ss$beta
## or extract alpha by just specifying pars = 'alpha'
alpha2 <- extract(fit, pars = 'alpha', permuted = TRUE)$alpha
print(identical(alpha, alpha2))
## or extract alpha by excluding beta and lp__
alpha3 <- extract(fit, pars = c('beta', 'lp__'),
permuted = TRUE, include = FALSE)$alpha
print(identical(alpha, alpha3))
## get the samples for alpha[1,1] and beta[2]
alpha_11 <- alpha[, 1, 1]
beta_2 <- beta[, 2]
## extract samples with 'permuted = FALSE'
fit_ss2 <- extract(fit, permuted = FALSE) # fit_ss2 is an array
## the dimensions of fit_ss2 should be
## "# of iterations * # of chains * # of parameters"
dim(fit_ss2)
## since the third dimension of `fit_ss2` indicates
## parameters, the names should be
## alpha[1,1], alpha[2,1], alpha[1,2], alpha[2,2],
## alpha[1,3], alpha[2,3], beta[1], beta[2], and lp__
## `lp__` (the log-posterior) is always included
## in the samples.
dimnames(fit_ss2)
}
# Create a stanfit object from reading CSV files of samples (saved in rstan
# package) generated by funtion stan for demonstration purpose from model as follows.
#
excode <- '
transformed data {
real y[20];
y[1] <- 0.5796; y[2] <- 0.2276; y[3] <- -0.2959;
y[4] <- -0.3742; y[5] <- 0.3885; y[6] <- -2.1585;
y[7] <- 0.7111; y[8] <- 1.4424; y[9] <- 2.5430;
y[10] <- 0.3746; y[11] <- 0.4773; y[12] <- 0.1803;
y[13] <- 0.5215; y[14] <- -1.6044; y[15] <- -0.6703;
y[16] <- 0.9459; y[17] <- -0.382; y[18] <- 0.7619;
y[19] <- 0.1006; y[20] <- -1.7461;
}
parameters {
real mu;
real<lower=0, upper=10> sigma;
vector[2] z[3];
real<lower=0> alpha;
}
model {
y ~ normal(mu, sigma);
for (i in 1:3)
z[i] ~ normal(0, 1);
alpha ~ exponential(2);
}
'
# exfit <- stan(model_code = excode, save_dso = FALSE, iter = 200,
# sample_file = "rstan_doc_ex.csv")
#
exfit <- read_stan_csv(dir(system.file('misc', package = 'rstan'),
pattern='rstan_doc_ex_[[:digit:]].csv',
full.names = TRUE))
ee1 <- extract(exfit, permuted = TRUE)
print(names(ee1))
#> [1] "mu" "sigma" "z" "alpha" "lp__"
for (name in names(ee1)) {
cat(name, "\n")
print(dim(ee1[[name]]))
}
#> mu
#> [1] 400
#> sigma
#> [1] 400
#> z
#> [1] 400 3 2
#> alpha
#> [1] 400
#> lp__
#> [1] 400
ee2 <- extract(exfit, permuted = FALSE)
print(dim(ee2))
#> [1] 100 4 10
print(dimnames(ee2))
#> $iterations
#> NULL
#>
#> $chains
#> [1] "chain:1" "chain:2" "chain:3" "chain:4"
#>
#> $parameters
#> [1] "mu" "sigma" "z[1,1]" "z[2,1]" "z[3,1]" "z[1,2]" "z[2,2]" "z[3,2]"
#> [9] "alpha" "lp__"
#>
```