CmdStanMLE objects

A CmdStanMLE object is the fitted model object returned by the $optimize() method of a CmdStanModel object. The name "MLE" is retained for historical reasons. With jacobian = FALSE, the point estimate is a mode of the target in the constrained parameter space. With jacobian = TRUE, it is a mode of the corresponding density in the unconstrained parameter space. The jacobian argument does not control whether prior terms are included; all contributions to the Stan program's target are included under either setting. See $optimize() and the CmdStan User's Guide for more details.

Objects created from CSV files using as_cmdstan_fit() have a reduced set of available methods. See Reconstructed fitted model objects in the as_cmdstan_fit() documentation for details.

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.
`$lp()`	Return the target log density (`lp__`) evaluated by Stan.
`$init()`	Return user-specified initial values.
`$metadata()`	Return a list of metadata gathered from the CmdStan CSV files.
`$profiles()`	Return profiling data.
`$code()`	Return Stan code as a character vector.

Summarize inferences

Method	Description
`$print()`	Print a summary of the point estimate.
`$summary()`	Run `posterior::summarise_draws()`.

Save fitted model object and temporary files

Method	Description
`$materialize()`	Read all draws and diagnostics into memory.
`$save_object()`	Save fitted model object to a file.
`$output_files()`	Return paths to output CSV files.
`$save_output_files()`	Save output CSV files to a specified location.
`$data_file()`	Return the path to the JSON data file.
`$save_data_file()`	Save JSON data file to a specified location.
`$profile_files()`	Return paths to profiling CSV files.
`$save_profile_files()`	Save profiling CSV files to a specified location.
`$config_files()`	Return paths to CmdStan configuration JSON files.
`$save_config_files()`	Save CmdStan configuration JSON files 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.
`$return_codes()`	Return the return codes from the CmdStan runs.
`$command()`	Return the commands that ran CmdStan.

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.