A CmdStanMCMC object is the fitted model object returned by the $sample() method of a CmdStanModel object. Like CmdStanModel objects, CmdStanMCMC objects are R6 objects.

Methods

CmdStanMCMC objects have the following associated methods, all of which have their own (linked) documentation pages.

Extract contents of fitted model object

MethodDescription
$draws()Return posterior draws using formats from the posterior package.
$sampler_diagnostics()Return sampler diagnostics as a draws_array.
$lp()Return the total log probability density (target).
$inv_metric()Return the inverse metric for each chain.
$init()Return user-specified initial values.
$metadata()Return a list of metadata gathered from the CmdStan CSV files.
$num_chains()Returns the number of MCMC chains.

Summarize inferences and diagnostics

MethodDescription
$summary()Run posterior::summarise_draws().
$cmdstan_summary()Run and print CmdStan's bin/stansummary.
$cmdstan_diagnose()Run and print CmdStan's bin/diagnose.
$loo()Run loo::loo.array() for approximate LOO-CV

Save fitted model object and temporary files

MethodDescription
$save_object()Save fitted model object to a file.
$save_output_files()Save output CSV files to a specified location.
$save_data_file()Save JSON data file to a specified location.
$save_latent_dynamics_files()Save diagnostic CSV files to a specified location.

Report run times, console output, return codes

MethodDescription
$output()Return the stdout and stderr of all chains or pretty print the output for a single chain.
$time()Report total and chain-specific run times.
$return_codes()Return the return codes from the CmdStan runs.

See also

The CmdStanR website (mc-stan.org/cmdstanr) for online documentation and tutorials.

The Stan and CmdStan documentation:

Other fitted model objects: CmdStanGQ, CmdStanMLE, CmdStanVB