A CmdStanMLE object is the fitted model object returned by the $optimize() method of a CmdStanModel object.


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

Extract contents of fitted model object

draws()Return the point estimate as a 1-row draws_matrix.
$mle()Return the point estimate as a numeric vector.
$lp()Return the total log probability density (target).
$init()Return user-specified initial values.
$metadata()Return a list of metadata gathered from the CmdStan CSV files.
$code()Return Stan code as a character vector.

Summarize inferences

$summary()Run posterior::summarise_draws().

Save fitted model object and temporary files

$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.

Report run times, console output, return codes

$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.

Expose Stan functions and additional methods to R

$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.
$variable_skeleton()Helper function to re-structure a vector of constrained parameter values.

See also

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

The Stan and CmdStan documentation:

Other fitted model objects: CmdStanDiagnose, CmdStanGQ, CmdStanLaplace, CmdStanMCMC, CmdStanPathfinder, CmdStanVB