CmdStanVB objects

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

Methods

CmdStanVB 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 approximate posterior draws as a draws_matrix.
$lp()	Return the total log probability density (target) computed in the model block of the Stan program.
$lp_approx()	Return the log density of the variational approximation to the posterior.
$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

Method	Description
$summary()	Run posterior::summarise_draws().
$cmdstan_summary()	Run and print CmdStan's bin/stansummary.

Save fitted model object and temporary files

Method	Description
$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

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.

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.
$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:

• Stan documentation: mc-stan.org/users/documentation

• CmdStan User’s Guide: mc-stan.org/docs/cmdstan-guide

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