The $hessian() method provides access to the Stan model's log_prob, its derivative, and its hessian.

hessian(unconstrained_variables, jacobian = TRUE, jacobian_adjustment = NULL)

Arguments

unconstrained_variables

(numeric) A vector of unconstrained parameters.

jacobian

(logical) Whether to include the log-density adjustments from un/constraining variables.

jacobian_adjustment

Deprecated. Please use jacobian instead.

Examples

# \dontrun{
fit_mcmc <- cmdstanr_example("logistic", method = "sample", force_recompile = TRUE)
# fit_mcmc$init_model_methods(hessian = TRUE)
# fit_mcmc$hessian(unconstrained_variables = c(0.5, 1.2, 1.1, 2.2))
# }