Extract point estimate after optimization

Source: R/fit.R

The $mle() method is only available for CmdStanMLE objects. It returns the point estimate as a numeric vector with one element per variable. The returned vector does not include lp__, the total log probability (target) accumulated in the model block of the Stan program, which is available via the $lp() method and also included in the $draws() method.

For models with constrained parameters that are fit with jacobian=TRUE, the $mle() method actually returns the maximum a posteriori (MAP) estimate (posterior mode) rather than the MLE. See $optimize() and the CmdStan User's Guide for more details.

mle(variables = NULL)

Arguments

variables

(character vector) The variables (parameters, transformed parameters, and generated quantities) to include. If NULL (the default) then all variables are included.

Value

A numeric vector. See Examples.

See also

CmdStanMLE

Examples

# \dontrun{
fit <- cmdstanr_example("logistic", method = "optimize")
fit$mle("alpha")
#>    alpha 
#> 0.364453 
fit$mle("beta")
#>   beta[1]   beta[2]   beta[3] 
#> -0.631550 -0.258968  0.648499 
fit$mle("beta[2]")
#>   beta[2] 
#> -0.258968 
# }