Transform all parameter draws to the unconstrained scale

The $unconstrain_draws() method transforms all parameter draws to the unconstrained scale. The method returns a list for each chain, containing the parameter values from each iteration on the unconstrained scale. If called with no arguments, then the draws within the fit object are unconstrained. Alternatively, either an existing draws object or a character vector of paths to CSV files can be passed.

unconstrain_draws(
  files = NULL,
  draws = NULL,
  format = getOption("cmdstanr_draws_format", "draws_array"),
  inc_warmup = FALSE
)

Arguments

files

(character vector) The paths to the CmdStan CSV files. These can be files generated by running CmdStanR or running CmdStan directly.

draws

A posterior::draws_* object.

format

(string) The format of the returned draws. Must be a valid format from the posterior package.

inc_warmup

(logical) Should warmup draws be included? Defaults to FALSE.

See also

log_prob(), grad_log_prob(), constrain_variables(), unconstrain_variables(), unconstrain_draws(), variable_skeleton(), hessian()

Examples

# \dontrun{
fit_mcmc <- cmdstanr_example("logistic", method = "sample", force_recompile = TRUE)

# Unconstrain all internal draws
unconstrained_internal_draws <- fit_mcmc$unconstrain_draws()

# Unconstrain external CmdStan CSV files
unconstrained_csv <- fit_mcmc$unconstrain_draws(files = fit_mcmc$output_files())

# Unconstrain existing draws object
unconstrained_draws <- fit_mcmc$unconstrain_draws(draws = fit_mcmc$draws())
# }