Function reference • cmdstanr

Package description An overview of the package and how it differs from RStan.
`cmdstanr-package` `cmdstanr` `CmdStanR`	CmdStanR: the R interface to CmdStan
Installing and setting the path to CmdStan Install CmdStan, assuming the necessary C++ toolchain.
`install_cmdstan()` `rebuild_cmdstan()` `cmdstan_make_local()` `check_cmdstan_toolchain()`	Install CmdStan or clean and rebuild an existing installation
`set_cmdstan_path()` `cmdstan_path()` `cmdstan_version()`	Get or set the file path to the CmdStan installation
Running CmdStan from R Run CmdStan from R.
`cmdstan_model()`	Create a new CmdStanModel object
`CmdStanModel`	CmdStanModel objects
`check_syntax()`	Check syntax of a Stan program
`compile()`	Compile a Stan program
`diagnose()`	Run Stan's diagnose method
`expose_functions()`	Expose Stan functions to R
`format()`	Run stanc's auto-formatter on the model code.
`generate_quantities()`	Run Stan's standalone generated quantities method
`optimize()`	Run Stan's optimization algorithms
`sample()`	Run Stan's MCMC algorithms
`sample_mpi()`	Run Stan's MCMC algorithms with MPI
`variables()`	Input and output variables of a Stan program
`variational()`	Run Stan's variational approximation algorithms
`cmdstanr_example()` `print_example_program()`	Fit models for use in examples
Fitted model objects and methods
`CmdStanMCMC`	CmdStanMCMC objects
`CmdStanMLE`	CmdStanMLE objects
`CmdStanVB`	CmdStanVB objects
`CmdStanGQ`	CmdStanGQ objects
`CmdStanDiagnose`	CmdStanDiagnose objects
`cmdstan_summary()` `cmdstan_diagnose()`	Run CmdStan's `stansummary` and `diagnose` utilities
`code()`	Return Stan code
`constrain_variables()`	Transform a set of unconstrained parameter values to the constrained scale
`diagnostic_summary()`	Sampler diagnostic summaries and warnings
`draws()`	Extract posterior draws
`grad_log_prob()`	Calculate the log-probability and the gradient w.r.t. each input for a given vector of unconstrained parameters
`gradients()`	Extract gradients after diagnostic mode
`hessian()`	Calculate the log-probability , the gradient w.r.t. each input, and the hessian for a given vector of unconstrained parameters
`init()`	Extract user-specified initial values
`init_model_methods()`	Compile additional methods for accessing the model log-probability function and parameter constraining and unconstraining.
`inv_metric()`	Extract inverse metric (mass matrix) after MCMC
`log_prob()`	Calculate the log-probability given a provided vector of unconstrained parameters.
`loo()`	Leave-one-out cross-validation (LOO-CV)
`lp()` `lp_approx()`	Extract log probability (target)
`metadata()`	Extract metadata from CmdStan CSV files
`mle()`	Extract (penalized) maximum likelihood estimate after optimization
`num_chains()`	Extract number of chains after MCMC
`output()`	Access console output
`profiles()`	Return profiling data
`return_codes()`	Extract return codes from CmdStan
`sampler_diagnostics()`	Extract sampler diagnostics after MCMC
`save_object()`	Save fitted model object to a file
`save_output_files()` `save_latent_dynamics_files()` `save_profile_files()` `save_data_file()` `output_files()` `profile_files()` `latent_dynamics_files()` `data_file()`	Save output and data files
`summary()`	Compute a summary table of estimates and diagnostics
`time()`	Report timing of CmdStan runs
`unconstrain_draws()`	Transform all parameter draws to the unconstrained scale
`unconstrain_variables()`	Transform a set of parameter values to the unconstrained scale
`variable_skeleton()`	Return the variable skeleton for `relist`
`expose_functions()`	Expose Stan functions to R
Other tools for working with CmdStan
`read_cmdstan_csv()` `as_cmdstan_fit()`	Read CmdStan CSV files into R
`write_stan_json()`	Write data to a JSON file readable by CmdStan
`write_stan_file()`	Write Stan code to a file
`draws_to_csv()`	Write posterior draws objects to CSV files suitable for running standalone generated quantities with CmdStan.
`as_mcmc.list()`	Convert `CmdStanMCMC` to `mcmc.list`
`as_draws(<CmdStanMCMC>)` `as_draws(<CmdStanMLE>)` `as_draws(<CmdStanVB>)` `as_draws(<CmdStanGQ>)`	Create a `draws` object from a CmdStanR fitted model object
Using CmdStanR with knitr and R Markdown
`register_knitr_engine()`	Register CmdStanR's knitr engine for Stan
`eng_cmdstan()`	CmdStan knitr engine for Stan

Reference

Package description

Installing and setting the path to CmdStan

Running CmdStan from R

Fitted model objects and methods

Other tools for working with CmdStan

Using CmdStanR with knitr and R Markdown