R/model.R
model-method-generate-quantities.RdThe $generate_quantities() method of a CmdStanModel object
runs Stan's standalone generated quantities to obtain generated quantities
based on previously fitted parameters.
(multiple options) The parameter draws to use. One of the following:
A CmdStanMCMC or CmdStanVB fitted model object.
A posterior::draws_array (for MCMC) or posterior::draws_matrix (for
VB) object returned by CmdStanR's $draws() method.
A character vector of paths to CmdStan CSV output files.
NOTE: if you plan on making many calls to $generate_quantities() then the
most efficient option is to pass the paths of the CmdStan CSV output files
(this avoids CmdStanR having to rewrite the draws contained in the fitted
model object to CSV each time). If you no longer have the CSV files you can
use draws_to_csv() once to write them and then pass the resulting file
paths to $generate_quantities() as many times as needed.
(multiple options) The data to use for the variables specified in the data block of the Stan program. One of the following:
A named list of R objects with the names corresponding to variables
declared in the data block of the Stan program. Internally this list is
then written to JSON for CmdStan using write_stan_json(). See
write_stan_json() for details on the conversions performed on R objects
before they are passed to Stan.
A path to a data file compatible with CmdStan (JSON or R dump). See the appendices in the CmdStan guide for details on using these formats.
NULL or an empty list if the Stan program has no data block.
(positive integer(s)) A seed for the (P)RNG to pass to CmdStan.
In the case of multi-chain sampling the single seed will automatically be
augmented by the the run (chain) ID so that each chain uses a different
seed. The exception is the transformed data block, which defaults to using
same seed for all chains so that the same data is generated for all chains
if RNG functions are used. The only time seed should be specified as a
vector (one element per chain) is if RNG functions are used in transformed
data and the goal is to generate different data for each chain.
(string) A path to a directory where CmdStan should write
its output CSV files. For MCMC there will be one file per chain; for other
methods there will be a single file. For interactive use this can typically
be left at NULL (temporary directory) since CmdStanR makes the CmdStan
output (posterior draws and diagnostics) available in R via methods of the
fitted model objects. This can be set for an entire R session using
options(cmdstanr_output_dir). The behavior of output_dir is as follows:
If NULL (the default), then the CSV files are written to a temporary
directory and only saved permanently if the user calls one of the $save_*
methods of the fitted model object (e.g.,
$save_output_files()). These temporary
files are removed when the fitted model object is garbage collected (manually or automatically).
If a path, then the files are created in output_dir with names
corresponding to the defaults used by $save_output_files().
(string) A string to use as a prefix for the names of
the output CSV files of CmdStan. If NULL (the default), the basename of
the output CSV files will be comprised from the model name, timestamp, and
5 random characters.
(positive integer) The number of significant figures used
when storing the output values. By default, CmdStan represent the output
values with 6 significant figures. The upper limit for sig_figs is 18.
Increasing this value will result in larger output CSV files and thus an
increased usage of disk space.
(positive integer) The maximum number of MCMC chains
to run in parallel. If parallel_chains is not specified then the default
is to look for the option "mc.cores", which can be set for an entire R
session by options(mc.cores=value). If the "mc.cores" option has not
been set then the default is 1.
(positive integer) If the model was
compiled with threading support, the number of
threads to use in parallelized sections within an MCMC chain (e.g., when
using the Stan functions reduce_sum() or map_rect()). This is in
contrast with parallel_chains, which specifies the number of chains to
run in parallel. The actual number of CPU cores used is
parallel_chains*threads_per_chain. For an example of using threading see
the Stan case study Reduce Sum: A Minimal Example.
(integer vector of length 2) The platform and device IDs of
the OpenCL device to use for fitting. The model must be compiled with
cpp_options = list(stan_opencl = TRUE) for this argument to have an
effect.
A CmdStanGQ object.
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 CmdStanModel methods:
model-method-check_syntax,
model-method-compile,
model-method-diagnose,
model-method-expose_functions,
model-method-format,
model-method-laplace,
model-method-optimize,
model-method-pathfinder,
model-method-sample,
model-method-sample_mpi,
model-method-variables,
model-method-variational
# \dontrun{
# first fit a model using MCMC
mcmc_program <- write_stan_file(
"data {
int<lower=0> N;
array[N] int<lower=0,upper=1> y;
}
parameters {
real<lower=0,upper=1> theta;
}
model {
y ~ bernoulli(theta);
}"
)
mod_mcmc <- cmdstan_model(mcmc_program)
data <- list(N = 10, y = c(1,1,0,0,0,1,0,1,0,0))
fit_mcmc <- mod_mcmc$sample(data = data, seed = 123, refresh = 0)
#> Running MCMC with 4 sequential chains...
#>
#> Chain 1 finished in 0.0 seconds.
#> Chain 2 finished in 0.0 seconds.
#> Chain 3 finished in 0.0 seconds.
#> Chain 4 finished in 0.0 seconds.
#>
#> All 4 chains finished successfully.
#> Mean chain execution time: 0.0 seconds.
#> Total execution time: 0.6 seconds.
#>
# stan program for standalone generated quantities
# (could keep model block, but not necessary so removing it)
gq_program <- write_stan_file(
"data {
int<lower=0> N;
array[N] int<lower=0,upper=1> y;
}
parameters {
real<lower=0,upper=1> theta;
}
generated quantities {
array[N] int y_rep = bernoulli_rng(rep_vector(theta, N));
}"
)
mod_gq <- cmdstan_model(gq_program)
fit_gq <- mod_gq$generate_quantities(fit_mcmc, data = data, seed = 123)
#> Running standalone generated quantities after 4 MCMC chains, 1 chain at a time ...
#>
#> Chain 1 finished in 0.0 seconds.
#> Chain 2 finished in 0.0 seconds.
#> Chain 3 finished in 0.0 seconds.
#> Chain 4 finished in 0.0 seconds.
#>
#> All 4 chains finished successfully.
#> Mean chain execution time: 0.0 seconds.
#> Total execution time: 0.6 seconds.
str(fit_gq$draws())
#> 'draws_array' int [1:1000, 1:4, 1:10] 0 0 0 1 1 0 1 1 0 1 ...
#> - attr(*, "dimnames")=List of 3
#> ..$ iteration: chr [1:1000] "1" "2" "3" "4" ...
#> ..$ chain : chr [1:4] "1" "2" "3" "4"
#> ..$ variable : chr [1:10] "y_rep[1]" "y_rep[2]" "y_rep[3]" "y_rep[4]" ...
library(posterior)
as_draws_df(fit_gq$draws())
#> # A draws_df: 1000 iterations, 4 chains, and 10 variables
#> y_rep[1] y_rep[2] y_rep[3] y_rep[4] y_rep[5] y_rep[6] y_rep[7] y_rep[8]
#> 1 0 0 0 0 0 1 1 1
#> 2 0 0 0 0 1 1 0 0
#> 3 0 0 0 1 0 0 1 1
#> 4 1 1 0 0 0 0 1 0
#> 5 1 0 1 0 1 0 1 0
#> 6 0 0 0 1 1 0 0 0
#> 7 1 1 0 1 1 1 0 0
#> 8 1 1 1 1 1 0 1 1
#> 9 0 1 0 1 0 1 1 0
#> 10 1 1 1 1 1 1 1 1
#> # ... with 3990 more draws, and 2 more variables
#> # ... hidden reserved variables {'.chain', '.iteration', '.draw'}
# }