Accessing the contents of a stanfit object
Stan Development Team
2025-12-10
Source:vignettes/stanfit-objects.Rmd
stanfit-objects.RmdThis vignette demonstrates how to access most of data stored in a
stanfit object. A stanfit object (an object of class
"stanfit") contains the output derived from fitting a Stan
model using Markov chain Monte Carlo or one of Stan’s variational
approximations (meanfield or full-rank). Throughout the document we’ll
use the stanfit object obtained from fitting the Eight Schools example
model:
Trying to compile a simple C file
class(fit)[1] "stanfit"
attr(,"package")
[1] "rstan"
Posterior draws
There are several functions that can be used to access the draws from
the posterior distribution stored in a stanfit object. These are
extract, as.matrix,
as.data.frame, and as.array, each of which
returns the draws in a different format.
extract()
The extract function (with its default arguments)
returns a list with named components corresponding to the model
parameters.
[1] "mu" "tau" "eta" "theta" "lp__"
In this model the parameters mu and tau are
scalars and theta is a vector with eight elements. This
means that the draws for mu and tau will be
vectors (with length equal to the number of post-warmup iterations times
the number of chains) and the draws for theta will be a
matrix, with each column corresponding to one of the eight
components:
head(list_of_draws$mu)[1] 5.22198096 10.25431910 11.48222576 0.07918646 -3.30819970 13.58606549
head(list_of_draws$tau)[1] 5.996095 5.909190 2.802256 11.933985 5.368431 6.944701
head(list_of_draws$theta)
iterations [,1] [,2] [,3] [,4] [,5] [,6]
[1,] 2.283421 8.578929 3.168522 6.7439015 4.6031011 6.907852
[2,] 11.359170 6.478249 12.446666 9.9424217 6.7237383 2.968103
[3,] 12.249217 10.539249 8.504100 12.0364981 8.5697172 7.527797
[4,] -8.860330 10.688263 6.029505 3.8369223 -0.8734694 10.821918
[5,] -4.906261 -3.894452 -4.229853 0.4010875 -4.9593446 -7.039061
[6,] 23.468212 5.095051 1.616788 13.2977748 5.4846604 9.664369
iterations [,7] [,8]
[1,] 3.594139 -0.4996312
[2,] 12.851494 18.5077162
[3,] 12.471018 13.9139741
[4,] 2.494871 8.9744022
[5,] -5.959557 1.5743520
[6,] 15.388620 13.4485342
as.matrix(), as.data.frame(), as.array()
The as.matrix, as.data.frame, and
as.array functions can also be used to retrieve the
posterior draws from a stanfit object:
[1] "mu" "tau" "eta[1]" "eta[2]" "eta[3]" "eta[4]"
[7] "eta[5]" "eta[6]" "eta[7]" "eta[8]" "theta[1]" "theta[2]"
[13] "theta[3]" "theta[4]" "theta[5]" "theta[6]" "theta[7]" "theta[8]"
[19] "lp__"
df_of_draws <- as.data.frame(fit)
print(colnames(df_of_draws)) [1] "mu" "tau" "eta[1]" "eta[2]" "eta[3]" "eta[4]"
[7] "eta[5]" "eta[6]" "eta[7]" "eta[8]" "theta[1]" "theta[2]"
[13] "theta[3]" "theta[4]" "theta[5]" "theta[6]" "theta[7]" "theta[8]"
[19] "lp__"
$iterations
NULL
$chains
[1] "chain:1" "chain:2" "chain:3" "chain:4"
$parameters
[1] "mu" "tau" "eta[1]" "eta[2]" "eta[3]" "eta[4]"
[7] "eta[5]" "eta[6]" "eta[7]" "eta[8]" "theta[1]" "theta[2]"
[13] "theta[3]" "theta[4]" "theta[5]" "theta[6]" "theta[7]" "theta[8]"
[19] "lp__"
The as.matrix and as.data.frame methods
essentially return the same thing except in matrix and data frame form,
respectively. The as.array method returns the draws from
each chain separately and so has an additional dimension:
[1] 4000 19
[1] 4000 19
[1] 1000 4 19
By default all of the functions for retrieving the posterior draws
return the draws for all parameters (and generated quantities).
The optional argument pars (a character vector) can be used
if only a subset of the parameters is desired, for example:
parameters
iterations mu theta[1]
[1,] 16.808565 19.377383
[2,] 9.085071 5.254745
[3,] 9.490775 12.740426
[4,] 7.024909 2.712334
[5,] 10.325071 -1.006234
[6,] 12.216922 13.034301
Posterior summary statistics and convergence diagnostics
Summary statistics are obtained using the summary
function. The object returned is a list with two components:
[1] "summary" "c_summary"
In fit_summary$summary all chains are merged whereas
fit_summary$c_summary contains summaries for each chain
individually. Typically we want the summary for all chains merged, which
is what we’ll focus on here.
The summary is a matrix with rows corresponding to parameters and
columns to the various summary quantities. These include the posterior
mean, the posterior standard deviation, and various quantiles computed
from the draws. The probs argument can be used to specify
which quantiles to compute and pars can be used to specify
a subset of parameters to include in the summary.
For models fit using MCMC, also included in the summary are the Monte
Carlo standard error (se_mean), the effective sample size
(n_eff), and the R-hat statistic (Rhat).
print(fit_summary$summary) mean se_mean sd 2.5% 25%
mu 8.095883193 0.10639687 5.0640173 -1.4324607 4.9183331
tau 6.293738721 0.14506881 5.3735697 0.2015424 2.3575233
eta[1] 0.381015597 0.01459744 0.9507598 -1.5796632 -0.2234058
eta[2] 0.009007562 0.01417983 0.9034728 -1.7880656 -0.5770494
eta[3] -0.187210058 0.01452286 0.9459167 -2.0682485 -0.8217128
eta[4] -0.035375600 0.01382681 0.8657225 -1.7561734 -0.5939173
eta[5] -0.361676495 0.01413001 0.8717491 -2.0227518 -0.9591457
eta[6] -0.214510464 0.01409324 0.8956887 -1.9366989 -0.8332017
eta[7] 0.350821227 0.01497281 0.9004367 -1.4300924 -0.2491383
eta[8] 0.052958067 0.01345953 0.9322137 -1.7588616 -0.5763021
theta[1] 11.322773164 0.15505640 8.2776572 -1.9203819 6.0332449
theta[2] 8.004101819 0.09630841 6.2422112 -4.2607888 4.0382535
theta[3] 6.299784074 0.11559691 7.5421778 -10.6624969 2.3119588
theta[4] 7.767177199 0.08539246 6.3793292 -5.0272230 3.8436346
theta[5] 5.247303714 0.09140613 6.3314446 -8.9518058 1.5579495
theta[6] 6.336858566 0.09616920 6.8222195 -8.2020483 2.3757087
theta[7] 10.608966215 0.11328368 6.8471616 -1.9536568 6.0474640
theta[8] 8.422207428 0.12279133 7.7450219 -6.6975366 3.8857270
lp__ -39.674936458 0.07277398 2.6759517 -45.6028614 -41.2705096
50% 75% 97.5% n_eff Rhat
mu 7.90163063 11.3031398 18.378286 2265.336 1.0007683
tau 5.08593552 8.8503482 19.143525 1372.075 1.0005621
eta[1] 0.39903034 1.0292366 2.190002 4242.172 0.9997237
eta[2] 0.01004062 0.5826053 1.824950 4059.646 0.9994544
eta[3] -0.19934059 0.4211110 1.755174 4242.298 1.0009679
eta[4] -0.04264697 0.5060588 1.721352 3920.250 1.0017374
eta[5] -0.39280179 0.2076239 1.452278 3806.259 0.9996797
eta[6] -0.21183422 0.3730205 1.590079 4039.175 1.0004399
eta[7] 0.37472434 0.9473720 2.146286 3616.594 0.9999667
eta[8] 0.04892119 0.6660938 1.915073 4797.014 1.0002494
theta[1] 10.27992160 15.3176698 30.916918 2849.938 0.9996924
theta[2] 7.89781756 11.7876773 21.066178 4200.960 0.9998463
theta[3] 6.76232287 11.1205656 19.795872 4256.975 1.0004553
theta[4] 7.67299298 11.8187479 20.456410 5580.986 0.9994345
theta[5] 5.75700790 9.5487355 16.429356 4797.942 0.9996267
theta[6] 6.80506899 10.7812451 18.395870 5032.449 0.9999338
theta[7] 10.09710317 14.5408069 26.214924 3653.310 0.9994559
theta[8] 8.28648790 12.7220356 25.181417 3978.413 0.9997589
lp__ -39.42810189 -37.7446463 -35.271979 1352.086 1.0019371
If, for example, we wanted the only quantiles included to be 10% and
90%, and for only the parameters included to be mu and
tau, we would specify that like this:
mu_tau_summary <- summary(fit, pars = c("mu", "tau"), probs = c(0.1, 0.9))$summary
print(mu_tau_summary) mean se_mean sd 10% 90% n_eff Rhat
mu 8.095883 0.1063969 5.064017 1.8547907 14.36239 2265.336 1.000768
tau 6.293739 0.1450688 5.373570 0.9052414 13.12377 1372.075 1.000562
Since mu_tau_summary is a matrix we can pull out columns
using their names:
10% 90%
mu 1.8547907 14.36239
tau 0.9052414 13.12377
Sampler diagnostics
For models fit using MCMC the stanfit object will also contain the
values of parameters used for the sampler. The
get_sampler_params function can be used to access this
information.
The object returned by get_sampler_params is a list with
one component (a matrix) per chain. Each of the matrices has number of
columns corresponding to the number of sampler parameters and the column
names provide the parameter names. The optional argument inc_warmup
(defaulting to TRUE) indicates whether to include the
warmup period.
sampler_params <- get_sampler_params(fit, inc_warmup = FALSE)
sampler_params_chain1 <- sampler_params[[1]]
colnames(sampler_params_chain1)[1] "accept_stat__" "stepsize__" "treedepth__" "n_leapfrog__"
[5] "divergent__" "energy__"
To do things like calculate the average value of
accept_stat__ for each chain (or the maximum value of
treedepth__ for each chain if using the NUTS algorithm,
etc.) the sapply function is useful as it will apply the
same function to each component of sampler_params:
mean_accept_stat_by_chain <- sapply(sampler_params, function(x) mean(x[, "accept_stat__"]))
print(mean_accept_stat_by_chain)[1] 0.8228008 0.9521825 0.9379850 0.8681285
max_treedepth_by_chain <- sapply(sampler_params, function(x) max(x[, "treedepth__"]))
print(max_treedepth_by_chain)[1] 4 4 4 4
Model code
The Stan program itself is also stored in the stanfit object and can
be accessed using get_stancode:
code <- get_stancode(fit)The object code is a single string and is not very
intelligible when printed:
print(code)[1] "data {\n int<lower=0> J; // number of schools\n array[J] real y; // estimated treatment effects\n array[J] real<lower=0> sigma; // s.e. of effect estimates\n}\nparameters {\n real mu;\n real<lower=0> tau;\n vector[J] eta;\n}\ntransformed parameters {\n vector[J] theta;\n theta = mu + tau * eta;\n}\nmodel {\n target += normal_lpdf(eta | 0, 1);\n target += normal_lpdf(y | theta, sigma);\n}"
attr(,"model_name2")
[1] "schools"
A readable version can be printed using cat:
cat(code)data {
int<lower=0> J; // number of schools
array[J] real y; // estimated treatment effects
array[J] real<lower=0> sigma; // s.e. of effect estimates
}
parameters {
real mu;
real<lower=0> tau;
vector[J] eta;
}
transformed parameters {
vector[J] theta;
theta = mu + tau * eta;
}
model {
target += normal_lpdf(eta | 0, 1);
target += normal_lpdf(y | theta, sigma);
}
Initial values
The get_inits function returns initial values as a list
with one component per chain. Each component is itself a (named) list
containing the initial values for each parameter for the corresponding
chain:
$mu
[1] -1.805984
$tau
[1] 3.709496
$eta
[1] -0.8315136 0.7793653 0.3112285 -1.2241347 1.9311699 -1.7715798 -1.0577400
[8] 1.3319387
$theta
[1] -4.8904808 1.0850681 -0.6514836 -6.3469073 5.3576824 -8.3776523 -5.7296666
[8] 3.1348370
Warmup and sampling times
The get_elapsed_time function returns a matrix with the
warmup and sampling times for each chain:
print(get_elapsed_time(fit)) warmup sample
chain:1 0.022 0.017
chain:2 0.021 0.026
chain:3 0.027 0.026
chain:4 0.022 0.021