R Interface to 'CmdStan'


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Documentation for package ‘cmdstanr’ version 0.6.0.9000

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A C D E F G H I L M N O P R S T U V W

cmdstanr-package CmdStanR: the R interface to CmdStan

-- A --

as_cmdstan_fit Read CmdStan CSV files into R
as_draws Create a 'draws' object from a CmdStanR fitted model object
as_draws.CmdStanGQ Create a 'draws' object from a CmdStanR fitted model object
as_draws.CmdStanMCMC Create a 'draws' object from a CmdStanR fitted model object
as_draws.CmdStanMLE Create a 'draws' object from a CmdStanR fitted model object
as_draws.CmdStanVB Create a 'draws' object from a CmdStanR fitted model object
as_mcmc.list Convert 'CmdStanMCMC' to 'mcmc.list'

-- C --

check_cmdstan_toolchain Install CmdStan or clean and rebuild an existing installation
check_syntax Check syntax of a Stan program
CmdStanDiagnose CmdStanDiagnose objects
CmdStanGQ CmdStanGQ objects
CmdStanMCMC CmdStanMCMC objects
CmdStanMLE CmdStanMLE objects
CmdStanModel CmdStanModel objects
CmdStanR CmdStanR: the R interface to CmdStan
cmdstanr CmdStanR: the R interface to CmdStan
cmdstanr_example Fit models for use in examples
CmdStanVB CmdStanVB objects
cmdstan_diagnose Run CmdStan's 'stansummary' and 'diagnose' utilities
cmdstan_make_local Install CmdStan or clean and rebuild an existing installation
cmdstan_model Create a new CmdStanModel object
cmdstan_path Get or set the file path to the CmdStan installation
cmdstan_summary Run CmdStan's 'stansummary' and 'diagnose' utilities
cmdstan_version Get or set the file path to the CmdStan installation
code Return Stan code
compile Compile a Stan program
constrain_variables Transform a set of unconstrained parameter values to the constrained scale

-- D --

data_file Save output and data files
diagnose Run Stan's diagnose method
diagnostic_summary Sampler diagnostic summaries and warnings
draws Extract posterior draws
draws_to_csv Write posterior draws objects to CSV files suitable for running standalone generated quantities with CmdStan.

-- E --

eng_cmdstan CmdStan knitr engine for Stan
expose_functions Expose Stan functions to R

-- F --

fit-method-cmdstan_diagnose Run CmdStan's 'stansummary' and 'diagnose' utilities
fit-method-cmdstan_summary Run CmdStan's 'stansummary' and 'diagnose' utilities
fit-method-code Return Stan code
fit-method-constrain_variables Transform a set of unconstrained parameter values to the constrained scale
fit-method-data_file Save output and data files
fit-method-diagnostic_summary Sampler diagnostic summaries and warnings
fit-method-draws Extract posterior draws
fit-method-expose_functions Expose Stan functions to R
fit-method-gradients Extract gradients after diagnostic mode
fit-method-grad_log_prob Calculate the log-probability and the gradient w.r.t. each input for a given vector of unconstrained parameters
fit-method-hessian Calculate the log-probability , the gradient w.r.t. each input, and the hessian for a given vector of unconstrained parameters
fit-method-init Extract user-specified initial values
fit-method-init_model_methods Compile additional methods for accessing the model log-probability function and parameter constraining and unconstraining.
fit-method-inv_metric Extract inverse metric (mass matrix) after MCMC
fit-method-latent_dynamics_files Save output and data files
fit-method-log_prob Calculate the log-probability given a provided vector of unconstrained parameters.
fit-method-loo Leave-one-out cross-validation (LOO-CV)
fit-method-lp Extract log probability (target)
fit-method-metadata Extract metadata from CmdStan CSV files
fit-method-mle Extract (penalized) maximum likelihood estimate after optimization
fit-method-num_chains Extract number of chains after MCMC
fit-method-output Access console output
fit-method-output_files Save output and data files
fit-method-print Compute a summary table of estimates and diagnostics
fit-method-profiles Return profiling data
fit-method-profile_files Save output and data files
fit-method-return_codes Extract return codes from CmdStan
fit-method-sampler_diagnostics Extract sampler diagnostics after MCMC
fit-method-save_data_file Save output and data files
fit-method-save_latent_dynamics_files Save output and data files
fit-method-save_object Save fitted model object to a file
fit-method-save_output_files Save output and data files
fit-method-save_profile_files Save output and data files
fit-method-summary Compute a summary table of estimates and diagnostics
fit-method-time Report timing of CmdStan runs
fit-method-unconstrain_draws Transform all parameter draws to the unconstrained scale
fit-method-unconstrain_variables Transform a set of parameter values to the unconstrained scale
fit-method-variable_skeleton Return the variable skeleton for 'relist'
format Run stanc's auto-formatter on the model code.

-- G --

generate_quantities Run Stan's standalone generated quantities method
gradients Extract gradients after diagnostic mode
grad_log_prob Calculate the log-probability and the gradient w.r.t. each input for a given vector of unconstrained parameters

-- H --

hessian Calculate the log-probability , the gradient w.r.t. each input, and the hessian for a given vector of unconstrained parameters

-- I --

init Extract user-specified initial values
init_model_methods Compile additional methods for accessing the model log-probability function and parameter constraining and unconstraining.
install_cmdstan Install CmdStan or clean and rebuild an existing installation
inv_metric Extract inverse metric (mass matrix) after MCMC

-- L --

latent_dynamics_files Save output and data files
log_prob Calculate the log-probability given a provided vector of unconstrained parameters.
loo Leave-one-out cross-validation (LOO-CV)
lp Extract log probability (target)
lp_approx Extract log probability (target)

-- M --

metadata Extract metadata from CmdStan CSV files
mle Extract (penalized) maximum likelihood estimate after optimization
model-method-check_syntax Check syntax of a Stan program
model-method-compile Compile a Stan program
model-method-diagnose Run Stan's diagnose method
model-method-expose_functions Expose Stan functions to R
model-method-format Run stanc's auto-formatter on the model code.
model-method-generate-quantities Run Stan's standalone generated quantities method
model-method-optimize Run Stan's optimization algorithms
model-method-sample Run Stan's MCMC algorithms
model-method-sample_mpi Run Stan's MCMC algorithms with MPI
model-method-variables Input and output variables of a Stan program
model-method-variational Run Stan's variational approximation algorithms

-- N --

num_chains Extract number of chains after MCMC

-- O --

optimize Run Stan's optimization algorithms
output Access console output
output_files Save output and data files

-- P --

print.CmdStanMCMC Compute a summary table of estimates and diagnostics
print.CmdStanMLE Compute a summary table of estimates and diagnostics
print.CmdStanVB Compute a summary table of estimates and diagnostics
print_example_program Fit models for use in examples
profiles Return profiling data
profile_files Save output and data files

-- R --

read_cmdstan_csv Read CmdStan CSV files into R
rebuild_cmdstan Install CmdStan or clean and rebuild an existing installation
register_knitr_engine Register CmdStanR's knitr engine for Stan
return_codes Extract return codes from CmdStan

-- S --

sample Run Stan's MCMC algorithms
sampler_diagnostics Extract sampler diagnostics after MCMC
sample_mpi Run Stan's MCMC algorithms with MPI
save_data_file Save output and data files
save_latent_dynamics_files Save output and data files
save_object Save fitted model object to a file
save_output_files Save output and data files
save_profile_files Save output and data files
set_cmdstan_path Get or set the file path to the CmdStan installation
summary Compute a summary table of estimates and diagnostics

-- T --

time Report timing of CmdStan runs

-- U --

unconstrain_draws Transform all parameter draws to the unconstrained scale
unconstrain_variables Transform a set of parameter values to the unconstrained scale

-- V --

variables Input and output variables of a Stan program
variable_skeleton Return the variable skeleton for 'relist'
variational Run Stan's variational approximation algorithms

-- W --

write_stan_file Write Stan code to a file
write_stan_json Write data to a JSON file readable by CmdStan