R Interface to 'CmdStan'

Documentation for package ‘cmdstanr’ version 0.9.0

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CmdStanR: the R interface to CmdStan

-- A --

as.CmdStanDiagnose	Coercion methods for CmdStan objects
as.CmdStanGQ	Coercion methods for CmdStan objects
as.CmdStanLaplace	Coercion methods for CmdStan objects
as.CmdStanMCMC	Coercion methods for CmdStan objects
as.CmdStanMLE	Coercion methods for CmdStan objects
as.CmdStanPathfinder	Coercion methods for CmdStan objects
as.CmdStanVB	Coercion methods for CmdStan objects
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.CmdStanLaplace	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.CmdStanPathfinder	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
CmdStanLaplace	CmdStanLaplace objects
CmdStanMCMC	CmdStanMCMC objects
CmdStanMLE	CmdStanMLE objects
CmdStanModel	CmdStanModel objects
CmdStanPathfinder	CmdStanPathfinder objects
CmdStanR	CmdStanR: the R interface to CmdStan
cmdstanr	CmdStanR: the R interface to CmdStan
cmdstanr_example	Fit models for use in examples
cmdstanr_global_options	CmdStanR global options
CmdStanVB	CmdStanVB objects
cmdstan_coercion	Coercion methods for CmdStan 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
config_files	Save output and data files
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 point 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_config_files	Save output and data files
fit-method-save_data_file	Save output and data files
fit-method-save_latent_dynamics_files	Save output and data files
fit-method-save_metric_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 --

laplace	Run Stan's Laplace algorithm
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
metric_files	Save output and data files
mle	Extract point 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-laplace	Run Stan's Laplace algorithm
model-method-optimize	Run Stan's optimization algorithms
model-method-pathfinder	Run Stan's Pathfinder Variational Inference Algorithm
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 --

pathfinder	Run Stan's Pathfinder Variational Inference Algorithm
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_config_files	Save output and data files
save_data_file	Save output and data files
save_latent_dynamics_files	Save output and data files
save_metric_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