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An appendage to the rstan package that enables some of the most common
applied regression models to be estimated using Markov Chain Monte Carlo,
variational approximations to the posterior distribution, or optimization.
The rstanarm package allows these models to be specified using the
customary R modeling syntax (e.g., like that of glm with
a formula and a data.frame).
The set of models supported by rstanarm is large (and will continue to
grow), but also limited enough so that it is possible to integrate them
tightly with the pp_check function for graphical posterior
predictive checks and the posterior_predict function to easily
estimate the effect of specific manipulations of predictor variables or to
predict the outcome in a training set.
The objects returned by the rstanarm modeling functions are called
stanreg objects. In addition to all of the
typical methods defined for fitted model
objects, stanreg objects can be passed to the loo function
in the loo package for model comparison or to the
launch_shinystan function in the shinystan
package in order to visualize the posterior distribution using the ShinyStan
graphical user interface. See the rstanarm vignettes for more details
about the entire process.
algorithm
argument that can be one of the following:
Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., and Rubin, D. B. (2013). Bayesian Data Analysis. Chapman & Hall/CRC Press, London, third edition. http://stat.columbia.edu/~gelman/book/
Gelman, A. and Hill, J. (2007). Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press, Cambridge, UK. http://stat.columbia.edu/~gelman/arm/
Stan Development Team. (2016). Stan Modeling Language Users Guide and Reference Manual. http://mc-stan.org/documentation/
Vehtari, A., Gelman, A., and Gabry, J. (2016a). Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC. Statistics and Computing. Advance online publication. doi:10.1007/s11222-016-9696-4. arXiv preprint: http://arxiv.org/abs/1507.04544/
stanreg-objects and stanreg-methods for
details on the fitted model objects returned by the modeling functions.
plot and
pp_check methods for the various plots that can be used to
explore and check fitted models.