
stanfit
.
"extract"(object, pars, permuted = TRUE, inc_warmup = FALSE, include = TRUE)
stanfit
.lp__
is also included by default.FALSE
, the original order is kept. For each
stanfit
object, the permutation is fixed (i.e., extracting samples
a second time will give the same sequence of iterations).permuted
is
FALSE
.pars
should be included (TRUE
) or excluded
(FALSE
).permuted = TRUE
, this function returns a named list,
every element of which is an array representing samples for a parameter
with all chains merged together.When permuted = FALSE
, an array is returned; the first
dimension is for the iterations, the second for the number of chains, the
third for the parameters. Vectors and arrays are expanded to one
parameter (a scalar) per cell, with names indicating the third dimension.
See the examples (with comments) below. The monitor
function
can be applied to the returned array to obtain a summary
(similar to the print
method for stanfit
objects).
stanfit
. stanfit
, as.array.stanfit
, and
monitor
# Create a stanfit object from reading CSV files of samples (saved in rstan
# package) generated by funtion stan for demonstration purpose from model as follows.
#
excode <- '
transformed data {
real y[20];
y[1] <- 0.5796; y[2] <- 0.2276; y[3] <- -0.2959;
y[4] <- -0.3742; y[5] <- 0.3885; y[6] <- -2.1585;
y[7] <- 0.7111; y[8] <- 1.4424; y[9] <- 2.5430;
y[10] <- 0.3746; y[11] <- 0.4773; y[12] <- 0.1803;
y[13] <- 0.5215; y[14] <- -1.6044; y[15] <- -0.6703;
y[16] <- 0.9459; y[17] <- -0.382; y[18] <- 0.7619;
y[19] <- 0.1006; y[20] <- -1.7461;
}
parameters {
real mu;
real<lower=0, upper=10> sigma;
vector[2] z[3];
real<lower=0> alpha;
}
model {
y ~ normal(mu, sigma);
for (i in 1:3)
z[i] ~ normal(0, 1);
alpha ~ exponential(2);
}
'
# exfit <- stan(model_code = excode, save_dso = FALSE, iter = 200,
# sample_file = "rstan_doc_ex.csv")
#
exfit <- read_stan_csv(dir(system.file('misc', package = 'rstan'),
pattern='rstan_doc_ex_[[:digit:]].csv',
full.names = TRUE))
ee1 <- extract(exfit, permuted = TRUE)
print(names(ee1))
for (name in names(ee1)) {
cat(name, "\n")
print(dim(ee1[[name]]))
}
ee2 <- extract(exfit, permuted = FALSE)
print(dim(ee2))
print(dimnames(ee2))
Run the code above in your browser using DataLab