by Ben Goodrich

Monthly downloads



Type Package
Date 2016-12-28
License GPL (>= 3)
NeedsCompilation yes
LinkingTo Rcpp (>= 0.12.0), RcppEigen, BH (>= 1.62), StanHeaders (>= 2.14.0)
VignetteBuilder knitr
Packaged 2016-12-28 14:55:41 UTC; goodrich
Repository CRAN
Date/Publication 2016-12-28 18:26:59

R Interface to Stan

User-facing R functions are provided to parse, compile, test, estimate, and analyze Stan models by accessing the header-only Stan library provided by the 'StanHeaders' package. The Stan project develops a probabilistic programming language that implements full Bayesian statistical inference via Markov Chain Monte Carlo, rough Bayesian inference via 'variational' approximation, and (optionally penalized) maximum likelihood estimation via optimization. In all three cases, automatic differentiation is used to quickly and accurately evaluate gradients without burdening the user with the need to derive the partial derivatives.

Functions in rstan

Name Description
rstan-plotting-functions RStan Plotting Functions
rstan-internal Internal Functions and Methods
rstan-package RStan --- R interface to Stan
extract Extract samples from a fitted Stan model
log_prob-methods Model's log_prob and grad_log_prob functions
vb Run Stan's variational algorithm for approximate posterior sampling
makeconf_path Obtain the full path of file Makeconf
monitor Compute summaries of MCMC draws and monitor convergence
rstan_gg_options Set default appearance options
pairs.stanfit Create a matrix of output plots from a stanfit object
Diagnostic plots RStan Diagnostic plots
extract_sparse_parts Extract the compressed representation of a sparse matrix
stan_demo Demonstrate examples included in Stan
lookup Look up the Stan function that corresponds to a R function or name.
stan_model Construct a Stan model
print Print a summary for a fitted model represented by a stanfit object
read_stan_csv Read CSV files of samples generated by (R)Stan into a stanfit object
sflist2stanfit Merge a list of stanfit objects into one
summary-methods Summary method for stanfit objects
traceplot Markov chain traceplots
plot-methods Plots for stanfit objects
stan_version Obtain the version of Stan
stan Fit a model using Stan
as.array Create array, matrix, or data.frame objects from samples in a stanfit object
stanmodel-class Class representing model compiled from C++
As.mcmc.list Create an mcmc.list from a stanfit object
stanc Translate Stan model specification to C++ code
expose_stan_functions Expose user-defined Stan functions to R for testing and simulation
rstan_options Set and read options used in RStan
stanfit-class Class stanfit: fitted Stan model
read_rdump Read data in an R dump file to a list
rstan.package.skeleton Create a Skeleton for a New Source Package with Stan Programs
set_cppo Defunct function to set the compiler optimization level
Plots ggplot2 for RStan
optimizing Obtain a point estimate by maximizing the joint posterior
sampling Draw samples from a Stan model
stan_rdump Dump the data for a Stan model to R dump file in the limited format that Stan can read.
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