rstan v2.15.1


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