rstan v2.18.1

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

Name
external.Rmd
fib.hpp
rstan.Rmd
rstan.bib
schools.stan
sinc.hpp
stanfit-objects.Rmd
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Details

Type Package
Date 2018-09-12
License GPL (>= 3)
NeedsCompilation yes
LinkingTo Rcpp (>= 0.12.0), RcppEigen (>= 0.3.3.3.0), BH (>= 1.66), StanHeaders (>= 2.18.0)
URL http://discourse.mc-stan.org, http://mc-stan.org
BugReports https://github.com/stan-dev/rstan/issues/
VignetteBuilder knitr
SystemRequirements pandoc
RoxygenNote 5.0.1
Packaged 2018-10-15 13:26:46 UTC; ben
Repository CRAN
Date/Publication 2018-10-16 04:20:02 UTC

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