Obtain a point estimate by maximizing the joint posterior
from the model defined by class `stanmodel`

.

```
# S4 method for stanmodel
optimizing(object, data = list(),
seed = sample.int(.Machine$integer.max, 1), init = 'random',
check_data = TRUE, sample_file = NULL,
algorithm = c("LBFGS", "BFGS", "Newton"),
verbose = FALSE, hessian = FALSE, as_vector = TRUE,
draws = 0, constrained = TRUE, importance_resampling = FALSE, ...)
```

A list with components:

- par
The point estimate found. Its form (vector or list) is determined by the

`as_vector`

argument.- value
The value of the log-posterior (up to an additive constant, the

`"lp__"`

in Stan) corresponding to`par`

.- return_code
The value of the return code from the optimizer; anything that is not zero is problematic.

- hessian
The Hessian matrix if

`hessian`

is`TRUE`

- theta_tilde
If

`draws > 0`

, the matrix of parameter draws in the constrained or unconstrained space, depending on the value of the`constrained`

argument.- log_p
If

`draws > 0`

and`importance_resampling=TRUE`

, a vector of length`draws`

that contains the value of the log-posterior evaluated at each row of`theta_tilde`

.- log_g
If

`draws > 0`

, a vector of length`draws`

that contains the value of the logarithm of the multivariate normal density evaluated at each row of`theta_tilde`

.

If the optimization is not completed for reasons such as feeding wrong data,
it returns `NULL`

.

- optimizing
`signature(object = "stanmodel")`

Call Stan's optimization methods to obtain a point estimate
for the model defined by S4 class `stanmodel`

given the data, initial values, etc.

- object
An object of class

`stanmodel`

.- data
A named

`list`

or`environment`

providing the data for the model or a character vector for all the names of objects used as data. See the**Passing data to Stan**section in`stan`

.- seed
The seed for random number generation. The default is generated from 1 to the maximum integer supported by R on the machine. Even if multiple chains are used, only one seed is needed, with other chains having seeds derived from that of the first chain to avoid dependent samples. When a seed is specified by a number,

`as.integer`

will be applied to it. If`as.integer`

produces`NA`

, the seed is generated randomly. The seed can also be specified as a character string of digits, such as`"12345"`

, which is converted to integer.- init
Initial values specification. See the detailed documentation for the

`init`

argument in`stan`

with one exception. If specifying inits using a list then only a single named list of values should be provided. For example, to initialize a parameter`alpha`

to`value1`

and`beta`

to`value2`

you can specify`list(alpha = value1, beta = value2)`

.- check_data
Logical, defaulting to

`TRUE`

. If`TRUE`

the data will be preprocessed; otherwise not. See the**Passing data to Stan**section in`stan`

.- sample_file
A character string of file name for specifying where to write samples for

*all*parameters and other saved quantities. If not provided, files are not created. When the folder specified is not writable,`tempdir()`

is used.- algorithm
One of

`"Newton"`

,`"BFGS"`

, and`"LBFGS"`

(the default) indicating which optimization algorithm to use.- verbose
`TRUE`

or`FALSE`

(the default): flag indicating whether to print intermediate output from Stan on the console, which might be helpful for model debugging.- hessian
`TRUE`

or`FALSE`

(the default): flag indicating whether to calculate the Hessian (via numeric differentiation of the gradient function in the unconstrained parameter space).- as_vector
`TRUE`

(the default) or`FALSE`

: flag indicating whether a vector is used to store the point estimate found. A list can be used instead by specifying it to be`FALSE`

.- draws
A non-negative integer (that defaults to zero) indicating how many times to draw from a multivariate normal distribution whose parameters are the mean vector and the inverse negative Hessian in the unconstrained space. If

`draws > 0`

and`importance_resampling=TRUE`

then`log_p`

and`log_g`

will be computed and returned (see description in the**Value**section).- constrained
A logical scalar indicating, if

`draws > 0`

, whether the draws should be transformed to the constrained space defined in the parameters block of the Stan program. Defaults to`TRUE`

.- importance_resampling
A logical scalar (defaulting to

`FALSE`

) indicating whether to do importance resampling to compute diagnostics on the draws from the normal approximation to the posterior distribution. If`TRUE`

and`draws > 0`

then`log_p`

and`log_g`

will be computed and returned (see description in the**Value**section).- ...
Other optional parameters:

`iter`

(`integer`

), the maximum number of iterations, defaulting to 2000.`save_iterations`

(logical), a flag indicating whether to save the iterations, defaulting to`FALSE`

.`refresh`

(`integer`

), the number of interations between screen updates, defaulting to 100.`init_alpha`

(`double`

), for BFGS and LBFGS, the line search step size for first iteration, defaulting to 0.001.`tol_obj`

(`double`

), for BFGS and LBFGS, the convergence tolerance on changes in objective function value, defaulting to 1e-12.`tol_rel_obj`

(`double`

), for BFGS and LBFGS, the convergence tolerance on relative changes in objective function value, defaulting to 1e4.`tol_grad`

(`double`

), for BFGS and LBFGS, the convergence tolerance on the norm of the gradient, defaulting to 1e-8.`tol_rel_grad`

(`double`

), for BFGS and LBFGS, the convergence tolerance on the relative norm of the gradient, defaulting to 1e7.`tol_param`

(`double`

), for BFGS and LBFGS, the convergence tolerance on changes in parameter value, defaulting to 1e-8.`history_size`

(`integer`

), for LBFGS, the number of update vectors to use in Hessian approximations, defaulting to 5.

Refer to the manuals for both CmdStan and Stan for more details.

`stanmodel`

```
if (FALSE) {
m <- stan_model(model_code = 'parameters {real y;} model {y ~ normal(0,1);}')
f <- optimizing(m, hessian = TRUE)
}
```

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