R: Draw samples from a Stan model

sampling {rstan} | R Documentation

## Draw samples from a Stan model

### Description

Draw samples from the model defined by class `stanmodel`.

### Usage

      ## S4 method for signature 'stanmodel'
    sampling(object, data = list(), pars = NA,
        chains = 4, iter = 2000, warmup = floor(iter/2), thin = 1,
        seed = sample.int(.Machine$integer.max, 1),
        init = 'random', check_data = TRUE,
        sample_file = NULL, diagnostic_file = NULL, verbose = FALSE,
        algorithm = c("NUTS", "HMC", "Fixed_param"),
        control = NULL, include = TRUE,
        cores = getOption("mc.cores", 1L),
        open_progress = interactive() && !isatty(stdout()) &&
                        !identical(Sys.getenv("RSTUDIO"), "1"),
        show_messages = TRUE, ...)

### Arguments

`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 Note section in `stan`.
`pars` | A vector of character strings specifying parameters of interest. The default is `NA` indicating all parameters in the model. If `include = TRUE`, only samples for parameters named in `pars` are stored in the fitted results. Conversely, if `include = FALSE`, samples for all parameters except those named in `pars` are stored in the fitted results.
`chains` | A positive integer specifying the number of Markov chains. The default is 4.
`iter` | A positive integer specifying the number of iterations for each chain (including warmup). The default is 2000.
`warmup` | A positive integer specifying the number of warmup (aka burnin) iterations per chain. If step-size adaptation is on (which it is by default), this also controls the number of iterations for which adaptation is run (and hence these warmup samples should not be used for inference). The number of warmup iterations should not be larger than `iter` and the default is `iter/2`.
`thin` | A positive integer specifying the period for saving samples. The default is 1, which is usually the recommended value.
`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`.
`check_data` | Logical, defaulting to `TRUE`. If `TRUE` the data will be preprocessed; otherwise not. See the Note section in `stan`.
`sample_file` | An optional character string providing the name of a file. If specified the draws for all parameters and other saved quantities will be written to the file. If not provided, files are not created. When the folder specified is not writable, `tempdir()` is used. When there are multiple chains, an underscore and chain number are appended to the file name prior to the `.csv` extension.
`diagnostic_file` | An optional character string providing the name of a file. If specified the diagnostics data for all parameters will be written to the file. If not provided, files are not created. When the folder specified is not writable, `tempdir()` is used. When there are multiple chains, an underscore and chain number are appended to the file name prior to the `.csv` extension.
`verbose` | `TRUE` or `FALSE`: flag indicating whether to print intermediate output from Stan on the console, which might be helpful for model debugging.
`algorithm` | One of sampling algorithms that are implemented in Stan. Current options are `"NUTS"` (No-U-Turn sampler, Hoffman and Gelman 2011), `"HMC"` (static HMC), or `"Fixed_param"`. The default and preferred algorithm is `"NUTS"`.
`control` | A named `list` of parameters to control the sampler's behavior. See the details in the documentation for the `control` argument in `stan`.
`include` | Logical scalar defaulting to `TRUE` indicating whether to include or exclude the parameters given by the `pars` argument. If `FALSE`, only entire multidimensional parameters can be excluded, rather than particular elements of them.
`cores` | Number of cores to use when executing the chains in parallel, which defaults to 1 but we recommend setting the `mc.cores` option to be as many processors as the hardware and RAM allow (up to the number of chains).
`open_progress` | Logical scalar that only takes effect if `cores > 1` but is recommended to be `TRUE` in interactive use so that the progress of the chains will be redirected to a file that is automatically opened for inspection. For very short runs, the user might prefer `FALSE`.
`show_messages` | Either a logical scalar (defaulting to `TRUE`) indicating whether to print the summary of Informational Messages to the screen after a chain is finished or a character string naming a path where the summary is stored. Setting to `FALSE` is not recommended unless you are very sure that the model is correct up to numerical error.
`...` | Additional arguments can be `chain_id`, `init_r`, `test_grad`, `append_samples`, `refresh`, `enable_random_init`. See the documentation in `stan`.

### Value

An object of S4 class `stanfit` representing the fitted results. Slot `mode` for this object indicates if the sampling is done or not.

### Methods

`sampling`

  `signature(object = "stanmodel")`

Call a sampler (NUTS, HMC, or Fixed_param depending on parameters) to draw samples from the model defined by S4 class `stanmodel` given the data, initial values, etc.

### See Also

`stanmodel`, `stanfit`, `stan`

### Examples

    ## Not run:
    m <- stan_model(model_code = 'parameters {real y;} model {y ~ normal(0,1);}')
    f <- sampling(m, iter = 100)

    ## End(Not run)

[Package rstan version 2.15.1 Index]