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update stevebronder from ctb to auth
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@@ -17,7 +17,7 @@ Authors@R: | |
email = "[email protected]", comment = c(ORCID = "0000-0003-1878-3253")), | ||
person(given = "Jacob", family = "Socolar", role = "ctb"), | ||
person(given = "Martin", family = "Modrák", role = "ctb"), | ||
person(given = "Steve", family = "Bronder", role = "ctb")) | ||
person(given = "Steve", family = "Bronder", role = "aut")) | ||
Description: A lightweight interface to 'Stan' <https://mc-stan.org>. | ||
The 'CmdStanR' interface is an alternative to 'RStan' that calls the command | ||
line interface for compilation and running algorithms instead of interfacing | ||
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params <- | ||
list(EVAL = FALSE) | ||
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## ----settings-knitr, include=FALSE-------------------------------------------- | ||
stopifnot(require(knitr)) | ||
opts_chunk$set( | ||
# collapse = TRUE, | ||
dev = "png", | ||
dpi = 150, | ||
fig.asp = 0.618, | ||
fig.width = 5, | ||
out.width = "60%", | ||
fig.align = "center", | ||
comment = NA, | ||
eval = if (isTRUE(exists("params"))) params$EVAL else FALSE | ||
) | ||
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## ----setup, message=FALSE----------------------------------------------------- | ||
# library(cmdstanr) | ||
# check_cmdstan_toolchain(fix = TRUE, quiet = TRUE) | ||
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## ----start-clean, include=FALSE----------------------------------------------- | ||
# exe <- file.path(cmdstan_path(), "examples", "bernoulli", "bernoulli") | ||
# unlink(exe) | ||
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## ----compile------------------------------------------------------------------ | ||
# stan_file <- file.path(cmdstan_path(), "examples", "bernoulli", "bernoulli.stan") | ||
# mod <- cmdstan_model(stan_file) | ||
# mod$print() | ||
# mod$stan_file() | ||
# mod$exe_file() | ||
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## ----already-compiled--------------------------------------------------------- | ||
# mod <- cmdstan_model(stan_file) | ||
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## ----compile-options, eval=FALSE---------------------------------------------- | ||
# mod <- cmdstan_model( | ||
# stan_file, | ||
# force_recompile = TRUE, | ||
# include_paths = "paths/to/directories/with/included/files", | ||
# cpp_options = list(stan_threads = TRUE, STANC2 = TRUE) | ||
# ) | ||
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## ----compile-method----------------------------------------------------------- | ||
# unlink(mod$exe_file()) | ||
# mod <- cmdstan_model(stan_file, compile = FALSE) | ||
# mod$exe_file() # not yet created | ||
# mod$compile() | ||
# mod$exe_file() | ||
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## ----stan_file_pedantic------------------------------------------------------- | ||
# stan_file_pedantic <- write_stan_file(" | ||
# data { | ||
# int N; | ||
# array[N] int y; | ||
# } | ||
# parameters { | ||
# // should have <lower=0> but omitting to demonstrate pedantic mode | ||
# real lambda; | ||
# } | ||
# model { | ||
# y ~ poisson(lambda); | ||
# } | ||
# ") | ||
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## ----pedantic-compile, collapse = TRUE---------------------------------------- | ||
# mod_pedantic <- cmdstan_model(stan_file_pedantic, pedantic = TRUE) | ||
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## ----pedantic-check_syntax, collapse=TRUE------------------------------------- | ||
# mod_pedantic$check_syntax(pedantic = TRUE) | ||
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## ----pedantic-check_syntax-2, collapse=TRUE----------------------------------- | ||
# file.remove(mod_pedantic$exe_file()) # delete compiled executable | ||
# rm(mod_pedantic) | ||
# | ||
# mod_pedantic <- cmdstan_model(stan_file_pedantic, compile = FALSE) | ||
# mod_pedantic$check_syntax(pedantic = TRUE) | ||
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## ----stan_file_variables------------------------------------------------------ | ||
# stan_file_variables <- write_stan_file(" | ||
# data { | ||
# int<lower=1> J; | ||
# vector<lower=0>[J] sigma; | ||
# vector[J] y; | ||
# } | ||
# parameters { | ||
# real mu; | ||
# real<lower=0> tau; | ||
# vector[J] theta_raw; | ||
# } | ||
# transformed parameters { | ||
# vector[J] theta = mu + tau * theta_raw; | ||
# } | ||
# model { | ||
# target += normal_lpdf(tau | 0, 10); | ||
# target += normal_lpdf(mu | 0, 10); | ||
# target += normal_lpdf(theta_raw | 0, 1); | ||
# target += normal_lpdf(y | theta, sigma); | ||
# } | ||
# ") | ||
# mod_v <- cmdstan_model(stan_file_variables) | ||
# variables <- mod_v$variables() | ||
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## ----variables-list-names----------------------------------------------------- | ||
# names(variables) | ||
# names(variables$data) | ||
# names(variables$parameters) | ||
# names(variables$transformed_parameters) | ||
# names(variables$generated_quantities) | ||
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## ----variable-type-dims------------------------------------------------------- | ||
# variables$data$J | ||
# variables$data$sigma | ||
# variables$parameters$tau | ||
# variables$transformed_parameters$theta | ||
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## ----compile-with-dir, eval = FALSE------------------------------------------- | ||
# mod <- cmdstan_model(stan_file, dir = "path/to/directory/for/executable") | ||
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## ----print-program-again------------------------------------------------------ | ||
# mod$print() | ||
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## ----data-list, eval=FALSE---------------------------------------------------- | ||
# # data block has 'N' and 'y' | ||
# data_list <- list(N = 10, y = c(0,1,0,0,0,0,0,0,0,1)) | ||
# fit <- mod$sample(data = data_list) | ||
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## ----write_stan_json---------------------------------------------------------- | ||
# data_list <- list(N = 10, y = c(0,1,0,0,0,0,0,0,0,1)) | ||
# json_file <- tempfile(fileext = ".json") | ||
# write_stan_json(data_list, json_file) | ||
# cat(readLines(json_file), sep = "\n") | ||
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## ----data-json, eval=FALSE---------------------------------------------------- | ||
# fit <- mod$sample(data = json_file) | ||
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## ----data-rdump, eval=FALSE--------------------------------------------------- | ||
# rdump_file <- tempfile(fileext = ".data.R") | ||
# rstan::stan_rdump(names(data_list), file = rdump_file, envir = list2env(data_list)) | ||
# cat(readLines(rdump_file), sep = "\n") | ||
# fit <- mod$sample(data = rdump_file) | ||
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## ----sample-tempdir, results = "hide"----------------------------------------- | ||
# data_list <- list(N = 10, y = c(0,1,0,0,0,0,0,0,0,1)) | ||
# fit <- mod$sample(data = data_list) | ||
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## ----output_files------------------------------------------------------------- | ||
# fit$output_files() | ||
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## ----gc----------------------------------------------------------------------- | ||
# files <- fit$output_files() | ||
# file.exists(files) | ||
# | ||
# rm(fit) | ||
# gc() | ||
# | ||
# file.exists(files) | ||
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## ----save_output_files, eval=FALSE-------------------------------------------- | ||
# # see ?save_output_files for info on optional arguments | ||
# fit$save_output_files(dir = "path/to/directory") | ||
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## ----output_dir, eval = FALSE------------------------------------------------- | ||
# fit <- mod$sample( | ||
# data = data_list, | ||
# output_dir = "path/to/directory" | ||
# ) | ||
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## ----refit, include=FALSE----------------------------------------------------- | ||
# fit <- mod$sample(data = data_list) | ||
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## ----csv-not-read------------------------------------------------------------- | ||
# str(fit) | ||
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## ----for-csv-reading---------------------------------------------------------- | ||
# draws <- fit$draws() # force CSVs to be read into R | ||
# str(fit) | ||
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## ----read_cmdstan_csv--------------------------------------------------------- | ||
# # see ?read_cmdstan_csv for info on optional arguments controlling | ||
# # what information is read in | ||
# csv_contents <- read_cmdstan_csv(fit$output_files()) | ||
# str(csv_contents) | ||
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## ----as_cmdstan_fit----------------------------------------------------------- | ||
# fit2 <- as_cmdstan_fit(fit$output_files()) | ||
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## ----save_latent_dynamics, results = "hide"----------------------------------- | ||
# fit <- mod$sample(data = data_list, save_latent_dynamics = TRUE) | ||
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## ----read-latent-dynamics----------------------------------------------------- | ||
# fit$latent_dynamics_files() | ||
# | ||
# # read one of the files in | ||
# x <- utils::read.csv(fit$latent_dynamics_files()[1], comment.char = "#") | ||
# head(x) | ||
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## ----explore-latent-dynamics-------------------------------------------------- | ||
# head(x[, c("theta", "p_theta", "g_theta")]) | ||
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## ----verbose-mode------------------------------------------------------------- | ||
# options("cmdstanr_verbose"=TRUE) | ||
# | ||
# mod <- cmdstan_model(stan_file, force_recompile = TRUE) | ||
# fit <- mod$sample( | ||
# data = data_list, | ||
# chains = 1, | ||
# iter_warmup = 100, | ||
# iter_sampling = 100 | ||
# ) | ||
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## ----include=FALSE------------------------------------------------------------ | ||
# options("cmdstanr_verbose" = FALSE) | ||
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