diff --git a/R/model.R b/R/model.R index 0086892ea..35d333ba6 100644 --- a/R/model.R +++ b/R/model.R @@ -190,6 +190,12 @@ cmdstan_model <- function(stan_file = NULL, exe_file = NULL, compile = TRUE, ... #' [`$save_hpp_file()`][model-method-compile] | Save the `.hpp` file containing the generated C++ code. | #' [`$expose_functions()`][model-method-expose_functions] | Expose Stan functions for use in R. | #' +#' ## Diagnostics +#' +#' |**Method**|**Description**| +#' |:----------|:---------------| +#' [`$diagnose()`][model-method-diagnose] | Run CmdStan's `"diagnose"` method to test gradients, return [`CmdStanDiagnose`] object. | +#' #' ## Model fitting #' #' |**Method**|**Description**| diff --git a/docs/reference/CmdStanModel-1.png b/docs/reference/CmdStanModel-1.png index 27fd88217..0aa41c0e9 100644 Binary files a/docs/reference/CmdStanModel-1.png and b/docs/reference/CmdStanModel-1.png differ diff --git a/docs/reference/CmdStanModel-2.png b/docs/reference/CmdStanModel-2.png index 4ed9fe5c5..835a8a667 100644 Binary files a/docs/reference/CmdStanModel-2.png and b/docs/reference/CmdStanModel-2.png differ diff --git a/docs/reference/CmdStanModel.html b/docs/reference/CmdStanModel.html index d8b10625e..9d9cdf30d 100644 --- a/docs/reference/CmdStanModel.html +++ b/docs/reference/CmdStanModel.html @@ -125,6 +125,10 @@

Stan codeCompilation

MethodDescription
$compile()Compile Stan program.
$exe_file()Return the file path to the compiled executable.
$hpp_file()Return the file path to the .hpp file containing the generated C++ code.
$save_hpp_file()Save the .hpp file containing the generated C++ code.
$expose_functions()Expose Stan functions for use in R.
+
+

Diagnostics

+
MethodDescription
$diagnose()Run CmdStan's "diagnose" method to test gradients, return CmdStanDiagnose object.
+

Model fitting

MethodDescription
$sample()Run CmdStan's "sample" method, return CmdStanMCMC object.
$sample_mpi()Run CmdStan's "sample" method with MPI, return CmdStanMCMC object.
$optimize()Run CmdStan's "optimize" method, return CmdStanMLE object.
$variational()Run CmdStan's "variational" method, return CmdStanVB object.
$generate_quantities()Run CmdStan's "generate quantities" method, return CmdStanGQ object.
@@ -145,6 +149,15 @@

Examples

# \dontrun{
 library(cmdstanr)
 library(posterior)
+#> This is posterior version 1.4.1.9000
+#> 
+#> Attaching package: ‘posterior’
+#> The following objects are masked from ‘package:stats’:
+#> 
+#>     mad, sd, var
+#> The following objects are masked from ‘package:base’:
+#> 
+#>     %in%, match
 library(bayesplot)
 #> This is bayesplot version 1.10.0
 #> - Online documentation and vignettes at mc-stan.org/bayesplot
@@ -170,6 +183,7 @@ 
Examples

 # here using the example model that comes with CmdStan
 file <- file.path(cmdstan_path(), "examples/bernoulli/bernoulli.stan")
 mod <- cmdstan_model(file)
+#> Model executable is up to date!
 mod$print()
 #> data {
 #>   int<lower=0> N;
@@ -251,7 +265,7 @@ 
Examples

 fit_mcmc$summary()
 #> # A tibble: 2 × 10
 #>   variable   mean median    sd   mad      q5    q95  rhat ess_bulk ess_tail
-#>   <chr>     <num>  <num> <num> <num>   <num>  <num> <num>    <num>    <num>
+#>   <chr>     <dbl>  <dbl> <dbl> <dbl>   <dbl>  <dbl> <dbl>    <dbl>    <dbl>
 #> 1 lp__     -7.30  -7.03  0.721 0.380 -8.82   -6.75   1.00     902.    1006.
 #> 2 theta     0.247  0.233 0.122 0.129  0.0786  0.470  1.00     762.     712.
 
@@ -305,7 +319,7 @@ 
Examples

 
 # Call CmdStan's diagnose and stansummary utilities
 fit_mcmc$cmdstan_diagnose()
-#> Processing csv files: /var/folders/s0/zfzm55px2nd2v__zlw5xfj2h0000gn/T/RtmpFBtN6X/bernoulli-202307251434-1-21173a.csv, /var/folders/s0/zfzm55px2nd2v__zlw5xfj2h0000gn/T/RtmpFBtN6X/bernoulli-202307251434-2-21173a.csv
+#> Processing csv files: /var/folders/s0/zfzm55px2nd2v__zlw5xfj2h0000gn/T/RtmpGdLwVH/bernoulli-202308230921-1-6956c8.csv, /var/folders/s0/zfzm55px2nd2v__zlw5xfj2h0000gn/T/RtmpGdLwVH/bernoulli-202308230921-2-6956c8.csv
 #> 
 #> Checking sampler transitions treedepth.
 #> Treedepth satisfactory for all transitions.
@@ -325,20 +339,20 @@ 
Examples

 #> Inference for Stan model: bernoulli_model
 #> 2 chains: each with iter=(1000,1000); warmup=(0,0); thin=(1,1); 2000 iterations saved.
 #> 
-#> Warmup took (0.0030, 0.0040) seconds, 0.0070 seconds total
-#> Sampling took (0.011, 0.011) seconds, 0.022 seconds total
+#> Warmup took (0.0040, 0.0040) seconds, 0.0080 seconds total
+#> Sampling took (0.011, 0.012) seconds, 0.023 seconds total
 #> 
 #>                 Mean     MCSE  StdDev     5%   50%   95%  N_Eff  N_Eff/s    R_hat
 #> 
-#> lp__            -7.3  2.6e-02    0.72   -8.8  -7.0  -6.8    781    35502      1.0
-#> accept_stat__   0.92  8.3e-03    0.13   0.64  0.97   1.0    235    10662  1.0e+00
-#> stepsize__      0.95  7.9e-02   0.079   0.87   1.0   1.0    1.0       46  2.0e+13
-#> treedepth__      1.4  1.1e-02    0.48    1.0   1.0   2.0   1874    85179  1.0e+00
-#> n_leapfrog__     2.5  1.4e-01     1.3    1.0   3.0   3.0     89     4050  1.0e+00
+#> lp__            -7.3  2.6e-02    0.72   -8.8  -7.0  -6.8    781    33958      1.0
+#> accept_stat__   0.92  8.3e-03    0.13   0.64  0.97   1.0    235    10198  1.0e+00
+#> stepsize__      0.95  7.9e-02   0.079   0.87   1.0   1.0    1.0       44  2.0e+13
+#> treedepth__      1.4  1.1e-02    0.48    1.0   1.0   2.0   1874    81476  1.0e+00
+#> n_leapfrog__     2.5  1.4e-01     1.3    1.0   3.0   3.0     89     3874  1.0e+00
 #> divergent__     0.00      nan    0.00   0.00  0.00  0.00    nan      nan      nan
-#> energy__         7.8  3.6e-02    1.00    6.8   7.5   9.6    775    35215  1.0e+00
+#> energy__         7.8  3.6e-02    1.00    6.8   7.5   9.6    775    33684  1.0e+00
 #> 
-#> theta           0.25  4.3e-03    0.12  0.079  0.23  0.47    796    36197      1.0
+#> theta           0.25  4.3e-03    0.12  0.079  0.23  0.47    796    34623      1.0
 #> 
 #> Samples were drawn using hmc with nuts.
 #> For each parameter, N_Eff is a crude measure of effective sample size,
@@ -365,7 +379,7 @@ 
Examples

 fit_optim$summary()
 #> # A tibble: 2 × 2
 #>   variable estimate
-#>   <chr>       <num>
+#>   <chr>       <dbl>
 #> 1 lp__        -5.00
 #> 2 theta        0.2 
 
@@ -377,8 +391,8 @@ 
Examples

 #>   This procedure has not been thoroughly tested and may be unstable 
 #>   or buggy. The interface is subject to change. 
 #> ------------------------------------------------------------ 
-#> Gradient evaluation took 7e-06 seconds 
-#> 1000 transitions using 10 leapfrog steps per transition would take 0.07 seconds. 
+#> Gradient evaluation took 5e-06 seconds 
+#> 1000 transitions using 10 leapfrog steps per transition would take 0.05 seconds. 
 #> Adjust your expectations accordingly! 
 #> Begin eta adaptation. 
 #> Iteration:   1 / 250 [  0%]  (Adaptation) 
@@ -399,7 +413,7 @@ 
Examples

 fit_vb$summary()
 #> # A tibble: 3 × 7
 #>   variable      mean median    sd   mad     q5      q95
-#>   <chr>        <num>  <num> <num> <num>  <num>    <num>
+#>   <chr>        <dbl>  <dbl> <dbl> <dbl>  <dbl>    <dbl>
 #> 1 lp__        -7.18  -6.94  0.588 0.259 -8.36  -6.75   
 #> 2 lp_approx__ -0.515 -0.221 0.692 0.303 -2.06  -0.00257
 #> 3 theta        0.263  0.246 0.115 0.113  0.106  0.481  
diff --git a/docs/reference/Rplot001.png b/docs/reference/Rplot001.png
index 17a358060..6823093a5 100644
Binary files a/docs/reference/Rplot001.png and b/docs/reference/Rplot001.png differ
diff --git a/man/CmdStanModel.Rd b/man/CmdStanModel.Rd
index 94ec10d61..2e8176aa7 100644
--- a/man/CmdStanModel.Rd
+++ b/man/CmdStanModel.Rd
@@ -34,6 +34,13 @@ methods, many of which have their own (linked) documentation pages:
 
 }
 
+\subsection{Diagnostics}{\tabular{ll}{
+   \strong{Method} \tab \strong{Description} \cr
+   \code{\link[=model-method-diagnose]{$diagnose()}} \tab Run CmdStan's \code{"diagnose"} method to test gradients, return \code{\link{CmdStanDiagnose}} object. \cr
+}
+
+}
+
 \subsection{Model fitting}{\tabular{ll}{
    \strong{Method} \tab \strong{Description} \cr
    \code{\link[=model-method-sample]{$sample()}} \tab Run CmdStan's \code{"sample"} method, return \code{\link{CmdStanMCMC}} object. \cr