stan_postcalc

Compute functions of matrices from samples of a stanfit object

Hierarchical continuous (and discrete) time state space modelling, for linear
and nonlinear systems measured by continuous variables, with limited support for
binary data. The subject specific dynamic system is modelled as a stochastic
differential equation (SDE) or difference equation, measurement models are typically multivariate normal factor models.
Linear mixed effects SDE's estimated via maximum likelihood and optimization are the default.
Nonlinearities, (state dependent parameters) and random effects on all parameters
are possible, using either max likelihood / max a posteriori optimization
(with optional importance sampling) or Stan's Hamiltonian Monte Carlo sampling.
See <https://github.com/cdriveraus/ctsem/raw/master/vignettes/hierarchicalmanual.pdf>
for details. Priors may be used. For the conceptual overview of the hierarchical Bayesian
linear SDE approach,
see <https://www.researchgate.net/publication/324093594_Hierarchical_Bayesian_Continuous_Time_Dynamic_Modeling>.
Exogenous inputs may also be included, for an overview of such possibilities see <https://www.researchgate.net/publication/328221807_Understanding_the_Time_Course_of_Interventions_with_Continuous_Time_Dynamic_Models> .
Stan based functions are not available on 32 bit Windows systems at present.
<https://cdriver.netlify.app/> contains some tutorial blog posts.

Charles Driver

ctsem

Continuous Time Structural Equation Modelling

Manuel Voelkle

Han Oud

Trustees of Columbia University 

stan_postcalc function

<dl><dt>stanfit</dt>
<dd>object of class stanfit.</dd>
<dt>object</dt>
<dd>name of stan sub object from stanfit to use for calculations.</dd>
<dt>calc</dt>
<dd>string containing R calculation to evaluate, with the string 'object' in place of the actual object name.</dd>
<dt>objectindices</dt>
<dd>matrix of indices, with the number of columns matching 
the number of dimensions of the object. 'all' computes <code>which( array(1,objdims)==1,arr.ind=TRUE)</code>,
where objdims is what would be returned by dim(object) if the object existed in the R environment.</dd>
<dt>summary</dt>
<dd>if FALSE, a iterations * parameters matrix is returned, if TRUE, 
rstan::monitor is first run on the output.</dd></dl>

Arguments

Compute functions of matrices from samples of a stanfit object — stan_postcalc

<dl>

<dt>stanfit</dt>
<dd>object of class stanfit.</dd>


<dt>object</dt>
<dd>name of stan sub object from stanfit to use for calculations.</dd>


<dt>calc</dt>
<dd>string containing R calculation to evaluate, with the string 'object' in place of the actual object name.</dd>


<dt>objectindices</dt>
<dd>matrix of indices, with the number of columns matching 
the number of dimensions of the object. 'all' computes <code>which( array(1,objdims)==1,arr.ind=TRUE)</code>,
where objdims is what would be returned by dim(object) if the object existed in the R environment.</dd>


<dt>summary</dt>
<dd>if FALSE, a iterations * parameters matrix is returned, if TRUE, 
rstan::monitor is first run on the output.</dd>

</dl>

stan_postcalc: Compute functions of matrices from samples of a stanfit object

Description

Usage

Value

Arguments