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rstan (version 2.32.7)

R Interface to Stan

Description

User-facing R functions are provided to parse, compile, test, estimate, and analyze Stan models by accessing the header-only Stan library provided by the 'StanHeaders' package. The Stan project develops a probabilistic programming language that implements full Bayesian statistical inference via Markov Chain Monte Carlo, rough Bayesian inference via 'variational' approximation, and (optionally penalized) maximum likelihood estimation via optimization. In all three cases, automatic differentiation is used to quickly and accurately evaluate gradients without burdening the user with the need to derive the partial derivatives.

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Version

Install

install.packages('rstan')

Monthly Downloads

51,327

Version

2.32.7

License

GPL (>= 3)

Maintainer

Ben Goodrich

Last Published

March 10th, 2025

Functions in rstan (2.32.7)

lookup

Look up the Stan function that corresponds to a R function or name.
rstan-internal

Internal Functions and Methods
read_rdump

Read data in an R dump file to a list
rstan_options

Set and read options used in RStan
rstan.package.skeleton

Create a Skeleton for a New Source Package with Stan Programs
print

Print a summary for a fitted model represented by a stanfit object
sbc

Simulation Based Calibration (sbc)
rstan-package

RStan --- the R interface to Stan
set_cppo

Defunct function to set the compiler optimization level
sflist2stanfit

Merge a list of stanfit objects into one
stan

Fit a model with Stan
stan_rdump

Dump the data for a Stan model to R dump file in the limited format that Stan can read.
Diagnostic plots

RStan Diagnostic plots
read_stan_csv

Read CSV files of samples generated by (R)Stan into a stanfit object
stan_version

Obtain the version of Stan
Plots

ggplot2 for RStan
stan_demo

Demonstrate examples included in Stan
stan_model

Construct a Stan model
rstan_gg_options

Set default appearance options
stanfit-class

Class stanfit: fitted Stan model
stanc

Translate Stan model specification to C++ code
loo_moment_match.stanfit

Moment matching for efficient approximate leave-one-out cross-validation (LOO)
pairs.stanfit

Create a matrix of output plots from a stanfit object
extract

Extract samples from a fitted Stan model
log_prob-methods

log_prob and grad_log_prob functions
as.array

Create array, matrix, or data.frame objects from samples in a stanfit object
stanmodel-class

Class representing model compiled from C++
traceplot

Markov chain traceplots
summary-methods

Summary method for stanfit objects
gqs

Draw samples of generated quantities from a Stan model
optimizing

Obtain a point estimate by maximizing the joint posterior
plot-methods

Plots for stanfit objects
vb

Run Stan's variational algorithm for approximate posterior sampling
sampling

Draw samples from a Stan model
loo.stanfit

Approximate leave-one-out cross-validation
extract_sparse_parts

Extract the compressed representation of a sparse matrix
Rhat

Convergence and efficiency diagnostics for Markov Chains
rstan-plotting-functions

RStan Plotting Functions
check_hmc_diagnostics

Check HMC diagnostics after sampling
As.mcmc.list

Create an mcmc.list from a stanfit object
makeconf_path

Obtain the full path of file Makeconf
monitor

Compute summaries of MCMC draws and monitor convergence
nlist

Created named lists
expose_stan_functions

Expose user-defined Stan functions to R for testing and simulation