Extract samples from a fitted Stan model
Extract samples from a fitted model represented by an
instance of class stanfit
.
## S4 method for signature 'stanfit' extract(object, pars, permuted = TRUE, inc_warmup = FALSE, include = TRUE)
object |
An object of class |
pars |
An optional character vector providing the parameter
names (or other quantity names) of interest. If not specified,
all parameters and other quantities are used. The log-posterior with
name |
permuted |
A logical scalar indicating whether the draws
after the warmup period in each chain should be permuted and
merged. If |
inc_warmup |
A logical scalar indicating whether to include
the warmup draws. This argument is only relevant if |
include |
A logical scalar indicating whether the parameters
named in |
When permuted = TRUE
, this function returns a named list,
every element of which is an array representing samples for a parameter
with all chains merged together.
When permuted = FALSE
, an array is returned; the first
dimension is for the iterations, the second for the number of chains, the
third for the parameters. Vectors and arrays are expanded to one
parameter (a scalar) per cell, with names indicating the third dimension.
See the examples (with comments) below. The monitor
function
can be applied to the returned array to obtain a summary
(similar to the print
method for stanfit
objects).
signature(object = "stanfit")
Extract samples from a fitted model represented by an instance of class
stanfit
.
S4 class stanfit
, as.array.stanfit
, and
monitor
## Not run: ex_model_code <- ' parameters { real alpha[2,3]; real beta[2]; } model { for (i in 1:2) for (j in 1:3) alpha[i, j] ~ normal(0, 1); for (i in 1:2) beta ~ normal(0, 2); } ' ## fit the model fit <- stan(model_code = ex_model_code, chains = 4) ## extract alpha and beta with 'permuted = TRUE' fit_ss <- extract(fit, permuted = TRUE) # fit_ss is a list ## list fit_ss should have elements with name 'alpha', 'beta', 'lp__' alpha <- fit_ss$alpha beta <- fit_ss$beta ## or extract alpha by just specifying pars = 'alpha' alpha2 <- extract(fit, pars = 'alpha', permuted = TRUE)$alpha print(identical(alpha, alpha2)) ## or extract alpha by excluding beta and lp__ alpha3 <- extract(fit, pars = c('beta', 'lp__'), permuted = TRUE, include = FALSE)$alpha print(identical(alpha, alpha3)) ## get the samples for alpha[1,1] and beta[2] alpha_11 <- alpha[, 1, 1] beta_2 <- beta[, 2] ## extract samples with 'permuted = FALSE' fit_ss2 <- extract(fit, permuted = FALSE) # fit_ss2 is an array ## the dimensions of fit_ss2 should be ## "# of iterations * # of chains * # of parameters" dim(fit_ss2) ## since the third dimension of `fit_ss2` indicates ## parameters, the names should be ## alpha[1,1], alpha[2,1], alpha[1,2], alpha[2,2], ## alpha[1,3], alpha[2,3], beta[1], beta[2], and lp__ ## `lp__` (the log-posterior) is always included ## in the samples. dimnames(fit_ss2) ## End(Not run) # Create a stanfit object from reading CSV files of samples (saved in rstan # package) generated by funtion stan for demonstration purpose from model as follows. # excode <- ' transformed data { real y[20]; y[1] <- 0.5796; y[2] <- 0.2276; y[3] <- -0.2959; y[4] <- -0.3742; y[5] <- 0.3885; y[6] <- -2.1585; y[7] <- 0.7111; y[8] <- 1.4424; y[9] <- 2.5430; y[10] <- 0.3746; y[11] <- 0.4773; y[12] <- 0.1803; y[13] <- 0.5215; y[14] <- -1.6044; y[15] <- -0.6703; y[16] <- 0.9459; y[17] <- -0.382; y[18] <- 0.7619; y[19] <- 0.1006; y[20] <- -1.7461; } parameters { real mu; real<lower=0, upper=10> sigma; vector[2] z[3]; real<lower=0> alpha; } model { y ~ normal(mu, sigma); for (i in 1:3) z[i] ~ normal(0, 1); alpha ~ exponential(2); } ' # exfit <- stan(model_code = excode, save_dso = FALSE, iter = 200, # sample_file = "rstan_doc_ex.csv") # exfit <- read_stan_csv(dir(system.file('misc', package = 'rstan'), pattern='rstan_doc_ex_[[:digit:]].csv', full.names = TRUE)) ee1 <- extract(exfit, permuted = TRUE) print(names(ee1)) for (name in names(ee1)) { cat(name, "\n") print(dim(ee1[[name]])) } ee2 <- extract(exfit, permuted = FALSE) print(dim(ee2)) print(dimnames(ee2))
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