Obtain a point estimate by maximizing the joint posterior
Obtain a point estimate by maximizing the joint posterior
from the model defined by class stanmodel
.
## S4 method for signature 'stanmodel' optimizing(object, data = list(), seed = sample.int(.Machine$integer.max, 1), init = 'random', check_data = TRUE, sample_file = NULL, algorithm = c("LBFGS", "BFGS", "Newton"), verbose = FALSE, hessian = FALSE, as_vector = TRUE, draws = 0, constrained = TRUE, importance_resampling = FALSE, ...)
object |
An object of class |
data |
A named |
seed |
The seed for random number generation. The default is generated
from 1 to the maximum integer supported by R on the machine. Even if
multiple chains are used, only one seed is needed, with other chains having
seeds derived from that of the first chain to avoid dependent samples.
When a seed is specified by a number, |
init |
Initial values specification. See the detailed documentation for
the |
check_data |
Logical, defaulting to |
sample_file |
A character string of file name for specifying where to
write samples for all parameters and other saved quantities.
If not provided, files are not created. When the folder specified
is not writable, |
algorithm |
One of |
verbose |
|
hessian |
|
as_vector |
|
draws |
A non-negative integer (that defaults to zero) indicating how
many times to draw from a multivariate normal distribution whose parameters
are the mean vector and the inverse negative Hessian in the unconstrained
space. If |
constrained |
A logical scalar indicating, if |
importance_resampling |
A logical scalar (defaulting to |
... |
Other optional parameters:
Refer to the manuals for both CmdStan and Stan for more details. |
A list with components:
par |
The point estimate found. Its form (vector or list)
is determined by the |
value |
The value of the log-posterior (up to an additive constant,
the |
return_code |
The value of the return code from the optimizer; anything that is not zero is problematic. |
hessian |
The Hessian matrix if |
theta_tilde |
If |
log_p |
If |
log_g |
If |
If the optimization is not completed for reasons such as feeding wrong data,
it returns NULL
.
signature(object = "stanmodel")
Call Stan's optimization methods to obtain a point estimate
for the model defined by S4 class stanmodel
given the data, initial values, etc.
## Not run: m <- stan_model(model_code = 'parameters {real y;} model {y ~ normal(0,1);}') f <- optimizing(m, hessian = TRUE) ## End(Not run)
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