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Stanに関するメモを残す

R
Stan
rstan
yuuyuu
vector<lower=0>[n] x
row_vector<lower=0>[n] x

はどう違うのか

yuuyuu

reject文の使い方

if(parameter[i] < 0) reject("parameter[", i, "] must be positive");

のように行う

  • サンプリングは中断しない. rejectするだけ
yuuyuu

cmdstanr sample()引数に関して

参考サイト: Run Stan's MCMC algorithms — model-method-sample • cmdstanr

sample(
  data = NULL,
  seed = NULL,
  refresh = NULL,
  init = NULL,
  save_latent_dynamics = FALSE,
  output_dir = getOption("cmdstanr_output_dir"),
  output_basename = NULL,
  sig_figs = NULL,
  chains = 4,
  parallel_chains = getOption("mc.cores", 1),
  chain_ids = seq_len(chains),
  threads_per_chain = NULL,
  opencl_ids = NULL,
  iter_warmup = NULL,
  iter_sampling = NULL,
  save_warmup = FALSE,
  thin = NULL,
  max_treedepth = NULL,
  adapt_engaged = TRUE,
  adapt_delta = NULL,
  step_size = NULL,
  metric = NULL,
  metric_file = NULL,
  inv_metric = NULL,
  init_buffer = NULL,
  term_buffer = NULL,
  window = NULL,
  fixed_param = FALSE,
  show_messages = TRUE,
  show_exceptions = TRUE,
  diagnostics = c("divergences", "treedepth", "ebfmi"),
  save_metric = NULL,
  save_cmdstan_config = NULL,
  cores = NULL,
  num_cores = NULL,
  num_chains = NULL,
  num_warmup = NULL,
  num_samples = NULL,
  validate_csv = NULL,
  save_extra_diagnostics = NULL,
  max_depth = NULL,
  stepsize = NULL
)
yuuyuu
  • adapt_delta：The adaptation target acceptance statistic
    デフォルトで0.8