Construct target distribution from a BridgeStan StanModel object. — target_distribution_from_stan

Construct target distribution from a BridgeStan StanModel object.

Usage

target_distribution_from_stan_model(
  model,
  include_log_density = TRUE,
  include_generated_quantities = FALSE,
  include_transformed_parameters = FALSE,
  seed = 1234L
)

Arguments

model: Stan model object to use for target (posterior) distribution.
include_log_density: Whether to include an entry log_density corresponding to current log density for target distribution in values returned by trace function.
include_generated_quantities: Whether to included generated quantities in Stan model definition in values returned by trace function.
include_transformed_parameters: Whether to include transformed parameters in Stan model definition in values returned by trace function.
seed: Seed to use for random number generator used to for any random numbers generated as part of generated quantities block.

Value

A list with entries

log_density: A function to evaluate log density function for target distribution given current position vector.
value_and_gradient_log_density: A function to evaluate value and gradient of log density function for target distribution given current position vector, returning as a list with entries value and gradient.
trace_function: A function which given a chain_state() object returns a named vector of values to trace during sampling. The constrained parameter values of model will always be included.

Examples

model <- example_gaussian_stan_model()
target_distribution <- target_distribution_from_stan_model(model)
withr::with_seed(
  876287L, state <- chain_state(stats::rnorm(model$param_unc_num()))
)
state$log_density(target_distribution)
#> [1] -18.93961
target_distribution$trace_function(state)
#>          mu       sigma log_density 
#>  -0.5220125   0.9487576 -18.9396077