Construct trace function from a BridgeStan StanModel object. — trace_function_from_stan

Construct trace function from a BridgeStan StanModel object.

Usage

trace_function_from_stan_model(
  model,
  include_log_density = TRUE,
  include_generated_quantities = FALSE,
  include_transformed_parameters = FALSE
)

Arguments

model: Stan model object to use to generate (constrained) parameters to trace.
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.

Value

A function which given 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()
trace_function <- trace_function_from_stan_model(model)
withr::with_seed(876287L, state <- chain_state(rnorm(model$param_unc_num())))
trace_function(state)
#>           mu        sigma  log_density 
#>   -2.4372636    0.9944442 -118.6630971