expose_stan_functions {rstan} | R Documentation |
The Stan modeling language allows users to define their own functions in a
functions
block at the top of a Stan program. The
expose_stan_functions
utility function uses
sourceCpp
to export those user-defined functions
to the specified environment for testing inside R or for doing posterior
predictive simulations in R rather than in the generated
quantities
block of a Stan program.
expose_stan_functions(stanmodel, env = globalenv())
stanmodel |
A |
env |
an |
There are a few special types of user-defined Stan functions for which some additional details are relevant:
If a user-defined Stan function ends in _rng
, then it can
use the Boost pseudo-random number generator used by Stan. When exposing
such functions to R, a seed
argument will be added to the
formals
. This seed
argument defaults to 0L
,
but any non-negative integer can be passed as the seed
the
first time any user-defined function ending in _rng
is called. In other words, the Boost pseudo-random number generator is
initialized with the given seed
but is declared with the static
C++ keyword, meaning that it will not be reinitialized by subsequent calls
to user-defined functions ending in _rng
.
If a user-defined Stan function ends in _lp
, then it can
modify the log-probability used by Stan to evaluate Metropolis
proposals or as an objective function for optimization. When exposing
such functions to R, a lp__
argument will be added to the
formals
. This lp__
argument defaults to zero, but a
double
precision scalar may be passed to this argument when the
function is called from R. Such a user-defined Stan function can terminate
with return target();
or can execute print(target());
to verify that
the calculation is correct.
The names of the new functions in env
are returned invisibly.
mc <- ' functions { int fibonacci(int x); int fibonacci(int x) { if (x <= 0) reject("x must be positive"); return x <= 2 ? 1 : fibonacci(x - 1) + fibonacci(x - 2); } } model {} ' cppcode <- stanc(model_code = mc, model_name = "Fibonacci") ## Not run: expose_stan_functions(cppcode) ## End(Not run)