Getting unconstrained parameters from stanfit object?

Charles_Driver · November 15, 2018, 3:14pm

Posting out loud clears the brain, answer is:

cmat=as.matrix(fit)
clist=apply(cmat,1,function(x) relist(flesh = x,skeleton = fit@inits[[1]]))
ulist=lapply(clist,function(x) unconstrain_pars(fit,x))

Handy for generating quantities separately, with this extra step:

ygen = lapply(ulist, function(x) constrain_pars(sfgen,x))

where sfgen is a stanfit object with the same parameters and data but different generated quantities / other bits.

ahartikainen · November 15, 2018, 3:57pm

In PyStan you can. Check following test for example

github.com

stan-dev/pystan/blob/develop/pystan/tests/test_extra_compile_args.py

import distutils.errors
import sys
import os
import unittest

import pystan
from pystan._compat import PY2


class TestExtraCompileArgs(unittest.TestCase):

    def test_extra_compile_args(self):
        extra_compile_args = [
            '-O3',
            '-ftemplate-depth-1024',
            '-Wno-unused-function',
            '-Wno-uninitialized',
            '-std=c++11',
        ]
        if sys.platform.startswith("win"):

This file has been truncated. show original

But I believe you are interested about RStan

Edit. You answered already :)

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Getting unconstrained parameters from stanfit object?

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