mystanmodels

This package provides a simple wrapper for reusing compiled rstan models across packages.

Usage

Install

Install the package using devtools: devtools::install_github("eointravers/mystanmodels")

Set up

Create a folder at ~/stanmodels/, where ~ is your home folder. If you're not sure where that is, try the following command in R:

mystanmodels::get_my_stanfolder()
## [1] "Stan models are saved in /home/eoin/stanmodels/"

Copy your stan model code into this folder. You can use subfolders to organise your code, e.g. ~/stanmodels/sdt/equal_variance.stan

Use models

For this example, the following stan file has been saved as ~/stanmodels/simple_lm.stan.

data {
  int<lower=0> N;   // number of data points
  int<lower=0> K;   // number of predictors
  matrix[N, K] X;   // predictor matrix (excluding intercept)
  vector[N] y;      // outcome vector
}
parameters {
  real alpha;           // intercept
  vector[K] beta;       // coefficients for predictors
  real<lower=0> sigma;  // error scale
}
model {
  y ~ normal(X * beta + alpha, sigma);  // likelihood
}

library(rstan)
library(mystanmodels)

stan_data = list(
  N = nrow(iris),
  K = 1, # N predictors
  X = as.matrix(iris$Petal.Length, ncol=1),
  y = iris$Petal.Width)


# Compile model defined in ~/stanmodels/simple_lm.stan, 
# and save it for future use. This takes a while.
simple_lm = load_stanmodel('simple_lm')
## Compiling model 'simple_lm' for the first time.

samples = sampling(simple_lm, data=stan_data)
# Alternatively....
# vb_fit = vb(simple_lm, data=stan_data)
# opt_fit = optimizing(simple_lm, data=stan_data)

Then, in a later session

simple_lm = load_stanmodel('simple_lm')
## Loading compiled model 'simple_lm'.
## Compilation date: 2020-10-09 12:01:24

Other options are load_stanmodel('simple_lm', force_recompile=T), which should be self-explanatory, and load_stanmodel('simple_lm', avoid_recompile=T), which throws an error if the model isn't already compiled.

Other functions

• get_my_stanfolder()
• get_my_stancode(model_name) returns the contents of the .stan file
• get_model_date(model_name) checks whe the model was last compiled
• list_my_stanmodels() returns a list of all available models.