Analysing output from cmdSTAN in R

[midy...@gmail.com]

Hi STAN Users,

Thanks in advance.

May I request you to assist me for the following please.

I am new to cmdSTAN.

I’ve compiled one example program in \stan-2.2.0\src\models\basic_estimators\bernoulli.stan and I’ve run the program using the following command:

stan-2.2.0>bernoulli sample data file=bernoulli.data.R

As a result, I can see an outfile file, output.csv,  in \stan-2.2.0\src\models\basic_estimators

How can I use this file in R to get some statistics for parameter theta and the response variable y? I am interested to get the statistics like in the WinBUGS / openBUGS.

Once again, thank you very much for the time you have given.

Regards,

Deb

[Bob Carpenter]

If you're going to use R, I'd suggest just using RStan
directly in R. It has a range of output analysis tools
you can use. Here's a link:

http://mc-stan.org/rstan.html

- Bob

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[Daniel Lee]

I second Bob's advice, but if you insist on using CmdStan and using R only for analysis, you can easily read the output files as csv files with '#' as a comment character. For example, this will provide a histogram and summary statistics about the theta parameter:

samples <- read.csv('output.csv', comment.char='#')

hist(samples$theta)

summary(samples$theta)

If you're using RStan, you can also read in the output files using the read_stan_csv() function.

Daniel