Rstan: can I save a compiled model?

[Adam Kiezun]

Hi,

In RStan 1.1.1, after a call to stan_model, can I store the compiled model for faster retrieval next time?

./adam

[Andrew Gelman]

Yes, there's an example here:

http://code.google.com/p/stan/wiki/RStanGettingStarted#How_to_Install_RStan

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[Adam Kiezun]

Thank you for your response. 

However, I'm looking for an example how to store a compiled, unfitted model (ie before using data, just the model itself). I don't see such an example there.

./adam

[Ben Goodrich]

You can call stan() with zero chains or zero iterations. It will return a stanfit object and just say that no sampling was done.

Ben

[Jiqiang Guo]

What is the problem you have with saving it?  It should work. 

This is an example I have tried.  

$ more a.stan

parameters {

  real y;

} 

model {

  y ~ normal(0, 1);

}  

 

$ R -q -f a.R 

> library(rstan)

Loading required package: Rcpp

Loading required package: inline

Loading required package: stats4

rstan (Version 1.1.1, packaged: 2013-02-10 02:59:50 UTC, GitRev: 95e6d90e7aa7)

> sm <- stan_model(file = 'a.stan')

TRANSLATING MODEL 'a' FROM Stan CODE TO C++ CODE NOW.

COMPILING THE C++ CODE FOR MODEL 'a' NOW.

> save('sm', file = 'sm.RData')

> 

$ ls -lh sm.RData 

-rw-r--r--  1 jq  staff   744K Feb 14 10:28 sm.RData

$ R -q -f b.R 

> library(rstan)

Loading required package: Rcpp

Loading required package: inline

Loading required package: stats4

rstan (Version 1.1.1, packaged: 2013-02-10 02:59:50 UTC, GitRev: 95e6d90e7aa7)

> load("sm.RData")

> fit <- sampling(sm, iter = 3, chains = 1)

SAMPLING FOR MODEL 'a' NOW (CHAIN 1).

Iteration: 1 / 3 [ 33%]  (Adapting)

Iteration: 2 / 3 [ 66%]  (Sampling)

Iteration: 3 / 3 [100%]  (Sampling)

Jiqiang 

On Feb 13, 2013, at 11:49 PM, Adam Kiezun wrote:

I see. I was actually using something simpler:

sm <- stan_model(file = 'model.stan')

fit1 <- sampling(sm, data = my.data1, ....)

fit2 <- sampling(sm, data = my.data2, ....)

etc.

the question is then, can I save the 'sm' variable (ie the compiled model) somehow and then load it already compiled next time? (i tried save followed by load, but without luck

[Adam Kiezun]

thanks. weird, now it does work for me. I'm not sure what I mistyped before.

./adam