stan_sampling_opts function

Stan Sampling Options

Stan Sampling Options

Defines a list specifying the arguments passed to either rstan::sampling()

or cmdstanr::sample(). Custom settings can be supplied which override the defaults.

stan_sampling_opts( cores = getOption("mc.cores", 1L), warmup = 250, samples = 2000, chains = 4, control = list(), save_warmup = FALSE, seed = as.integer(runif(1, 1, 1e+08)), future = FALSE, max_execution_time = Inf, backend = c("rstan", "cmdstanr"), ... )

Arguments

  • cores: Number of cores to use when executing the chains in parallel, which defaults to 1 but it is recommended to set the mc.cores option to be as many processors as the hardware and RAM allow (up to the number of chains).
  • warmup: Numeric, defaults to 250. Number of warmup samples per chain.
  • samples: Numeric, default 2000. Overall number of posterior samples. When using multiple chains iterations per chain is samples / chains.
  • chains: Numeric, defaults to 4. Number of MCMC chains to use.
  • control: List, defaults to empty. control parameters to pass to underlying rstan function. By default adapt_delta = 0.9 and max_treedepth = 12 though these settings can be overwritten.
  • save_warmup: Logical, defaults to FALSE. Should warmup progress be saved.
  • seed: Numeric, defaults uniform random number between 1 and 1e8. Seed of sampling process.
  • future: Logical, defaults to FALSE. Should stan chains be run in parallel using future. This allows users to have chains fail gracefully (i.e when combined with max_execution_time). Should be combined with a call to future::plan().
  • max_execution_time: Numeric, defaults to Inf (seconds). If set wil kill off processing of each chain if not finished within the specified timeout. When more than 2 chains finish successfully estimates will still be returned. If less than 2 chains return within the allowed time then estimation will fail with an informative error.
  • backend: Character string indicating the backend to use for fitting stan models. Supported arguments are "rstan" (default) or "cmdstanr".
  • ...: Additional parameters to pass to rstan::sampling() or cmdstanr::sample().

Returns

A list of arguments to pass to rstan::sampling() or cmdstanr::sample().

Examples

stan_sampling_opts(samples = 2000)