How to obtain the full marginal distribution of a parameter in stan

Question

when starting a standard example from the stan webpage like the following:

schools_code <- '
  data {
   int<lower=0> J; // number of schools 
   real y[J]; // estimated treatment effects
   real<lower=0> sigma[J]; // s.e. of effect estimates 
 } 
 parameters {
   real theta[J]; 
   real mu; 
   real<lower=0> tau; 
 } 
 model {
   theta ~ normal(mu, tau); 
   y ~ normal(theta, sigma);
 } 
 '

  schools_dat <- list(J = 8, 
                 y = c(28,  8, -3,  7, -1,  1, 18, 12),
                 sigma = c(15, 10, 16, 11,  9, 11, 10, 18))

 fit <- stan(model_code = schools_code, data = schools_dat, 
           iter = 1000, n_chains = 4)

(this has been obtained from here)

however this does only provide me with the quantiles of the posterior of the parameters. so my question is: how to obtain other percentiles? i guess it should be similar to bugs(?)

remark: i tried to introduce the tag stan however, i have too little reputation ;) sorry for that

Answer 1

here's my attempt hope this is correct:

suppose fit is an object obtained from stan(...). then the posterior for any percentile is obtained from:

quantile(fit@sim$sample[[1]]$beta, probs=c((1:100)/100))

where the number in square brackets is the chain i guess. in case this hasn't been clear: i use rstan