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stanrstan

How to extract the estimates from a stanfit object

Let fit be stanfit object. Then I can extract estimates of parameter AAA by the following manner:

Expected A Posterior 

   EAP <- as.data.frame(summary(fit)[[1]])["AAA","mean"]

95% Credible Interval 

   lower.CI <- as.data.frame(summary(fit)[[1]])["AAA","2.5%"]
   upper.CI <- as.data.frame(summary(fit)[[1]])["AAA","97.5%"]

But I am not sure, this is a canonical method ? If there is some more simpler code, then let me know.

Memorandum of Understanding

EAP

EAP <- get_posterior_mean(fit,par=c("AAA"))
Solution

  • For a mean, the get_posterior_mean function is perhaps a bit more canonical. For quantiles, I would just do something like quantile(extract(fit, pars = "AAA")[[1]], probs = c(0.1, 0.9)). However, the endpoints of 95% credible intervals are not estimated very precisely with the default settings for Stan.