convenient posterior simulation
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Description
Summary:
Add a function to rstan which enables seamless simulation from the posterior draws.
Description:
Its a bit cumbersome to evaluate a function per draw of the posterior at the moment. I am proposing to include a function which takes away lots of the usual boiler plate code needed usually.
Reproducible Steps:
The the attached files. The basic syntax to simulate over a posterior with some function calc_mean will then be:
## the posterior simulate function is clever enough to infer from the
## R function definition of calc_mean what it needs and it will
## automatically grab alpha and beta from the posterior and x from the
## global NS
post_sim1 <- posterior_simulate(post, calc_mean)
Current Output:
If applicable, any relevant output from RStan.
posterior_simulate_example.zip
Expected Output:
If applicable, the output you expected from RStan.
RStan Version:
2.14
R Version:
3.2.3
Operating System:
RHEL 6.7
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First steps
- Read the whole issue, then the project's contributing guide.
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Research direction
Begin with the attached posterior_simulate_example.zip and the proposed posterior_simulate(post, calc_mean) call. Use that example to define the supported posterior-draw simulation behavior and verify that the resulting function removes the described per-draw boilerplate; no repository file or test is named in the issue.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- api, data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 30/100