stan-dev / stan-dev/rstan

unconstrain argument to extract/as.array/as.matrix

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#648 9 comments 0 reactions 0 assignees View on GitHub

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enhancement
Dominant language
R
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Description

We really need an option to unconstrain the draws when using the standard ways to extract the draws from a stanfit object.

I’m not sure this is possible to implement with the way unconstrain_pars() currently works, but it would make many things we want to implement so much easier (e.g. adaptive loo, bayesplot for unconstrained draws, etc.)

This is related to #630 and various other issues.

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Research direction

Start by reading the extract, as.array, and as.matrix entry points together with unconstrain_pars, then review the relationship to issue #630 and the other related issues. The work is done when standard draw-extraction methods offer a defined way to return unconstrained draws for uses such as adaptive loo and bayesplot.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
data
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
30/100

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