Articles by R-bloggers | A Random Walk

Automatic differentiation in R with Stan Math

January 23, 2022 | R-bloggers | A Random Walk

Introduction Automatic differentiation Automatic differentiation (AD) refers to the automatic/algorithmic calculation of derivatives of a function defined as a computer program by repeated application of the chain rule. Automatic differentiation plays an important role in many statistical computing problems, such as gradient-based optimization of large-scale models, where gradient calculation ...
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GSL nonlinear least squares fitting in R

October 12, 2021 | R-bloggers | A Random Walk

Introduction The new gslnls-package provides R bindings to nonlinear least-squares optimization with the GNU Scientific Library (GSL) using the trust region methods implemented by the gsl_multifit_nlinear module. The gsl_multifit_nlinear module was added in GSL version 2.2 (released in August 2016) and the available nonlinear-least squares routines have been ...
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Step function regression in Stan

June 16, 2021 | R-bloggers | A Random Walk

Introduction Tha aim of this post is to provide a working approach to perform piecewise constant or step function regression in Stan. To set up the regression problem, consider noisy observations \(y_1, \ldots, y_n \in \mathbb{R}\) sampled from a standard signal plus i.i.d. Gaussian noise model ...
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Tracking Stan sampling progress in Shiny

February 1, 2021 | R-bloggers | A Random Walk

Introduction The previous post demonstrates the use of pre-compiled Stan models in interactive R Shiny applications to avoid unnecessary Stan model (re-)compilation on application start-up. In this short follow-up post we go a step further and tackle the issue of tracking the Stan model sampling progress itself in a ... [Read more...]

Running compiled Stan models in Shiny

January 31, 2021 | R-bloggers | A Random Walk

Introduction The aim of this post is to provide a short step-by-step guide on writing interactive R Shiny-applications that include models written in Stan using rstan and rstantools. The remainder of this post assumes a small amount of working knowledge on writing models in Stan and usage of the package ... [Read more...]

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