Extract the inverse metric (mass matrix) for each MCMC chain.

inv_metric(matrix = TRUE)

Arguments

matrix

(logical) If a diagonal metric was used, setting matrix = FALSE returns a list containing just the diagonals of the matrices instead of the full matrices. Setting matrix = FALSE has no effect for dense metrics.

Value

A list of length equal to the number of MCMC chains. See the matrix

argument for details.

See also

Examples

# \dontrun{
fit <- cmdstanr_example("logistic")
fit$inv_metric()
#> $`1`
#>           [,1]      [,2]      [,3]      [,4]
#> [1,] 0.0431002 0.0000000 0.0000000 0.0000000
#> [2,] 0.0000000 0.0583438 0.0000000 0.0000000
#> [3,] 0.0000000 0.0000000 0.0531465 0.0000000
#> [4,] 0.0000000 0.0000000 0.0000000 0.0786797
#> 
#> $`2`
#>           [,1]      [,2]      [,3]      [,4]
#> [1,] 0.0454991 0.0000000 0.0000000 0.0000000
#> [2,] 0.0000000 0.0809962 0.0000000 0.0000000
#> [3,] 0.0000000 0.0000000 0.0496686 0.0000000
#> [4,] 0.0000000 0.0000000 0.0000000 0.0688616
#> 
#> $`3`
#>           [,1]     [,2]      [,3]      [,4]
#> [1,] 0.0406769 0.000000 0.0000000 0.0000000
#> [2,] 0.0000000 0.054686 0.0000000 0.0000000
#> [3,] 0.0000000 0.000000 0.0544764 0.0000000
#> [4,] 0.0000000 0.000000 0.0000000 0.0675343
#> 
#> $`4`
#>           [,1]      [,2]      [,3]      [,4]
#> [1,] 0.0434081 0.0000000 0.0000000 0.0000000
#> [2,] 0.0000000 0.0669723 0.0000000 0.0000000
#> [3,] 0.0000000 0.0000000 0.0466104 0.0000000
#> [4,] 0.0000000 0.0000000 0.0000000 0.0654703
#> 
fit$inv_metric(matrix=FALSE)
#> $`1`
#> [1] 0.0431002 0.0583438 0.0531465 0.0786797
#> 
#> $`2`
#> [1] 0.0454991 0.0809962 0.0496686 0.0688616
#> 
#> $`3`
#> [1] 0.0406769 0.0546860 0.0544764 0.0675343
#> 
#> $`4`
#> [1] 0.0434081 0.0669723 0.0466104 0.0654703
#> 

fit <- cmdstanr_example("logistic", metric = "dense_e")
fit$inv_metric()
#> $`1`
#>             [,1]        [,2]        [,3]         [,4]
#> [1,] 4.31917e-02  0.00404353  0.00504066  9.28594e-06
#> [2,] 4.04353e-03  0.05741780 -0.00262368 -9.31332e-03
#> [3,] 5.04066e-03 -0.00262368  0.04816930 -1.40772e-02
#> [4,] 9.28594e-06 -0.00931332 -0.01407720  7.29028e-02
#> 
#> $`2`
#>             [,1]        [,2]        [,3]        [,4]
#> [1,]  0.05586860 -0.00758105  0.00327655  0.00186063
#> [2,] -0.00758105  0.06515060 -0.00821290 -0.00560473
#> [3,]  0.00327655 -0.00821290  0.05351870 -0.01152510
#> [4,]  0.00186063 -0.00560473 -0.01152510  0.06850340
#> 
#> $`3`
#>             [,1]        [,2]        [,3]        [,4]
#> [1,]  0.05023130  0.00119935  0.00439778 -0.00486186
#> [2,]  0.00119935  0.06410140 -0.00267351 -0.01118110
#> [3,]  0.00439778 -0.00267351  0.04945990 -0.01316990
#> [4,] -0.00486186 -0.01118110 -0.01316990  0.07295030
#> 
#> $`4`
#>             [,1]        [,2]        [,3]        [,4]
#> [1,]  0.05218850 -0.00108995  0.00814572  0.00609612
#> [2,] -0.00108995  0.06646310 -0.00283644 -0.01047740
#> [3,]  0.00814572 -0.00283644  0.05347060 -0.01085170
#> [4,]  0.00609612 -0.01047740 -0.01085170  0.07278000
#> 
# }