The $hessian() method provides access to the Stan model's log_prob, its derivative, and its hessian

hessian(unconstrained_variables, jacobian_adjustment = TRUE)

Arguments

unconstrained_variables

(numeric) A vector of unconstrained parameters to be passed to hessian.

jacobian_adjustment

(bool) Whether to include the log-density adjustments from un/constraining variables.

Examples

# \dontrun{
# fit_mcmc <- cmdstanr_example("logistic", method = "sample")
# fit_mcmc$init_model_methods(hessian = TRUE)
# fit_mcmc$hessian(unconstrained_variables = c(0.5, 1.2, 1.1, 2.2))
# }