@@ -24,12 +24,7 @@ and how much the true posterior in the unconstrained space resembles a Gaussian.
2424
2525## Configuration
2626
27- This method takes 2 arguments:
28-
29- - ` jacobian ` - Whether or not the
30- [ Jacobian adjustment] ( https://mc-stan.org/docs/stan-users-guide/reparameterization.html )
31- should be included in the gradient. The default value is ` true ` (include adjustment).
32- (Note: in optimization, the default value is ` false ` , for historical reasons.)
27+ This method takes several arguments:
3328
3429- ` mode ` - Input file of parameters values on the constrained scale.
3530When Stan's ` optimize ` method is used to estimate the modal values,
@@ -38,6 +33,16 @@ run with default settings, i.e., the input is the MLE estimate;
3833if ` optimize ` was run with argument ` jacobian=true ` , then the ` laplace `
3934method default setting, ` jacobian=true ` , should be used.
4035
36+ - ` jacobian ` - Whether or not the
37+ [ Jacobian adjustment] ( https://mc-stan.org/docs/stan-users-guide/reparameterization.html )
38+ should be included in the gradient. The default value is ` true ` (include adjustment).
39+ (Note: in optimization, the default value is ` false ` , for historical reasons.)
40+
41+ - ` draws ` - How many total draws to return. The default is $1000$.
42+
43+ - ` calculate_lp ` - Whether to calculate the log probability of the model at
44+ each draw. If this is ` false ` , the ` log_p__ ` column of the output will be
45+ entirely ` nan ` . The default value is ` true ` .
4146
4247
4348## CSV output
@@ -53,6 +58,12 @@ These can be used for diagnostics and importance sampling.
5358
5459- Output columns for all model parameters on the constrained scale.
5560
61+ ## Diagnostic file outputs
62+
63+ If requested with ` output diagnostic_file= ` , a JSON file will be
64+ created which contains the log density, the gradient, and the Hessian
65+ of the log density evaluated at the mode.
66+
5667## Example
5768
5869To get an approximate estimate of the mode and standard deviation of the
@@ -83,7 +94,7 @@ The header and first few data rows of the output sample are shown below.
8394
8495```
8596# stan_version_major = 2
86- # stan_version_minor = 31
97+ # stan_version_minor = 35
8798# stan_version_patch = 0
8899# model = bernoulli_model
89100# start_datetime = 2022-12-20 01:01:14 UTC
@@ -92,6 +103,7 @@ The header and first few data rows of the output sample are shown below.
92103# mode = bernoulli_lbfgs.csv
93104# jacobian = true (Default)
94105# draws = 1000 (Default)
106+ # calculate_lp = true (default)
95107# id = 1 (Default)
96108# data
97109# file = examples/bernoulli/bernoulli.data.json
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