Rstan ADVI Test using rats examples.

rats_stan_advi.R

y <- read.table('https://raw.github.com/wiki/stan-dev/rstan/rats.txt', header = TRUE)
x <- c(8, 15, 22, 29, 36)
xbar <- mean(x)
N <- nrow(y)
T <- ncol(y)
data <- list(y=y, x=x, xbar=xbar, N=N, T=T)

rats_model <- stan_model(file = "https://raw.githubusercontent.com/stan-dev/example-models/master/bugs_examples/vol1/rats/rats.stan")

#NUTS
rats_fit <- sampling(rats_model, data=data, iter=1000, warmup=500, chains=4, seed=123)

# ADVI
rats_fit_vb <- vb(rats_model, data=data, output_samples=2000, seed=123)

# ADVI+fullrank
racets_fit_vbfr <- vb(rats_model, data=data, output_samples=2000, seed=123, algorithm = "fullrank")

# by Julian King (https://groups.google.com/d/msg/stan-users/FaBvi8w7pc4/pogd3zmVAQAJ)
rats_0 <- vb(rats_model, data = data, eta=5, adapt_engaged=FALSE, iter = 1000000, tol_rel_obj=0.00001)

print(rats_fit)
print(rats_fit_vb)
print(rats_fit_vbfr)
print(rats_0)

thanks!

thanks from me too!