Regression and Other Stories: Parabola

Demonstration of using Stan for optimization. See Appendix B in Regression and Other Stories.

---

Load packages

library("rprojroot")
root<-has_file(".ROS-Examples-root")$make_fix_file()
library("rstan")
rstan_options(auto_write = TRUE)

Plot a parabola \(y = 15 + 10 x - 2 x^2\)

curve(15+10*x-2*x^2, from=-2, to=5)

Show Stan code

writeLines(readLines(root("Parabola","parabola.stan")))

parameters {
  real x;
}
model {
  target += 15 + 10*x - 2*x^2;
}

Compile Stan code

model <- stan_model(root("Parabola","parabola.stan"))
# alternative way
# model <- stan_model(model_code="parameters {real x;} model {target += 15 + 10*x - 2*x^2;}")

Optimize

fit <- optimizing(model)
print(fit)

$par
  x 
2.5 

$value
[1] 27.5

$return_code
[1] 0

$theta_tilde
       x
[1,] 2.5