--- title: "Writing Stan code" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Writing Stan code} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ``` The package allows for only limited models as, e.g., neither random slopes, nor interaction effects are allowed. Imposing this restriction was a design decision, as it would require duplicating functionality of general purposes packages. Instead, the package itself provides some basic fitting that should be sufficient for most simple cases. However, below you will find example of how to incorporate cumulative history into a model written in Stan. This way, you can achieve maximal flexibility but still save time by reusing the code. ## Stan model This is a complete Stan code for a model with log-normal distribution for multiple runs from a single experimental session of a single participant. The history time-constant `tau` is fitted, whereas constants are used for other cumulative history parameters. ```{stan output.var="example_model", eval=FALSE} data{ // --- Complete time-series --- int rowsN; // Number of rows in the COMPLETE multi-timeseries table including mixed phase. real duration[rowsN]; // Duration of a dominance/transition phase int istate[rowsN]; // Index of a dominance istate, 1 and 2 code for two competing clear states, 3 - transition/mixed. int is_used[rowsN]; // Whether history value must used to predict duration or ignored // (mixed phases, warm-up period, last, etc.) int run_start[rowsN]; // 1 marks a beginning of the new time-series (run/block/etc.) real session_tmean[rowsN]; // Mean dominance phase duration for both CLEAR percepts. Used to scale time-constant. // --- A shorter clear-states only time-series --- int clearN; // Number of rows in the clear-states only time-series real clear_duration[clearN]; // Duration for clear percepts only. // --- Cumulative history parameters real history_starting_values[2]; // Starting values for cumulative history at the beginning of the run real mixed_state; // Mixed state signal strength } parameters { real tau; // history time-constant // linear model for mu real a; real bH; // variance real sigma; } transformed parameters{ vector[clearN] mu; // vector of computed mu for each clear percept { // temporary variables real current_history[2]; // current computed history real tau_H; // tau in the units of time real dH; // computed history difference int iC = 1; // Index of clear percepts used for fitting // matrix with signal levels matrix[2, 3] level = [[1, 0, mixed_state], [0, 1, mixed_state]]; for(iT in 1:rowsN){ // new time-series, recompute absolute tau and reset history state if (run_start[iT]){ // reset history current_history = history_starting_values; // Recompute tau in units of time. // This is relevant only for multiple sessions / participants. // However, we left this code for generality. tau_H = session_tmean[iT] * tau; } // for valid percepts, we use history to compute mu if (is_used[iT] == 1){ // history difference dH = current_history[3-istate[iT]] - current_history[istate[iT]]; // linear model for mu mu[iC] = a + bH * dH; iC += 1; } // computing history for the NEXT episode // see vignette on cumulative history for(iState in 1:2){ current_history[iState] = level[iState, istate[iT]] + (current_history[iState] - level[iState, istate[iT]]) * exp(-duration[iT] / tau_H); } } } } model{ // sampling individual parameters tau ~ lognormal(log(1), 0.75); a ~ normal(log(3), 5); bH ~ normal(0, 1); sigma ~ exponential(1); // sampling data using computed mu and sampled sigma clear_duration ~ lognormal(exp(mu), sigma); } ``` ## Data preparation The `data` section defines model inputs. Hopefully, the comments make understanding it fairly straightforward. However, it has several features that although are not needed for the limited single session / single session make it easier to generalized the code for more complicated cases. For example, not all dominance phases are used for fitting. Specifically, all mixed perception phases, first dominance phase for each percept (not enough time to form reliably history) and last dominance phase (curtailed by the end of the block) are excluded. Valid dominance phases are marked in `is_used` vector. Their total number is stored in `clearN` variable and the actual dominance durations in `clear_duration`. The latter is not strictly necessary but allows us to avoid a loop and vectorize the sampling statement `clear_duration ~ lognormal(exp(mu), sigma);`. In addition, `session_tmean` is a vector rather than a scalar. This is not necessary for a single session example here but we opted to use as it will better generalize for more complicated cases. bistability package provides a service function `preprocess_data()` that simplifies the process of preparing the data. However, you need to perform the last step, forming a list of inputs for Stan sampling, yourself. ```{r eval=FALSE} # function that checks data for internal consistency and returns a preprocessed table df <- bistablehistory::preprocess_data(br_single_subject, state="State", duration="Duration", run="Block") # data for Stan model stan_data <- list( # complete time-series rowsN = nrow(df), duration = df$duration, istate = df$istate, is_used = df$is_used, run_start = df$run_start, session_tmean = df$session_tmean, # only valid clear percepts clearN = sum(df$is_used), clear_duration = df$duration[df$is_used == 1], # history parameters, all fixed to default values history_starting_values = c(0, 0), mixed_state = 0.5 ) ``` ## Using the model You can use this model either with `rstan` or `cmdstanr` packages. Below is in an example using `cmdstanr`, assuming that model file is called `example.stan`. ```{r eval=FALSE} # compile the model model <- cmdstanr::cmdstan_model("example.stan") # sample model fit <- model$sample(data=stan_data, chains=1) # extract posterior samples for tau parameter tau <- fit$draws(variables = "tau") ```