add as_mcmc_list function

NAMESPACE

@@ -6,6 +6,7 @@ S3method(as_draws,CmdStanMLE)
 S3method(as_draws,CmdStanVB)
 export(as_cmdstan_fit)
 export(as_draws)
+export(as_mcmc.list)
 export(check_cmdstan_toolchain)
 export(cmdstan_default_install_path)
 export(cmdstan_default_path)

NEWS.md

@@ -60,6 +60,9 @@ recompilation of Stan models. (#580)
 * New methods for `posterior::as_draws()` for CmdStanR fitted model objects.
 These are just wrappers around the `$draws()` method provided for convenience. (#532)
 
+* New function `as_mcmc.list()` for converting CmdStanMCMC objects to mcmc.list
+objects from the coda package. (#584, @MatsuuraKentaro)
+
 # cmdstanr 0.4.0
 
 ### Bug fixes

R/utils.R

@@ -329,3 +329,46 @@ maybe_convert_draws_format <- function(draws, format) {
     stop("Invalid draws format.", call. = FALSE)
   )
 }
+
+
+# convert draws for external packages ------------------------------------------
+
+#' Convert `CmdStanMCMC` to `mcmc.list`
+#'
+#' This function converts a `CmdStanMCMC` object to an `mcmc.list` object
+#' compatible with the \pkg{coda} package. This is primarily intended for users
+#' of Stan coming from BUGS/JAGS who are used to \pkg{coda} for plotting and
+#' diagnostics. In general we recommend the more recent MCMC diagnostics in
+#' \pkg{posterior} and the \pkg{ggplot2}-based plotting functions in
+#' \pkg{bayesplot}, but for users who prefer \pkg{coda} this function provides
+#' compatibility.
+#'
+#' @export
+#' @param x A [CmdStanMCMC] object.
+#' @return An `mcmc.list` object compatible with the \pkg{coda} package.
+#' @examples
+#' \dontrun{
+#' fit <- cmdstanr_example()
+#' x <- as_mcmc.list(fit)
+#' }
+#'
+as_mcmc.list <- function(x) {
+  if (!inherits(x, "CmdStanMCMC")) {
+    stop("Currently only CmdStanMCMC objects can be converted to mcmc.list.",
+         call. = FALSE)
+  }
+  sample_array <- x$draws(format = "array")
+  n_chain <- posterior::nchains(sample_array)
+  n_iteration <- posterior::niterations(sample_array)
+  class(sample_array) <- 'array'
+  mcmc_list <- lapply(seq_len(n_chain), function(chain) {
+    x <- sample_array[, chain, ]
+    dimnames(x) <- list(iteration = dimnames(sample_array)$iteration,
+                        variable  = dimnames(sample_array)$variable)
+    attr(x, 'mcpar') <- c(1, n_iteration, 1)
+    class(x) <- 'mcmc'
+    x
+  })
+  class(mcmc_list) <- 'mcmc.list'
+  return(mcmc_list)
+}

tests/testthat/test-utils.R

@@ -4,6 +4,7 @@ if (not_on_cran()) {
   set_cmdstan_path()
   fit_mcmc <- testing_fit("logistic", method = "sample",
                           seed = 123, chains = 2)
+  fit_mle <- testing_fit("logistic", method = "opt", seed = 123)
 }
 
 test_that("check_divergences() works", {
@@ -178,3 +179,20 @@ test_that("require_suggested_package() works", {
     "Please install the 'not_a_real_package' package to use this function."
   )
 })
+
+test_that("as_mcmc.list() works", {
+  x <- as_mcmc.list(fit_mcmc)
+  expect_length(x, fit_mcmc$num_chains())
+  expect_s3_class(x, "mcmc.list")
+  expect_s3_class(x[[1]], "mcmc")
+
+  draws <- fit_mcmc$draws()
+  x1 <- x[[1]]
+  expect_equal(dim(x1), c(posterior::niterations(draws), posterior::nvariables(draws)))
+  expect_equal(dimnames(x1)$variable, posterior::variables(draws))
+
+  expect_error(
+    as_mcmc.list(fit_mle),
+    "Currently only CmdStanMCMC objects can be converted to mcmc.list"
+  )
+})