add draws formats from posterior package

closes #540

Author: jgabry

DESCRIPTION

@@ -41,6 +41,7 @@ Imports:
     loo (>= 2.1.0),
     Matrix (>= 1.2-13),
     nlme (>= 3.1-124),
+    posterior, 
     rstan (>= 2.21.1),
     rstantools (>= 2.1.0),
     shinystan (>= 2.3.0),

NAMESPACE

@@ -5,6 +5,12 @@ S3method(as.array,stanreg)
 S3method(as.data.frame,stanreg)
 S3method(as.data.frame,summary.stanreg)
 S3method(as.matrix,stanreg)
+S3method(as_draws,stanreg)
+S3method(as_draws_array,stanreg)
+S3method(as_draws_df,stanreg)
+S3method(as_draws_list,stanreg)
+S3method(as_draws_matrix,stanreg)
+S3method(as_draws_rvars,stanreg)
 S3method(bayes_R2,stanreg)
 S3method(coef,stanmvreg)
 S3method(coef,stanreg)
@@ -94,6 +100,12 @@ S3method(waic,stanreg)
 export(R2)
 export(Surv)
 export(VarCorr)
+export(as_draws)
+export(as_draws_array)
+export(as_draws_df)
+export(as_draws_list)
+export(as_draws_matrix)
+export(as_draws_rvars)
 export(bayes_R2)
 export(cauchy)
 export(compare_models)
@@ -244,6 +256,12 @@ importFrom(loo,waic)
 importFrom(loo,waic.function)
 importFrom(loo,waic.matrix)
 importFrom(nlme,VarCorr)
+importFrom(posterior,as_draws)
+importFrom(posterior,as_draws_array)
+importFrom(posterior,as_draws_df)
+importFrom(posterior,as_draws_list)
+importFrom(posterior,as_draws_matrix)
+importFrom(posterior,as_draws_rvars)
 importFrom(rstan,constrain_pars)
 importFrom(rstan,extract)
 importFrom(rstan,extract_sparse_parts)

R/draws.R

@@ -0,0 +1,87 @@
+#' Create a \code{draws} object from a \code{stanreg} object
+#'
+#' Convert a \code{stanreg} object to a format supported by the \pkg{posterior}
+#' package. To subset iterations, chains, or draws, use
+#' \code{\link[posterior:subset_draws]{subset_draws}} after making the
+#' \code{draws} object.
+#'
+#' @name draws-stanreg
+#' @aliases as_draws as_draws_matrix as_draws_array as_draws_df as_draws_rvars as_draws_list
+#'
+#' @param x A \code{stanreg} object.
+#' @param pars,regex_pars See \code{\link{as.matrix.stanreg}}.
+#' @param ... Arguments passed to individual methods. 
+#'
+#' @examples
+#' fit <- stan_glm(mpg ~ wt + cyl, data = mtcars)
+#' head(as_draws_df(fit))
+#' posterior <- as_draws_array(fit)
+#' posterior::summarize_draws(posterior)
+#'
+#' as_draws_array(fit, variable = c("wt", "sigma"))
+#'
+NULL
+
+#' @rdname draws-stanreg
+#' @importFrom posterior as_draws
+#' @method as_draws stanreg
+#' @export
+#' @export as_draws
+as_draws.stanreg <- function(x, pars = NULL, regex_pars = NULL, ...) {
+  as_draws_array(x, pars = pars, regex_pars = regex_pars, ...)
+}
+
+#' @rdname draws-stanreg
+#' @importFrom posterior as_draws_matrix
+#' @method as_draws_matrix stanreg
+#' @export
+#' @export as_draws_matrix
+as_draws_matrix.stanreg <- function(x, pars = NULL, regex_pars = FALSE, ...) {
+  posterior::as_draws_matrix(
+    as.matrix.stanreg(x, pars = pars, regex_pars = regex_pars, ...)
+  )
+}
+
+#' @rdname draws-stanreg
+#' @importFrom posterior as_draws_array
+#' @method as_draws_array stanreg
+#' @export
+#' @export as_draws_array
+as_draws_array.stanreg <- function(x, pars = NULL, regex_pars = FALSE, ...) {
+  posterior::as_draws_array(
+    as.array.stanreg(x, pars = pars, regex_pars = regex_pars, ...)
+  )
+}
+
+#' @rdname draws-stanreg
+#' @importFrom posterior as_draws_df
+#' @method as_draws_df stanreg
+#' @export
+#' @export as_draws_df
+as_draws_df.stanreg <- function(x, pars = NULL, regex_pars = FALSE, ...) {
+  posterior::as_draws_df(
+    as.array.stanreg(x, pars = pars, regex_pars = regex_pars, ...)
+  )
+}
+
+#' @rdname draws-stanreg
+#' @importFrom posterior as_draws_list
+#' @method as_draws_list stanreg
+#' @export
+#' @export as_draws_list
+as_draws_list.stanreg <- function(x, pars = NULL, regex_pars = FALSE, ...) {
+  posterior::as_draws_list(
+    as.array.stanreg(x, pars = pars, regex_pars = regex_pars, ...)
+  )
+}
+
+#' @rdname draws-stanreg
+#' @importFrom posterior as_draws_rvars
+#' @method as_draws_rvars stanreg
+#' @export
+#' @export as_draws_rvars
+as_draws_rvars.stanreg <- function(x, pars = NULL, regex_pars = FALSE, ...) {
+  posterior::as_draws_rvars(
+    as.array.stanreg(x, pars = pars, regex_pars = regex_pars, ...)
+  )
+}