Analysis API



  • in RStan and PyStan: the draws of parameters within a chain is a contiguous block of memory that can be accessed with double* (see @ariddell’s comment)
  • RStan and PyStan are able to handle exceptions (@ariddell’s comment), but this may not be the best way to handle output (@betanalpha’s comment)
  • this was the proposed \hat{R} function signature (for a single parameter):
  • @betancourt is proposing a parallel set of functions for checking diagnostics that returns a boolean and optionally passes a std::string message to a writer:


Thanks for the links.


It’s pretty much either src/stan/analyze/mcmc or src/stan/mcmc/analyze. I’m OK either way. Here’s what’s there now:

ls src/stan/
callbacks/    io/           mcmc/         optimization/ variational/  
command/      lang/         model/        services/     version.hpp   

Will there also be services methods for these?


I think we were all thinking these were the service methods, but I could be mistaken.