Stan FAQ

This is really about the Stan language and algorithms.

I created a Stan FAQ.

I realized when I was done I hadn’t really followed the standard frequently asked questions form—it’s more frequent answers with some hints at the questions.

It’s a wiki, so it can be edited. I’ll add a link from the doc page on mc-stan.org.

2 Likes

I think the recommendation “Use Cholesky factor parameterizations of correlation matrices and scale” really needs an example, such as a sample snippet of a Stan program. A newbie to Stan, especially someone who is both a newbie to Stan and to statistics, will have some difficulty figuring out how to apply it in practice.

I worry about duplicating material, so maybe it needs a link to the manual chapter on priors (which contains a 2-page long worked example in context) and the wiki on prior selection. I added links.