Dear Stan community,
@jonah, @mjskay, and I have been working on a new R package in the last couple of weeks, which we call ‘posterior’. It is intended to provide useful tools for both users and developers of packages for fitting Bayesian models or working with output from Bayesian models. The primary goals of the package are to:
- Efficiently convert between many different useful formats of draws (samples) from posterior or prior distributions.
- Provide various summaries of draws in convenient formats.
- Provide lightweight implementations of state of the art MCMC diagnostics.
Our plan is to use posterior in all of our R packages wherever we work with posterior (or prior) draws to have a unified and consistent interface that users and developers can rely on.
Currently, posterior is still in the alpha version (we just made the repo public yesterday) so a lot of things may change. We appreciate any input from you to help us improving posterior!
For now you can find the package on Jonahs Github page (https://github.com/jgabry/posterior) but it may eventually be moved to the stan-dev github repo.
Have a great day and don’t forget to try out posterior!