Can a compiled program accept data arguments of varying length between runs?

General
1

Right now I am fitting multiple models that all use the same basic model structure, but the only thing that changes is the length of the data. Is it possible to compile a Stan program so that it can accept data where the length of inputs changes between each iteration.

So currently I have been re-compiling the Stan code for each fit. But it seems like it would save a lot of time if the model could be compiled only once. So is it possible to have a compiled Stan program accept data that are different lengths each time the program is run?

2

Yes, you can add an extra item to the top of the data block which is the size.

data {
  int<lower=0> N;
  vector[N] other_data;
}

You’ll then need to pass N as an extra item in your call to Stan at runtime

2 Likes
3

that’s a really simple answer that I didn’t even think of, thank you!