Conducting Simulation Studies in RStan

Interfaces RStan
1

Hi,

Are there any guidelines (articles, code or examples) as to how to conduct simulation studies using RStan? Is simulating the data in R then passing it to Stan the best way to do this?

Thanks,
Raphael

2

There is not universal convention for how best to simulate data, but I prefer to simulate within Stan itself to keep everything as consistent (and transferable to other environments) as possible. Even then there are two ways to simulated with Stan – simulating in the transformed data block and simulating in the generated quantities block. The case study https://betanalpha.github.io/assets/case_studies/principled_bayesian_workflow.html has many examples using the generated quantities approach.

1 Like
3

Thanks Michael!