Differences between model results, Rstan 2.26.22 vs. CRAN version

Hi all.

Would appreciate any help. I apologise in advance for being a beginner Stan user. Cut a long story short, I previously fitted some Stan models using Rstan version 2.21.3. A recent upgrade to a virtual machine I’m using has meant that I am now using the development version of Rstan, version 2.26.22. I just fitted these older Stan models and am finding fairly different model results. For example, LOOIC differences between models are fairly different. In addition, parameter estimates are different between the same models fitted using 2.26.22 vs 2.21.3. Would anyone have any plausible explanations for such differences? I know I should probably provide more detail on OS etc, but perhaps there are some higher level reasons for why I might expect what I am finding. Cheers, Matt.

There are big changes between these versions, I also have faced several issues with non-development versions. Stick to the new 2.26.22

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No need to apologize! I in turn apologize if this is too basic a starting point, but the first question to ask is whether it is obvious that the differences you are seeing are outside of the realm of plausibility for healthy MCMC sampling variation?


Thanks a lot. And great prompt.