Generate predictions from pyStan after model fit in Stan 3

There is no extract function in stan 3. How would I generate predictions with confidence intervals with the new APIs (without doing directly in the stan code)?

Check example from PyStan — pystan 3.7.0 documentation how to access variables.

You can also use ArviZ InferenceData to access your sample.

Thanks for the info, but it may be complicated to do it manually in Python. Are there utilities to automatically do it? If not, is there a trick to add “generated quantities” later?

I think cmdstanpy has a wrapper for it, not sure if pystan had.


@WardBrian @mitzimorris

PyStan only runs the NUTS-HMC sampler.

CmdStanPy exposes all methods in CmdStan, including standalone generated quantities: API Reference — CmdStanPy 1.1.0 documentation

The extract function is implemented in CmdStanPy as functions stan_variable and stan_variables: API Reference — CmdStanPy 1.1.0 documentation