Generated Quantities returns error "Mismatch between model and fitted_parameters csv file"

[mitzimorris]

@mitzimorris

currently, CmdStan takes a shortcut in that it assumes that the parameters blocks in the data fitting model and in the add’l quantities-of-interest generating model are the same:

• parameter variables declared in the same order
• variables have same sizes, i.e. if the size is passed in as a dimension, the size must be the same

I misspoke - this isn’t a shortcut - it’s the only robust and efficient way to code this. trying to re-order and/or subset the fited parameters to match the ordering expected by the standalone generated quantities model would be slow and inefficient. every change made to the parameters block is an opportunity for error. so perhaps requiring the parameter blocks to match is a kind of shortcut - but it’s a good one.

the use case reported here is totally valid - the solution is to rewrite the model along the lines described in the Stan User’s Guide - 1.14 Prediction, forecasting, and backcasting | Stan User’s Guide - Predictions as Generated Quantities -

• the data passed in consists of both datasets
• the parameter block is the same as in the data fitting model
• the new data is used in the generated quantities block

does this outline make sense?

note: closed CmdStan issue; added docs issue instead: CmdStan - generate-quantities - document how to use new data for prediction · Issue #269 · stan-dev/docs · GitHub