I am using PyStan for a current project (most convenient, since I have python libraries for manipulating and analysing the DNA sequence data that I am working on here), running mostly from inside Jupyter notebooks. This is working really well for me, however I find that I am missing ShinyStan for monitoring convergence, diagnosing problems, and summarising analyses. I am therefore interested in finding the best way of getting my samples from python and into R.
I have experimented with using “R-magics” from inside the Jupyter notebook (inspired in part by a thread on the old Stan forum), but without success. I assume the best approach will be something like saving individual chains as csv-files, and then read these into R and then importing them into shinystan. I notice that there are threads that seem relevant for this problem (links below), but I was curious about whether someone here already has a well functioning workflow for this? Any pointers appreciated!