How to get the Laplace Approximation?

The manual mentions Laplace Approximation probably back in 2023 or maybe earlier. I can’t find it in the rstan interface.

The best I found is the optimizing function, that returns the MAP solution with an option to get the hessian, which I believe can be used to derive the covariance as partially outlined in the above page.

At least for the parameters. For the transformed parameters, I would need to perform the transformation myself.

Am I missing something, or is there anything more provided for the Laplace Approximation?

I don’t think it’s in RStan, but it is in CmdStanR. (also in CmdStanPy).

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