Only run generated quantities block in PyStan (similar to gqs() in Rstan)

Interfaces PyStan
1

Hello,

Is there any way to use a similar function to gqs() in Rstan, ie to:

  • Use a model with previous posterior draws, but
  • Pass new data that can be passed into the generated quantities block?

Thanks

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2

Not yet implemented on PyStan, but supported by CmdStanPy. (ArviZ supports CmdStanPy too)

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