Hi,

I am try to do a multivariate Bayesian regression as follows

r = S*w + e

where r is a 9x1 vector, S is a 9x13 matrix, w is a 13x1 vector and e ~ t(v, 0, Sigma), i.e. an multivariate t distribution. I am using Rstan. The data samples for the simulation ranges from 1000-5000. i.e. an expanding window approach where the likelihood will include 1000 to 5000 samples. However, I can only get results for the first 10 runs or so(with samples 1000-1010). Then I cannot get any result back. The console tracing of the simulation shows no error message. From my previous experience, it is a typical sign of running out of memory. The stan code I used is the following :

```
data {
int<lower=1> K;
int<lower=1> M;
int<lower=1> N; // # of samples points, usually 5000
vector[K] r[N];
matrix[K,M] S[N];
int<lower=1> s_i; // usually 0
int<lower=s_i+1> e_i; // start from 1000 then increase w each run
}
parameters {
vector[M] w;
real<lower=2, upper=20> nu;
cholesky_factor_corr[K] L_Omega;
vector<lower=0, upper=pi()/2>[K] sigma_unif;
}
transformed parameters {
vector<lower=0>[K] sigma;
for (k in 1:K) sigma[k] = 2.5*tan(sigma_unif[k]);
}
model {
matrix[K, K] Sigma;
w ~ normal(0, 1);
L_Omega ~ lkj_corr_cholesky(2);
Sigma = tcrossprod(diag_pre_multiply(sigma, L_Omega));
for (i in s_i:e_i) {
r[i] ~ multi_student_t(nu, S[i]*w, Sigma);
}
}
generated quantities {
real total_err;
total_err = sqrt(quad_form(tcrossprod(L_Omega), sigma)*nu/(nu-2));
}
```

in order to get some simple result back I will try optimizing(…) to get an MAP estimation. But I previous experience with optimizing is the result often contain jumps which is not surprising considering it is an estimate of local minimal. Then according to the stan documentation. I can also get other point estimates like posterior mean and median. The document refers to each interface docs for details. However, I can not find anything on rstan document indicating how can I get these posterior mean and median. Can someone shed some light here. Also, about the memory consumption. A problem like I have what size of RAM is needed on a Linux machine?