Problem Description :
I have a very large dataset and as having generated quantities
makes sampling lot slower so I didn’t have this block in the Stan code to fit the model and get the samples. I currently have the samples stored in a csv
file. In order to check that sampling is happening as expected I want to do posterior predictive checks for which I need the generated quantities
block then use bayesplot
package to plot graphs.
Question
-
Is it possible to use the
gqs
function of the rstan package to evaluate a standalone generated quantities block by using the samples stored in thecsv
file. -
If it is possible to use the
gqs
, can someone please provide some pointers to relevant documentation on this with some relevant code snippets, I couldn’t find any resources on how can this be done? (I found the following open issue on Github about it https://github.com/stan-dev/cmdstan/issues/594 by @mitzimorris and some posts in the Developer tags ) -
Will I have to re-run the complete sampling again after adding the generated quantities block in Stan code or is there any other possible technique I can use for performing Posterior Predictive checks using the
csv
file of samples ?