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.
Is it possible to use the
gqsfunction of the rstan package to evaluate a standalone generated quantities block by using the samples stored in the
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
csvfile of samples ?