Various observations on rstan, cmdstanr, pystan and cmdstanpy after teaching with all in parallel

[defjaf]

@Funko_Unko

I also find the current pystan behavior absolutely confusing. I want to build the model, and then maybe set the data that induce the posterior, but I don’t see how you can build a posterior.

I completely agree.

@ahartikainen

This was selected after long conversation (model + data → posterior → sample posterior)

Could you point to this long conversation? I would like to be convinced that this makes any sense at all. (I have commented elsewhere that it is a pain point for upgrading the jupyter/stan %magic functions which operate on a code block for compilation, and therefore don’t naturally have access to the data.)