Pystan: Suppose I have =M+N parameters: P1,P2,…,PM,Q1,Q2,Q3,…,QN
I want to set initial values of some of the parameters, say P1,P2,P3,…,PM (total M). But I do not want to specify anything for Q’s keeping the initial values random for them. In short I want to set initial values of some of my parameters but do not want to specify anything about the others (these other parameters can be of different numbers). Is there an efficient way of doing this?