Which Stan interface supports checkpointing?

Checkpointing can mean slightly different things:

  1. Resuming sampling such that the entire state of the random number generator is reinstated, yielding numerically identical samples as if you hadn’t stopped.
  2. Resuming sampling such that you don’t “lose work” in the sampler’s efforts to adapt, but don’t reinstate the full RNG state and thereby yield functionally equivalent but not-numerically-identical samples as if you hadn’t stopped.

I don’t believe that any of the interfaces achieve 1, and while you can do 2, it’s a bit of a manual process at present.

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