function to thin extracted posterior
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Description
Tamas Papp has some utilities that may be useful to include as part of RStan itself:
https://github.com/tpapp/my-stan-utils
These include a function to thin the extracted draws from a fit using thin_subarrays, and example of which is
posterior <- extract(fit, permuted=TRUE)
thinned_posterior <- thin_subarrays(posterior, 1:30)
With permuted=TRUE, it's OK to just take the first ones, as the permutation has already shuffled (including shuffling across chains).
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Review the linked my-stan-utils project, focusing on thin_subarrays and the extract(fit, permuted=TRUE) example. Determine where this utility belongs in RStan; done means RStan includes an equivalent function that supports the shown posterior-thinning workflow.
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Assessment
- Tech stack
- r
- Domain
- data
- Issue type
- Feature
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 38/100