stan-dev / stan-dev/rstan

Converter from optimizing list to stanfit

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enhancement
Dominant language
R
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Avg merge
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Merged PRs (30d)
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Description

Until v3 when we can finally standardize fitted model objects across algorithms (this has been a problem for years, see eg #41), I think we should provide a function in rstan to convert the list returned by optimizing() into a proper stanfit object consistent with vb() and sampling(). This would make a lot of people happy, or at least a bit less frustrated.

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Research direction

Start by comparing the list returned by optimizing() with the stanfit objects produced by vb() and sampling(). Determine the conversion requirements needed for a consistent stanfit object, then verify that the proposed converter preserves the relevant fitted-model behavior.

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Assessment

Tech stack
r
Domain
data
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
30/100

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