CODEWITHSUNDEEP
stan
Camford Oxbridge
Camford Oxbridge

Reputation: 894

Repeating rstan::stan() by parallel calculation

I try to validate the model. I replicate the estimates by rstan::stan().

Each fitting is not related each other and thus in principle, it probably possible to calculate by parallel.

Is there such package to calculate rstan::stan() by parallel for independent many datasets.

Upvotes: 1

Views: 364

Answers (1)

Bob Carpenter
Bob Carpenter

Reputation: 3753

No.

Expanding on that answer, you can use the parallel processing facilities of R to set up many calls. If you want to use the same model for each one, compile the Stan program using stan_model() and then replace the call to stan() with a call to sampling(). That'll avoid recompilation. We generally recommend using CmdStan for large-scale computing as it doesn't have the memory overhead of R and there's less to go wrong with I/O, system crashes, etc. Then you can spread out easily over multiple machines.

Also, each chain will run in parallel if you follow the instructions you get when using library(rstan).

Upvotes: 2

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