Step function regression in Stan

Introduction Tha aim of this post is to provide a working approach to perform piecewise constant or step function regression in Stan. To set up the regression problem, consider noisy observations \(y_1, \ldots, y_n \in \mathbb{R}\) sampled from a standard signal plus i.

Fitting the Heckman selection model with Stan and R

Introduction Selection bias Selection bias occurs when sampled data or subjects in a study have been selected in a way that is not representative of the population of interest. As a consequence, conclusions made about the analyzed sample may be difficult to generalize, as the observed effects could be biased towards the sample and do not necessarily extend well to the population that we intended to analyze.

Tracking Stan sampling progress in Shiny

Introduction The previous post demonstrates the use of pre-compiled Stan models in interactive R Shiny applications to avoid unnecessary Stan model (re-)compilation on application start-up.

Running compiled Stan models in Shiny

Introduction The aim of this post is to provide a short step-by-step guide on writing interactive R Shiny-applications that include models written in Stan using rstan and rstantools.