how to obtain predictive posteriors in pystan?
As far as I know, they are not any Python libraries that do what the brms and rstanarm R packages do, i.e. come with precompiled Stan models that allow users to draw from the predictive distribution in the high-level language. There are things like prophet and survivalstan but those are for a pretty niche set of models.
I'm trying to move from using stan in R (I've mainly used the brms package) to pystan, but having trouble locating any methods in pystan that will give me predictive posterior distributions for new data. In R, I've been using brms::posterior_linpred() to do this. Does anyone know if this is possible in pystan?
If not, can it be bolted on without too much problem?