For each final draw (not counting draws during warmup or draws that are thinned), there is an output stage of writing the draw.
Before generating any output, the statements in the generated quantities block are executed. This can be used for any forward simulation based on parameters of the model. Or it may be used to transform parameters to an appropriate form for output.
After the generated quantities statements execute, the constraints declared on generated quantities variables are validated. If these constraints are violated, the program will terminate with a diagnostic message.
The final step is to write the actual values. The values of all variables declared as parameters, transformed parameters, or generated quantities are written. Local variables are not written, nor is the data or transformed data. All values are written in their constrained forms, that is the form that is used in the model definitions.
In the executable form of a Stan models, parameters, transformed parameters, and generated quantities are written to a file in comma-separated value (CSV) notation with a header defining the names of the parameters (including indices for multivariate parameters).19
In the R version of Stan, the values may either be written to a CSV file or directly back to R’s memory.↩︎