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See stan-dev/stan#2434 . If there's an RStan example already PyStan could borrow that.
Does this now work in 2.18? Is there an example showing this anywhere?
They're not in RStan yet. I'm not sure about CmdStan---@mitzimorris was going to plumb them through, but I don't know if that ever happened.
not plumbed through yet. good intentions, but no promises.