library(rstan) schools_code <- ' data { int<lower=0> J; // number of schools real y[J]; // estimated treatment effects real<lower=0> sigma[J]; // s.e. of effect estimates } parameters { real theta[J]; real mu; real<lower=0> tau; } model { theta ~ normal(mu, tau); y ~ normal(theta, sigma); } ' schools_dat <- list(J = 8, y = c(28, 8, -3, 7, -1, 1, 18, 12), sigma = c(15, 10, 16, 11, 9, 11, 10, 18)) fit <- stan(model_code = schools_code, data = schools_dat, iter = 1000, n_chains = 4) print(fit) plot(fit)