stan-dev/pystan — pull request #49 by nesanders (2013-12-19 15:26:31+00:00)
Title: Explication for parallelization parameters

Pystan achieves parallelization by launching multiple chains in parallel, but this has not been made explicit in the docstrings. This point can be confusing for users because sampling status is reported for one chain at a time as they complete, which makes it seem as though the chains are being run in sequence.

I've tried to make this more clear by updating the doc string for n_jobs and adding a warning if n_jobs > chains (which would prevent the full number of n_jobs from being used).