Hello! Thank you so much for your suggestion. It took some refactoring but using nutpie to compile then sample the model worked perfectly. The runtime went from 115 seconds on average to just 18 seconds (for 11 weeks’ worth of data).
Also, to answer your question about fitting the whole dataset but allow the treatment effect to vary, right now I am running the script this way to perform some retrospective analysis on some known cases to see how effective this method is at showing roughly when the treatment was better/worse. In terms of my end goal, I don’t really care about the weekly effect of the treatment. Splitting it by week and running it iteratively with accumulation is more for experimental purposes. However, I will take your suggestions into consideration as I continue to work on this, so thank you very much for your support.