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`is_converged()` for brms/stan models

Open bwiernik opened this issue 3 years ago • 0 comments

We should check for the Stan sampling warnings and report them in is_converged():

  • Divergent transitions after warmup
  • Exceptions thrown when computing target density and its gradient (Hamiltonian proposal rejected)
  • R-hat
  • Bulk- and Tail-ESS
  • Maximum treedepth
  • BFMI low

bwiernik avatar Aug 25 '22 17:08 bwiernik