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investigate online counts of post-warmup divergences (or any column) during sampling

Open mitzimorris opened this issue 6 years ago • 0 comments

Summary:

When CmdStan completes a run, it should report number of post-warmup divergences and number of iterations where maxtreedepth was exceeded, and it should track this effeciently, i.e., minimal memory overhead.

We want this for cmdstanpy/cmdstanr and lightweight wrappers to avoid reading in the entire outputs.

Description:

tee sample_writer in command.hpp:

Current Version:

v2.22.1

mitzimorris avatar Feb 18 '20 19:02 mitzimorris