knowing the initial values for sampler even I don't set up the initials

[beyondpie]

I can get the initial values for sampler (or variational inference, or optimization) using the function init() if I set the initial values. But how can I get the initial values STAN randomly set if I set init = NULL ?

[jgabry]

Unfortunately that’s not available at the moment but I would really like to implement that. It requires some changes outside of CmdStanR though:

https://github.com/stan-dev/stan/issues/2950

[venpopov]

Hi folks, any updated on this? I have a model that runs fine 9 out of 10 times on the same data, but occasionally one chain would just go haywire, and I suspect it is starting in a really weird part of the parameter space. I can fix it by providing my own initial values, but it would be super useful to understand when this happens by being able to see what the initial values were for the chain that misbehaves.