Analyse divergences in a stanfit object
Analyse divergences in a stanfit object
stan_checkdivergences(sf, nupars = "all")
sf |
stanfit object. |
nupars |
either the string 'all', or an integer reflecting how many pars (from first to nupars) to use. |
A list of four matrices. $locationsort and $sdsort contian the bivariate interactions of unconstrained parameters, sorted by either the relative location of any divergences, or the relative standard deviation. $locationmeans and $sdmeans collapse across the bivariate interactions to return the means for each parameter.
sunspots<-sunspot.year sunspots<-sunspots[50: (length(sunspots) - (1988-1924))] id <- 1 time <- 1749:1924 datalong <- cbind(id, time, sunspots) #setup model ssmodel <- ctModel(type='stanct', n.latent=2, n.manifest=1, manifestNames='sunspots', latentNames=c('ss_level', 'ss_velocity'), LAMBDA=matrix(c( 1, 'ma1| log(1+(exp(param)))' ), nrow=1, ncol=2), DRIFT=matrix(c(0, 'a21 | -log(1+exp(param))', 1, 'a22'), nrow=2, ncol=2), MANIFESTMEANS=matrix(c('m1|param * 10 + 44'), nrow=1, ncol=1), MANIFESTVAR=diag(0,1), #As per original spec CINT=matrix(c(0, 0), nrow=2, ncol=1), DIFFUSION=matrix(c(0, 0, 0, "diffusion"), ncol=2, nrow=2)) #fit ssfit <- ctStanFit(datalong, ssmodel, iter=2, optimize=FALSE, chains=1) stan_checkdivergences(ssfit$stanfit$stanfit) #stan object
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