Details about the
adapt_delta argument to rstap's modeling
functions - also found in the rstanarm documentation.
For the No-U-Turn Sampler (NUTS), the variant of Hamiltonian Monte
Carlo used used by rstap,
adapt_delta is the target average
proposal acceptance probability for adaptation.
The default value of
adapt_delta is 0.95
In general you should not need to change
adapt_delta unless you see
a warning message about divergent transitions, in which case you can
adapt_delta from the default to a value closer to 1
(e.g. from 0.95 to 0.99, or from 0.99 to 0.999, etc). The step size used by
the numerical integrator is a function of
adapt_delta in that
adapt_delta will result in a smaller step size and fewer
adapt_delta will typically result in a
slower sampler, but it will always lead to a more robust sampler.
Stan Development Team. (2017). Stan Modeling Language Users Guide and Reference Manual. http://mc-stan.org/documentation/
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