SBC_backend_rstan_optimizing: SBC backend using the 'optimizing' method from 'rstan'.

In hyunjimoon/SBC: Simulation Based Calibration for rstan/cmdstanr models

SBC backend using the optimizing method from rstan.

Description

SBC backend using the optimizing method from rstan.

Usage

SBC_backend_rstan_optimizing(model, ..., n_retries_hessian = 1)

Arguments

model	a stanmodel object (created via rstan::stan_model)
...	other arguments passed to optimizing (number of iterations, ...). Argument data cannot be set this way as they need to be controlled by the package.
n_retries_hessian	the number of times the backend is allow to retry optimization (with different seeed) to produce a usable Hessian that can produce draws. In some cases, the Hessian may be numerically unstable and not be positive definite.

hyunjimoon/SBC documentation built on March 15, 2024, 3:18 a.m.