Was curious to understand the issue a bit more, the function I wrote:
stan_checkdivergences.R (4 KB)
seems to do a decent job on the gp and 8 schools examples, when using the relative location of divergences as a guide… not sure whether I’m just getting lucky / overfitting though, as I expected the sd (function returns both) to be more useful :)
for gp:
$locationmeans
sigma “-0.445589299588228”
z[4] “-0.35245496811889”
z[9] “-0.245067074753998”
z[1] “-0.187424643926895”
z[5] “-0.0615538808042705”
z[10] “-0.0606798964844923”
z[6] “0.0259601372553438”
z[7] “0.0183496503172226”
z[2] “0.0164146804177184”
z[3] “0.0160371623666628”
z[8] “0.0108553379725488”
l “0.0104059696918443”
and 8 schools
$locationmeans
tau “0.500108302039656”
theta[5] “-0.112244942837985”
mu “-0.0993788081711008”
theta[3] “-0.0965787075914174”
theta[6] “-0.0694263357149289”
theta[7] “0.0549598237222587”
theta[8] “-0.0437538694385667”
theta[4] “-0.0403247562380711”
theta[2] “0.00166683440376185”
theta[1] “-0.000197107611385944”