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”