I have a model with a poorly behaving parameter
foo, I has a lower and upper bound set in its definitions (
<lower=..., upper=...>) and when I look at the diagnostic file I see columns name
foo is the parameter
foo on the unconstrained scale (so I can recover what’s in the output file by doing
foo * (upper - lower) + lower, but I don’t know what
g_foo are. Is this documented somewhere?
Yes I’ve been using Stan for this long and whenever I want to work with constrained parameters I just transform them manually b/c it’s been simpler to understand what all the math is doing… I think I get it now so I’d like to use this fancy syntax more.