Initializing values for the "optimizing" function using rstan


#1

This is just a note that if you are trying to initialize the starting values in R of the parameters using the optimizing function, then the structure of the “init” list option as described in the rstan manual is wrong. The manual points to the “stan” function and suggests that the init parameter should be a list of lists.

In fact, if you have, for example, parameters a, b, then init should be specified as just
init = list (a=a, b=b)

and not
init = list(list(a=list(a), b=list(b)) )
as suggested by the manual.

Perhaps the manual should be corrected?


#2

Thanks! I created an issue:

https://github.com/stan-dev/rstan/issues/434

so it should get fixed for the next release.


#3

Thanks for letting us know. I just added a clarification in the doc for the next release.

https://github.com/stan-dev/rstan/commit/901101506c4f1a00f209fdab5dd7aacc6633e5b0