I would like to know if there is a way to access parameter values while rstan is running.
The problem I am facing is that I have a model where some chains get stuck, and I would like to know in which regions of the parameter space that is, to be able to modify the model accordingly. Running the model with a small number, say 200, iterations usually goes well, but when I increase the number of iterations I regularly get one of four chains stuck and I have no choice but to cancel the run. I would like to at least know where the chain(s) get stuck in order to adapt my model.
Is there any temporary output file?
Or is there a way to output parameter values to the console every X iterations?