Is there a way to add samples to an existing
brmsfit object? Something like
update(fit, iter=2000, add = TRUE) that would then skip the warmup and continue adding samples. If there were 1.000 post-warmup samples, running the above would bring it to 3.000.
I have tried hacking together a solution merging
brmsfit objects by manipulating
stanfit object). The goal was to be able to do something like this:
fit1 = brm(model1, data1, prior1, iter=2000, chains=2) fit1 = brm(model1, data1, prior1, iter=2000, chains=4) fit_all = merge_brm(fit1, fit2) # contains 6 chains
It works when using
hypothesis and others, but crashes the R session when simply printing the fit summary, indicating that something is wrong.