I have a fairly simple model on which rstan::optimizing often fails with an error code of 70. What, specifically, does this code indicate? It’s hard to figure out how to address the problem without having any idea why the optimization is failing.
The model is basically this:
\mu_t = a + b \cdot t
a_t \sim \mbox{AR(1) process}
y_t = \mu_t + a_t \cdot \mu_t ^ x
All of x, a, b, and the AR(1) parameters are being estimated, with x restricted to the interval (0,1) and the autoregressive coefficient \phi restricted to (0,1). The parameterization used is a, b, \mathrm{logit}(\phi), \mathrm{logit}(x), and \log(\sigma_{\epsilon} \cdot \mu_u^x), where u is the midpoint of the time series.