I am programming some custom samplers (specifically adaptive MALT with manual gradients) for a model in R/C++ and comparing efficiency to Stan. Comparing min(ESS)/second is easy but I also want to compare min(ESS) per gradient evaluation, for which I need to be able to extract the number of leapfrog…

From memory rstan::get_sampler_params will give you back an array including n_leapfrog__ per-iteration.

How to extract number of leapfrog steps per iteration per chain?

jsocolar June 2, 2023, 1:26pm 3

And cmdstan output csvs likewise have a n_leapfrog__ column.

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How to record and/or extract burnin / warmup time?

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