Can anyone help me interpret the output of plot_diag in rstan? I ran with 10 chains; all but one of which completed in under an hour. The 4th chain took 13 hours, and I’m trying to find out why. The attached plot is from plot_diag with chain=4.
The top and bottom panel seem to show that only chain 4 had treedepth>6, while the middle panel suggests all chains were spread across all depths. Do these plots just have different opacity settings? Which conclusion is the right one?
Also, is there another way to get at this information? get_adaptation_info returns enormous strings, which are not convenient. Hunting around in the slots of the stanfit object I didn’t see the info anywhere else, though it must be somewhere.treedepth.pdf (76.2 KB)