Hey all, I’m seeing a weird issue where my Stan model fails to initialize with a very simple model: parameters { cholesky_factor_corr[100] ccm; } model { ccm ~ lkj_corr_cholesky(1); } because lkj_corr_cholesky(1); on any of the constrained cholesky_factor_corr matrices returns -nan, I think b…

For Cholesky factors that big, it is possible that the diagonal elements result in the square root of a slightly negative number when symbolically they should be slightly positive. If you search for the “onion method” on the Stan-users Google group, there is some code for a more numerically stable w…

-nan results with lkj_corr_cholesky

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bgoodri July 22, 2020, 1:35am 3

onion.stan (1.1 KB) is the 2020 version.

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Using the onion method in occupancy hierarchical model

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-nan results with lkj_corr_cholesky

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