Quick and small question: I fitted a model and got a warning saying:
Warning messages: 1: There were 9 transitions after warmup that exceeded the maximum treedepth. Increase max_treedepth above 10. See https://mc-stan.org/misc/warnings.html#maximum-treedepth-exceeded 2: Examine the pairs() plot to diagnose sampling problems
Yet when I ran :
library(bayesplot) mcmc_trace(mymodel, np=nuts_params(mymodel)) mcmc_pairs(mymodel, np=nuts_params(mymodel))
I got no divergence in the plot and instead it said “No divergences to plot”. I should say that sometimes it does plot divergence when I use it this way - so this is confusing.
What am I’m missing here?