Setting initial values does not seem to correspond with actually observed initial draws

Hi all, I would like to set inits for some parameters, but when I look at the value of the very first draw, it does not seem to bear any relation to the value I set the inits to. Perhaps I’m missing something about the way I should specify this argument?

Here is a minimal example.

You’re seeing only the draws from the sampling phase. The warmup draws are discarded by default because they should not be used for inference, but I’m sure that they can be inspected too. The first warmup draw will correspond to your initial value.

Thank you for your reply. I have indeed set the save_warmup = TRUE and inc_warmup = TRUE to make sure I can see the very first iteration. But I have now realized that the value of the very first draw should not in general be expected to equal the value at which the algorithm was initialized.

For anyone looking for this in the future, one can access the initial values by examining the model object like so: brms_fit$fit@inits

2 Likes