Dear wonderful Stan community,
I have a general question that has come up in a number of models I’ve seen. We’ve all encountered that obnoxious message: “Initialization between (-2, 2) failed after 100 attempts.” Often, I react using the recommendations immediately following that error (declaring initial values, reducing ranges, or altogether re-specifying some things). However, for some of my more obstinate models, the most efficient, brute-force way around this simply has me re-run the code a few times, and then boom it works. (By “a few” I mean 5-10. I’m not that crazy!)
Here’s my question: Can you tell rstan how many attempts to make before giving up? That is, can we change the default 100 attempts?
Thank you for your time, humor, and steadfast wisdom.