Can you please help me interpret the traceplot Lambda_hat[1,1] and Lambda_hat[3,1] ?

lambda_hat is matrix containing parameter of a Multiple Response Regression problem with Wishart Prior .

Hi,

it appears your chain is basically staying at the same location over whole sampling process. This means your model has some big problem, but it is impossible to say anything better without seeing the code. The strategies for investigation mentiond at Divergent transitions - a primer could also help you investigate (most apply to general modelling problems - even if you don’t really get divergent transitions).

Best of luck with your model!

@martinmodrak here is the model

```
data {
int<lower=0> N;
int<lower=0> K;
matrix[N,K] y;
matrix[N,K] X;
matrix[K,K] omega_d;
cov_matrix[K] L;
vector[4] v;
}
parameters {
cov_matrix[K] lambda_hat;
vector[K] a;
}
transformed parameters {
cov_matrix[K] est_Sigma;
matrix[K,N] mu;
est_Sigma=0.000001*lambda_hat*omega_d*lambda_hat;
for (i in 1:N)
mu[,i]=lambda_hat*X[i,]';
}
model {
//sigma_0~ inv_wishart(K,diag_matrix(v));
lambda_hat~ inv_wishart(K,L);
a~ multi_normal(v,L);
for (t in 1:N)
y[t,]'~ multi_normal(a+mu[,t],est_Sigma);
}
```

It will be really great if you can suggest something.