I am using mcmc_pairs from bayes plot to understand cmdstanR output. In particular I pass the nuts_params function applied to the output of the sample function so that this function highlights divergences. However, beyond divergences I have realized that it also plots some gray dots which I can find what they mean in the docs. I have also not seen anyone having this problem. Here is a picture of the output and code to generate it:
nuts_params <- nuts_params(fit) mcmc_pairs(posterior_draws, np = nuts_params, regex_pars = c('sigma','tau'))
Thanks in advance.