atsa-es / atsar

Applied time series analysis in R with Stan. Allows fast Bayesian fitting of multivariate time-series models.
https://atsa-es.github.io/atsar/
49 stars 16 forks source link

cannot adjust `adapt_delta` or `max_treedepth` in function `atsar::fit_stan()`. Allow option to pass through a `control` list item to `mcmc_list`. #2

Open dantonnoriega opened 4 years ago

dantonnoriega commented 4 years ago

Part of what leads fit_stan (R/fit_stan.R) to fail at times is that the default adapt_delta is too large (0.8).

But there is no option to pass a controls option to the mcmc_list variable. I think this is a pretty critical feature to have.

I'll tinker with those over the break and be more specific.