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paul-buerkner / brms

brms R package for Bayesian generalized multivariate non-linear multilevel models using Stan
https://paul-buerkner.github.io/brms/
GNU General Public License v2.0
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Add more draws to fitted model #1107

Open bwiernik opened 3 years ago

bwiernik commented 3 years ago

I'd like to be able to iteratively add more draws to a brmsfit model until a certain ESS or Rhat is reached. This had been previously requested but closed as not possible until it was implemented in Stan. https://groups.google.com/g/brms-users/c/rAuBi-8-9Ws

Since that thread, it appears that it's now possible to make more posterior draws without starting over via CmdStan (see here and here).

I'm wondering whether it might now be possible to implement a helper for this in update.brmsfit?

paul-buerkner commented 3 years ago

Thanks! I will take a look.