When sampling from some models (such as the ones from the bpcs online appendix) the initial Metropolis proposal is rejected. While this only occurs in the warmup and soon stops appearing it would be nice to remove such messages.
E.g:
Chain 4 Informational Message: The current Metropolis proposal is about to be rejected because of the following issue:
Chain 4 Exception: bernoulli_lpmf: Probability parameter is nan, but must be in the interval [0, 1] (in '/var/folders/mc/9k42tql17jdbmkzpdp5bgwph0000gp/T/Rtmp7mcraP/model-b7d118f424ea.stan', line 360, column 6 to column 46)
Chain 4 If this warning occurs sporadically, such as for highly constrained variable types like covariance matrices, then the sampler is fine,
Chain 4 but if this warning occurs often then your model may be either severely ill-conditioned or misspecified.
When sampling from some models (such as the ones from the bpcs online appendix) the initial Metropolis proposal is rejected. While this only occurs in the warmup and soon stops appearing it would be nice to remove such messages.
E.g:
Chain 4 Informational Message: The current Metropolis proposal is about to be rejected because of the following issue:
Chain 4 Exception: bernoulli_lpmf: Probability parameter is nan, but must be in the interval [0, 1] (in '/var/folders/mc/9k42tql17jdbmkzpdp5bgwph0000gp/T/Rtmp7mcraP/model-b7d118f424ea.stan', line 360, column 6 to column 46)
Chain 4 If this warning occurs sporadically, such as for highly constrained variable types like covariance matrices, then the sampler is fine,
Chain 4 but if this warning occurs often then your model may be either severely ill-conditioned or misspecified.