stan-dev/stan
Include (unconstrained) parameter names along with the inverse metric?
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#3 398 ouverte le 21 juil. 2026
good first issuei/ointerface
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Description
CmdStan writes the inverse metric to a file, but it doesn't include the names of the unconstrained parameters corresponding to the rows/columns. See stan-dev/cmdstanr#716.
To do that I think it would just involve including the names returned by
model.unconstrained_param_names(names, false, false);
in the JSON file, right? For example,
{
"stepsize": 0.1,
"metric_type": "diag_e",
"unconstrained_param_names": ["alpha", "beta.1", "beta.2"],
"inv_metric": [0.1, 0.2, 0.3]
}
This would make it much easier for users to figure out which unconstrained parameter elements correspond to which elements of the matrix.