stan-dev/stan

Include (unconstrained) parameter names along with the inverse metric?

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#3 398 ouverte le 21 juil. 2026

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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.

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