stan-dev / stan-dev/docs

CmdStan User's guide - sampler auxiliary output file option `diagnostic-file` needs more doc

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Description

The CmdStan documentation should say a bit more about the output diagnostic-file option.
The sample methods use the output option diagnostic-file to designate files which contain the per-draw gradients of all parameters.
This is a .csv file, almost like the output file option's Stan CSV file (default name output.csv).

  • Explain difference between CmdStan utility diagnose, Stan sampler method diagnose, and output diagnostics-file.

  • Document the format of the output diagnostics-file - compare to output file=output.csv file:

    • Both files have config, header-rows, and timing.
    • The first columns of the data tables are the sampler state variables, lp__, accept_stat__, etc.
    • Only the output.csv file has adaptation information (as a comment following the data table header row)

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Research direction

Start in the CmdStan User's guide section covering sample output options, then compare the diagnostic-file output with the output.csv description. Document the distinction between CmdStan diagnose, the Stan sampler diagnose method, and diagnostic-file, including the shared configuration, headers, timing, and sampler-state columns and the adaptation information unique to output.csv.

Written by the indexing model from the issue text.

Assessment

Tech stack
tex
Domain
documentation
Issue type
Documentation
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
45/100

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