stan-dev / stan-dev/stan

functionality in chains for correlation

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feature
Dominant language
C++
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Forks
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Avg merge
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Merged PRs (30d)
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Description

It would be great to have a way to get posterior correlations out of the chains functionality in order to identify (weak) non-identifiability issues.

Then we could expose it in all the interfaces

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First steps

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Research direction

The issue proposes adding posterior correlations to the chains functionality and exposing them through all interfaces, but it names no files, tests, or entry points. Start by locating the chains implementation and its interface layers, then determine the required correlation output and interface coverage. Done means correlations can be obtained from chains and are available through each relevant interface.

Written by the indexing model from the issue text.

Assessment

Tech stack
cpp
Domain
data
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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