19.1 Output
Diagnostic mode prints the log posterior density (up to a proportion) calculated by the Stan program for the specified initial values. For each parameter, it prints the gradient at the initial parameter values calculated by Stan’s program and by finite differences over Stan’s program for the log probability.
Unconstrained Scale
The output is for the variable values and their gradients are on the unconstrained scale, which means each variable is a vector of size corresponding to the number of unconstrained variables required to define it. For example, an \(N \times N\) correlation matrix, requires \(\binom{N}{2}\) unconstrained parameters. The transformations from constrained to unconstrained parameters are based on the constraints in the parameter declarations and described in the reference manual chapter on transforms.
Includes Jacobian
The log density includes the Jacobian adjustment implied by the constraints declared on variables. The Jacobian adjustment for constrained parameter transforms will be turned off if optimization is used in practice, but there is as of yet no way to turn it off in diagnostic mode.