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20.4 Large or small constants in a distribution
When numbers with magnitude less than 0.1 or greater than 10 are used as arguments to a distribution, it indicates that some parameter is not scaled to unit value, so a warning is thrown. See https://mc-stan.org/docs/stan-users-guide/efficiency-tuning.html#standardizing-predictors-and-outputs for a discussion of scaling parameters.
For example, consider the following program.
parameters {
real x;
real y;
}
model {
x ~ normal(-100, 100);
y ~ normal(0, 1);
}
The constants -100
and 100
suggest that x
is not unit scaled.
Pedantic mode produces the following warning.
Warning at 'constants-warn.stan', line 6, column 14 to column 17:
Argument -100 suggests there may be parameters that are not unit scale;
consider rescaling with a multiplier (see manual section 22.12).
Warning at 'constants-warn.stan', line 6, column 19 to column 22:
Argument 100 suggests there may be parameters that are not unit scale;
consider rescaling with a multiplier (see manual section 22.12).