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The hybrid implementation, which switches to the approximation of Gaunt et al. (2019) when mu > 1.5 and nu > 1 (slightly different criterion than the original implementation) seems to have trouble converging, whereas the purely adaptive implementation works fine.
The brms implementation is roughly twice as fast as the adaptive one for mu=5 and nu=2. But for mu=5 and nu=0.5 the time difference comes down. In terms of ESS, adaptive is better for the fist configuration, but things are pretty much the same of the second.
The text was updated successfully, but these errors were encountered:
mu=5
andnu=2
. But formu=5
andnu=0.5
the time difference comes down. In terms of ESS, adaptive is better for the fist configuration, but things are pretty much the same of the second.The text was updated successfully, but these errors were encountered: