Link to the new warnings page from diagnose output

[martinmodrak]

Summary:

The new warning page (https://mc-stan.org/misc/warnings.html) hopefully provides better context for understanding and diagnosing warnings from diagnose output (divergences, treedepth, ...). So the current short description and hints (e.g. increase adapt_delta or reparametrize) should be replaced with a link to the site.

Description:

Describe the issue as clearly as possible.

Current Output:

9 of 4000 (0.23%) transitions ended with a divergence.
These divergent transitions indicate that HMC is not fully able to explore the posterior distribution.
Try increasing adapt delta closer to 1.
If this doesn't remove all divergences, try to reparameterize the model.

Checking E-BFMI - sampler transitions HMC potential energy.
The E-BFMI, 0.078, is below the nominal threshold of 0.3 which suggests that HMC may have trouble exploring the target distribution.
If possible, try to reparameterize the model.

The following parameters had split R-hat greater than 1.1:
  y
Such high values indicate incomplete mixing and biased estimation.
You should consider regularizing your model with additional prior information or a more effective parameterization.

Proposed Output:

9 of 4000 (0.23%) transitions ended with a divergence.
These divergent transitions indicate that HMC is not fully able to explore the posterior distribution.

Checking E-BFMI - sampler transitions HMC potential energy.
The E-BFMI, 0.078, is below the nominal threshold of 0.3 which suggests that HMC may have trouble exploring the target distribution.

The following parameters had split R-hat greater than 1.1:
  y
Such high values indicate incomplete mixing and biased estimation.

Visit https://mc-stan.org/misc/warnings.html for a more thorough description of what the warnings mean and hints how to resolve the issues.

Current Version:

v2.29.2