Changed default init option in sample_snuts to use ‘auto’ by default
Added sample_Q function to efficiently sample approximate posterior draws from the joint precision matrix.
Added order argument to plot_marginals
Added skip_monitor argument to sample_snuts
Improved console output
Minor code and documentation improvements
SparseNUTS 1.0.1
Minimized dense matrix calculations throughout to reduce computational overhead of large models. This includes testing for the metric, calculating and returning correlations, sampling from Q or Qinv, etc.
Added informative errors when the user forgets to pass global RTMB data or functions.
Added checks and informative errors during marginal optimization.