The bug report for this problem is:
http://code.google.com/p/stan/issues/detail?id=50
I will take a look tomorrow, but if someone gets a chance before then,
here is the problem:
At every step, the log likelihood function throws an exception. An
exception is thrown in normal_log() due to the y having a value of
NaN.
To reproduce the problem:
1. Compile salm2. Type: make models/bugs_examples/vol1/salm/salm2.stan
2. Run salm2. Type: models/bugs_examples/vol1/salm/salm2
--data=models/bugs_examples/vol1/salm/salm2.Rdata --seed=1337803968
This problem is seed dependent.