title: Pystan, Runtime error - Initialization failed
body: <p>I'm trying to develop a Bayesian model using Pystan. I'm able to compile the model successfully. But when I'm sampling data I'm getting run time error. Refer to the code below:</p>
  <pre><code>my_code = '''
  data {
    int N;
    int K1; 
    int K2; 
    real max_intercept;
    matrix[N, K1] X1;
    matrix[N, K2] X2;
    vector[N] y; 
  }
  parameters {
    vector&lt;lower=0&gt;[K1] beta1;  
    vector[K2] beta2; 
    real&lt;lower=0, upper=max_intercept&gt; alpha; 
    real&lt;lower=0&gt; noise_var; 
  }
  model {
    beta1 ~ normal(0, 1); 
    beta2 ~ normal(0, 1); 
    noise_var ~ inv_gamma(0.05, 0.05 * 0.01);
    y ~ normal(X1*beta1 + X2*beta2 + alpha, sqrt(noise_var));
  }
  '''
  
  fit1 = sm1.sampling(data=input_data, iter=2000, chains=4, init=0.5,n_jobs=-1) #Getting an error here
  </code></pre>
  <p>I have checked all the data points (no missing data or no column with same number through out) and their data types (all are float 64). I also scaled the data using MinMaxScaler</p>
  <pre><code>input_data = {
      'N': len(data_scaled), #836
      'K1': len(pos_var), #17 
      'K2': len(pos_neg_var),#29 
      'X1': X1, #(836,17)
      'X2': X2, #(836,17)
      'y': data['orders'].values,
      'max_intercept': min(data['orders']) #0
  }
  </code></pre>
  <p>Below is the error I'm getting.</p>
  <pre><code>RemoteTraceback                           Traceback (most recent call last)
  RemoteTraceback: 
  &quot;&quot;&quot;
  Traceback (most recent call last):
    File &quot;C:\Users\abc\.conda\envs\stan_env\lib\multiprocessing\pool.py&quot;, line 121, in worker
      result = (True, func(*args, **kwds))
    File &quot;C:\Users\abc\.conda\envs\stan_env\lib\multiprocessing\pool.py&quot;, line 44, in mapstar
      return list(map(*args))
    File &quot;stanfit4anon_model_a396b59aabedfaa132f3a814776a219f_7619586994410633893.pyx&quot;, line 371, in stanfit4anon_model_a396b59aabedfaa132f3a814776a219f_7619586994410633893._call_sampler_star
    File &quot;stanfit4anon_model_a396b59aabedfaa132f3a814776a219f_7619586994410633893.pyx&quot;, line 404, in stanfit4anon_model_a396b59aabedfaa132f3a814776a219f_7619586994410633893._call_sampler
  RuntimeError: Initialization failed.
  &quot;&quot;&quot;
  
  The above exception was the direct cause of the following exception:
  
  RuntimeError                              Traceback (most recent call last)
  &lt;timed exec&gt; in &lt;module&gt;
  
  ~\.conda\envs\stan_env\lib\site-packages\pystan\model.py in sampling(self, data, pars, chains, iter, warmup, thin, seed, init, sample_file, diagnostic_file, verbose, algorithm, control, n_jobs, **kwargs)
      776         call_sampler_args = izip(itertools.repeat(data), args_list, itertools.repeat(pars))
      777         call_sampler_star = self.module._call_sampler_star
  --&gt; 778         ret_and_samples = _map_parallel(call_sampler_star, call_sampler_args, n_jobs)
      779         samples = [smpl for _, smpl in ret_and_samples]
      780 
  
  ~\.conda\envs\stan_env\lib\site-packages\pystan\model.py in _map_parallel(function, args, n_jobs)
       83         try:
       84             pool = multiprocessing.Pool(processes=n_jobs)
  ---&gt; 85             map_result = pool.map(function, args)
       86         finally:
       87             pool.close()
  
  ~\.conda\envs\stan_env\lib\multiprocessing\pool.py in map(self, func, iterable, chunksize)
      266         in a list that is returned.
      267         '''
  --&gt; 268         return self._map_async(func, iterable, mapstar, chunksize).get()
      269 
      270     def starmap(self, func, iterable, chunksize=None):
  
  ~\.conda\envs\stan_env\lib\multiprocessing\pool.py in get(self, timeout)
      655             return self._value
      656         else:
  --&gt; 657             raise self._value
      658 
      659     def _set(self, i, obj):
  
  RuntimeError: Initialization failed.
  </code></pre>
  <p>I'm relatively new to Pystan. I appreciate any guidance I get here.</p>