Hi, In my code, I want to sample from the posterior distribution to get estimates for each parameter via the Bayesian approach. My model has spatial coefficient and lasso penalty. When I run this line gibbs_lasso(y = Y, x= X, W=W.rook, tau = 0.5, M=2) It works, however, when I changed M from 2 to 5, I get the following error: Error in rgig(1, 0.5, (SIGMA[m, ]/theta2) * ((y[ik] - crossprod(x[ik, : invalid parameters for GIG distribution: lambda=0.5, chi=nan, psi=nan In addition: Warning message: In rgamma(1, shape = 1.5 * n + a0, rate = SIGMAgamma + b0) : NAs produced It makes sense that rgig cannot accept NaN values of sigma parameter in its computation. But why does rgamma produces NaN value for sigma? The gamma distribution require both shape and scale parameters to be positive and my R computations for both should always be positive then sigma can be sampled easily. So, what went wrong in my code? Best regards Sanna
rgamma function produces NaN values
2 messages · Sanna Soomro, PIKAL Petr
Hi what is gibbs_lasso? I did not find any function of this name. Usually reproducible example greatly enhance your chances to get reasonable answer. If any n, a0, SIGMAgamma, b0 is NA rgamma gives you NA. Cheers Petr
-----Original Message----- From: R-help <r-help-bounces at r-project.org> On Behalf Of Sanna Soomro Sent: Wednesday, March 4, 2020 4:22 PM To: r-help at r-project.org Subject: [R] rgamma function produces NaN values Hi, In my code, I want to sample from the posterior distribution to get
estimates for
each parameter via the Bayesian approach. My model has spatial coefficient
and
lasso penalty. When I run this line gibbs_lasso(y = Y, x= X, W=W.rook, tau = 0.5, M=2) It works, however, when I changed M from 2 to 5, I get the following
error:
Error in rgig(1, 0.5, (SIGMA[m, ]/theta2) * ((y[ik] - crossprod(x[ik, : invalid parameters for GIG distribution: lambda=0.5, chi=nan, psi=nan In addition: Warning message: In rgamma(1, shape = 1.5 * n + a0, rate = SIGMAgamma + b0) : NAs produced It makes sense that rgig cannot accept NaN values of sigma parameter in
its
computation. But why does rgamma produces NaN value for sigma? The gamma distribution require both shape and scale parameters to be positive and my
R
computations for both should always be positive then sigma can be sampled easily. So, what went wrong in my code? Best regards Sanna
______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.