[R] rgamma function produces NaN values

PIKAL Petr petr@p|k@| @end|ng |rom prechez@@cz
Thu Mar 5 11:30:10 CET 2020


what is gibbs_lasso? I did not find any function of this name.

Usually reproducible example greatly enhance your chances to get reasonable

If any n, a0, SIGMAgamma, b0 is NA rgamma gives you NA.

> -----Original Message-----
> From: R-help <r-help-bounces using r-project.org> On Behalf Of Sanna Soomro
> Sent: Wednesday, March 4, 2020 4:22 PM
> To: r-help using 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
> 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 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
> computation. But why does rgamma produces NaN value for sigma? The gamma
> distribution require both shape and scale parameters to be positive and my
> 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 using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.

More information about the R-help mailing list