It is completely safe to ignore this. Here is what is going on...
mgcv routine 'mroot' is calling R routine 'chol' to find the *pivoted*
Choleski factor of a positive semi definite matrix. This is deliberate,
and completely ok to do, but 'chol' issues a warning when a matrix is
only positive semi-definite (as opposed to strictly +ve def), even if
pivoting has been requested. 'mroot' therefore suppresses the warning.
best,
Simon
On 03/02/12 20:38, Arnaud Mosnier wrote:
Dear list,
I fitted the same GAM model using directly the function gam(mgcv) ...
then as a parameter of another function that capture the warnings
messages (see below).
In the first case, there is no warning message printed, but in the last
one, the function find two warning messages stating "matrix not positive
definite"
So my question is: Do I have to worry about those warnings and then why
are they not printed in the simple use of the gam function.
#####################################################
Here is some further description:
## Simple use of gam
gam(USE ~ X1 + s(X2) + s(X3), family = binomial, data = data,
method="REML") # print no warning message.
## Using a function that capture warnings
Model_n_Warnings <- function(expr) {
localWarnings <- list()
outModel <- withCallingHandlers(expr,
warning = function(w) {
localWarnings[[length(localWarnings)+1]] <<- w$message #
store warning message
invokeRestart("muffleWarning") # avoid printing warning
message to console
})
list(outModel=outModel, warnings=localWarnings)
}
out <- Model_n_Warnings (gam(USE ~ X1 + s(X2) + s(X3), family =
binomial, data = data, method="REML"))
out$warnings
[[1]]
[1] "matrix not positive definite"
[[2]]
[1] "matrix not positive definite"
Thanks,
Arnaud
--
Simon Wood, Mathematical Science, University of Bath BA2 7AY UK
+44 (0)1225 386603 http://people.bath.ac.uk/sw283
______________________________________________
R-help@r-project.org mailing list
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.
