Dear all,
I am modelling a positive random variable with VGAM R-package with a truncated
normal distribution. I want to include some explanatory variables to model the
mean and other explanatory variables to model the standard deviation.
I try to do this with the "constraints" argument of vglm function.
Here is an example with the "iris" dataset (it is not the actual data I will
use). I want to model the Sepal.Length's mean with the Sepal.Width, and the
Sepal.Length's standard deviation with the Petal.Length and the Petal.Width.
Here is my code, with the list of constraints as I understood it should be
written.
library ( VGAM ) iris = iris
constraints = list ( "(Intercept)" = diag ( 2 ), Sepal.Width = rbind ( 1 , 0 ),
Petal.Length = rbind ( 0 , 1 ), Petal.Width = rbind ( 0 , 1 )) formula =
Sepal.Length ~ Sepal.Width + Petal.Length + Petal.Width
out = vglm ( formula , posnormal ( zero = NULL ), data = iris , constraints =
constraints )
Here are my constraint list:
$ `(Intercept)` [, 1 ] [, 2 ] [ 1 ,] 1 0 [ 2 ,] 0 1 $ Sepal.Width [, 1 ] [ 1 ,]
1 [ 2 ,] 0 $ Petal.Length [, 1 ] [ 1 ,] 0 [ 2 ,] 1 $ Petal.Width [, 1 ] [ 1 ,]
0 [ 2 ,] 1
I get the following error message from function process.constraints:
Error in process.constraints ( constraints , x = x , M = M , specialCM =
specialCM , : constraint matrix has too many columns "
This function takes as argument a list of constraint matrices, which appears to
be :
$ `(Intercept)` [, 1 ] [, 2 ] [, 3 ] [, 4 ] [ 1 ,] 1 1 0 0 [ 2 ,] 0 0 1 1 $
Sepal.Width [, 1 ] [, 2 ] [ 1 ,] 1 1 [ 2 ,] 0 0 $ Petal.Length [, 1 ] [, 2 ] [
1 ,] 0 0 [ 2 ,] 1 1 $ Petal.Width [, 1 ] [, 2 ] [ 1 ,] 0 0 [ 2 ,] 1 1
This is not what I entered, because there has been some postprocessing of my
initial constraint list, which adds some columns in the constraint matrix
before getting to the process.constraints function.
I don't get if this is a bug or if I did not initially write the right
constraints for what I want to do. Or maybe should I proceed differently?
I already posted this question on StackOverflow, but don't get any answer.
Thanks for you help,
Michaël Zamo
Ingénieur d'études et de développement
Météo-France
DirOP/COMPAS/DOP
bureau B315
42 avenue Coriolis
31057 Toulouse cedex 05
France
Tél. : +33 5 61 07 86 36
Courriel : michael.z...@meteo.fr
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