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-boun...@r-project.org> On Behalf Of Sanna Soomro > Sent: Wednesday, March 4, 2020 4:22 PM > To: r-help@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@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.
______________________________________________ R-help@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.
