Problems running radon example from ARM
Chris
Hi there,
I am trying to learn Stan, and run an example from Chapter 17 of Gelman & Hill (2006). I am running example 17.1_radon_wishart, from
https://github.com/stan-dev/example-models/blob/master/ARM/Ch.17/17.1_radon_wishart.stan
However, when I run it, I get a number of errors/warnings:
For each chain:
Exception thrown at line 39: wishart_log: LDLT_Factor of random variable is not positive definite. count=8
Warning messages:
1: In readLines(file, warn = TRUE) :
incomplete final line found on '/path/to/stan/17.1_radon_wishart.stan'
2: There were 170 divergent transitions after warmup. Increasing adapt_delta above 0.8 may help. See
http://mc-stan.org/misc/warnings.html#divergent-transitions-after-warmup
3: Examine the pairs() plot to diagnose sampling problems
I also receive the warnings that are pasted at the bottom of this message. I examine the pairs plot and there are divergent transitions above and below the diagonal. I have attached the files I am running, however note these are just copy/pasted from github.
It seems strange that an example problem would give such errors, so I must be doing something wrong! Help would be greatly appreciated.
I have R version 3.3.2 (2016-10-31), rstan_2.14.1 and RStudio Version 1.0.44 on OS Sierra.
Thanks and regards, Chris
_________
In file included from file25d5d872186.cpp:8:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/src/stan/model/model_header.hpp:4:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math.hpp:4:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math/rev/mat.hpp:4:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math/rev/core.hpp:12:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math/rev/core/gevv_vvv_vari.hpp:5:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math/rev/core/var.hpp:7:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/BH/include/boost/math/tools/config.hpp:13:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/BH/include/boost/config.hpp:39:
/Library/Frameworks/R.framework/Versions/3.3/Resources/library/BH/include/boost/config/compiler/clang.hpp:196:11: warning: 'BOOST_NO_CXX11_RVALUE_REFERENCES' macro redefined [-Wmacro-redefined]
# define BOOST_NO_CXX11_RVALUE_REFERENCES
^
<command line>:6:9: note: previous definition is here
#define BOOST_NO_CXX11_RVALUE_REFERENCES 1
^
In file included from file25d5d872186.cpp:8:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/src/stan/model/model_header.hpp:4:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math.hpp:4:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math/rev/mat.hpp:4:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math/rev/core.hpp:42:
/Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math/rev/core/set_zero_all_adjoints.hpp:14:17: warning: unused function 'set_zero_all_adjoints' [-Wunused-function]
static void set_zero_all_adjoints() {
^
In file included from file25d5d872186.cpp:8:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/src/stan/model/model_header.hpp:4:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math.hpp:4:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math/rev/mat.hpp:4:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math/rev/core.hpp:43:
/Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math/rev/core/set_zero_all_adjoints_nested.hpp:17:17: warning: 'static' function 'set_zero_all_adjoints_nested' declared in header file should be declared 'static inline' [-Wunneeded-internal-declaration]
static void set_zero_all_adjoints_nested() {
^
In file included from file25d5d872186.cpp:8:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/src/stan/model/model_header.hpp:4:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math.hpp:4:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math/rev/mat.hpp:11:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math/prim/mat.hpp:60:
/Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/autocorrelation.hpp:17:14: warning: function 'fft_next_good_size' is not needed and will not be emitted [-Wunneeded-internal-declaration]
size_t fft_next_good_size(size_t N) {
^
In file included from file25d5d872186.cpp:8:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/src/stan/model/model_header.hpp:4:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math.hpp:4:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math/rev/mat.hpp:11:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math/prim/mat.hpp:299:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math/prim/arr.hpp:36:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/StanHeaders/include/stan/math/prim/arr/functor/integrate_ode_rk45.hpp:13:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/BH/include/boost/numeric/odeint.hpp:61:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/BH/include/boost/numeric/odeint/util/multi_array_adaption.hpp:29:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/BH/include/boost/multi_array.hpp:21:
In file included from /Library/Frameworks/R.framework/Versions/3.3/Resources/library/BH/include/boost/multi_array/base.hpp:28:
/Library/Frameworks/R.framework/Versions/3.3/Resources/library/BH/include/boost/multi_array/concept_checks.hpp:42:43: warning: unused typedef 'index_range' [-Wunused-local-typedef]
typedef typename Array::index_range index_range;
^
/Library/Frameworks/R.framework/Versions/3.3/Resources/library/BH/include/boost/multi_array/concept_checks.hpp:43:37: warning: unused typedef 'index' [-Wunused-local-typedef]
typedef typename Array::index index;
^
/Library/Frameworks/R.framework/Versions/3.3/Resources/library/BH/include/boost/multi_array/concept_checks.hpp:53:43: warning: unused typedef 'index_range' [-Wunused-local-typedef]
typedef typename Array::index_range index_range;
^
/Library/Frameworks/R.framework/Versions/3.3/Resources/library/BH/include/boost/multi_array/concept_checks.hpp:54:37: warning: unused typedef 'index' [-Wunused-local-typedef]
typedef typename Array::index index;
^
8 warnings generated.
Bob Carpenter
the rest of it's just compiler stuff we haven't been able to silence in
R.
We need to go through and fix all those example models which
were just translated directly from the book (and often didn't work in BUGS,
either!). That's on the agenda this year.
For multivariate hierarchical priors, we strongly recommend the
Cholesky parameterization scaled correlation matrices as described
in the manual chapter on regression. To make Wishart efficient and
robust, we'd need to have a Cholesky factor parameterization, which
may be coming soon.
- Bob
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> <arm_example.zip>
Jonah Gabry
Chris
Chris