Re: [R] Metropolis-Hastings within Gibbs coding error

From: Duncan Murdoch <murdoch_at_stats.uwo.ca>
Date: Tue, 04 Dec 2007 11:33:29 -0500

On 12/4/2007 11:06 AM, Mohammad Ehsanul Karim wrote:
> Dear list,
>
> After running for a while, it crashes and gives the following error message: can anybody suggest how to deal with this?
>
> Error in if (ratio0[i] < log(runif(1))) { :
> missing value where TRUE/FALSE needed

Use options(error=recover) to drop to the debugger when the error occurs, and you could examine the value of ratio0. runif(1) should not give a 0, so log(runif(1)) should succeed.

Duncan Murdoch

>
>
>
> ################### original program ########
> p2 <- function (Nsim=1000){
>
> x<- c(0.301,0,-0.301,-0.602,-0.903,-1.208, -1.309,-1.807,-2.108,-2.71) # logdose
> n<-c(19,20,19,21,19,20,16,19,40,81) # total subject in dose-response experiment
> y<-c(19,18,19,14,15,4,0,0,0,2) # success in each trials
> dta<-cbind(x,n,y)
> dta<-as.data.frame(dta) # creating data frame
>
> proposal.b0 = current.b0 = ratio0 = double(Nsim) # blank vector
> proposal.b1 = current.b1 = ratio1 = double(Nsim) # blank vector
> index <- 1:Nsim # creating index
> a0 <- 10 # initial value (assumed) for tau
> b0 <- (.01) # initial value (assumed) for tau
> fit <- glm((y/n)~x,family=binomial, weight = n, data=dta) # initial value for beta
>
> parameters <- c("Beta0", "Beta1", "Tau")
> parameter.matrix <- array(NA,c(Nsim,3)) # blank array
> parameter.matrix <- as.data.frame(parameter.matrix) # creating data frame
> parameter.matrix[1,] <- c(fit$coef[1],fit$coef[2],rgamma(1, shape=a0, scale = b0)) # putting initial values
>
> for (i in 2:Nsim){
> # generating Gibbs sampler
>
> parameter.matrix[i,]<- c(rnorm(1, 0, (1/parameter.matrix[i-1,3])), rnorm(1, 0, (1/parameter.matrix[i-1,3])), rgamma(1, shape=(a0+1), rate=(1/b0+(parameter.matrix[i-1,1]^2+parameter.matrix[i-1,2]^2)/2)))
> # as the Gamma with specified parameters is the conditional for tau given beta, data
>
> # implementing Metropolis-Hastings within Gibbs to get estimates of beta0 and beta1
>
> proposal.b0[i]<-sum(log( ((exp(parameter.matrix[i,1])^y)/((1+exp(parameter.matrix[i,1])^n))*exp(-parameter.matrix[i-1,3]*(parameter.matrix[i,1]^2)/2))))
> proposal.b1[i]<-sum(log( ((exp(parameter.matrix[i,2]*x)^y) / ((1+exp(parameter.matrix[i,2]*x))^n) * exp(-parameter.matrix[i-1,3]*(parameter.matrix[i,2]^2)/2) )))
> # as the above is the conditional for beta's given tau, data
>
> # took logarithm to take care of the 0 problem in product space, but does not help much
>
> current.b0[i]<-sum(log( (( exp(parameter.matrix[i-1,1])^y)/((1+exp(parameter.matrix[i-1,1])^n))*exp(-parameter.matrix[i-1,3]*(parameter.matrix[i-1,1]^2)/2))))
> current.b1[i]<-sum(log( (( exp(parameter.matrix[i-1,2]*x)^y) / ((1+exp(parameter.matrix[i-1,2]*x))^n) * exp(-parameter.matrix[i-1,3]*(parameter.matrix[i-1,2]^2)/2))))
>
> # ratio0 id for beta0
> if(current.b0[i]==0) {ratio0[i]=1} else {ratio0[i] <- proposal.b0[i]-current.b0[i]}
> if (ratio0[i] < log(runif(1))) {parameter.matrix[i,1] <- parameter.matrix[i-1,1]}
> # for beta0
>
> # ratio1 id for beta1
> if(current.b1[i]==0) {ratio1[i]=1} else {ratio1[i]=proposal.b1[i]-current.b1[i]}
> if (ratio1[i] < log(runif(1))) {parameter.matrix[i,2] <- parameter.matrix[i-1,2]}
> # for beta1
> cat("At Iteration ", i, "ratio0 and ratio1 are", ratio0[i], ratio1[i], "\n" )
> }
>
> x11()
> plot(parameter.matrix[,1], parameter.matrix[,2], type="b", xlab="beta.0", ylab="beta.1")
> write.table(parameter.matrix, file="z:\\paramaters.txt", quote = F, sep = " ")
> x11()
>
> par(mfrow=c(3,1))
> plot(index, parameter.matrix[index,1], type="l", xlab="Index", ylab="beta0")
> plot(index, parameter.matrix[index,2], type="l", xlab="Index", ylab="beta1")
> plot(index, parameter.matrix[index,3], type="l", xlab="Index", ylab="tau")
> }
>
> p2(Nsim=1000)
>
>
>
>
>
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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. Received on Tue 04 Dec 2007 - 16:32:59 GMT

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