非一致的数组错误

Question

我被困在下面的代码：

y = c(2.5, 6.0, 6.0, 7.5, 8.0, 8.0, 16.0, 6.0, 5.0, 6.0, 28.0, 5.0, 9.5, 
     6.0, 4.5, 10.0, 14.0, 3.0, 4.5, 5.5, 3.0, 3.5, 6.0, 2.0, 3.0, 4.0, 
     6.0, 5.0, 6.5, 5.0, 10.0, 6.0, 18.0, 4.5, 20.0) 

x2 = c(650, 2500, 900, 800, 3070, 2866, 7500, 800, 800, 650, 2100, 2000, 
     2200, 500, 1500, 3000, 2200, 350, 1000, 600, 300, 1500, 2200, 900, 
     600, 2000, 800, 950, 1750, 500, 4400, 600, 5200, 850, 5000) 

x1 = c(16.083, 48.350, 33.650, 45.600, 62.267, 73.2170, 204.617, 36.367, 
     29.750, 39.7500, 192.667, 43.050, 65.000, 44.133, 26.933, 72.250, 
     98.417, 78.650, 17.417, 32.567, 15.950, 27.900, 47.633, 17.933, 
     18.683, 26.217, 34.433, 28.567, 50.500, 20.950, 85.583, 32.3830, 
     170.250, 28.1000, 159.8330) 

library(MASS) 
n = length(y) 
X = matrix(nrow = n, ncol = 2) 
for (i in 1:n) { 
    X[i,1] = x1[i] 
} 

for (i in 1:n) { 
    X[i,2] = x2[i] 
} 
gibbs = function(data, m01 = 0, m02 = 0, k01 = 0.1, k02 = 0.1, 
        a0 = 0.1, L0 = 0.1, nburn = 0, ndraw = 5000) { 
    m0  = c(m01,m02) 
    C0  = matrix(nrow=2,ncol=2) 
    C0[1,1] = 1/k01 
    C0[1,2] = 0 
    C0[2,1] = 0 
    C0[2,2] = 1/k02 
    beta = mvrnorm(1,m0,C0) 
    omega = rgamma(1,a0,1)/L0 
    draws = matrix(ncol=3,nrow=ndraw) 
    it  = -nburn 

    while (it < ndraw) { 
     it = it + 1 
     C1 = solve(solve(C0)+omega*t(X)%*%X) 
     m1 = C1%*%(solve(C0)%*%m0+omega*t(X)%*%y) 
     beta = mvrnorm(1,m1,C1) 
     a1 = a0 + n/2 
     L1 = L0 + t(y-X%*%beta)%*%(y-X%*%beta)/2 
     omega = rgamma(1, a1, 1)/L1 
     if (it > 0) { 
      draws[it,1] = beta[1] 
      draws[it,2] = beta[2] 
      draws[it,3] = omega 
     } 
    } 
    return(draws) 
} 

当我运行它，我得到：

Error in omega * t(X) %*% X : non-conformable arrays 

但是当我检查omega * t(X) %*% X功能之外，我得到结果这意味着数组是一致的，我不知道为什么我得到这个错误。任何帮助将非常感激。

Answer 1

问题是你的情况下omega是尺寸为1 * 1的matrix。如果你想通过一个标量乘以t(X) %*% X（即omega）

尤其是你应该把它转换成一个向量，你就必须更换这行：

omega = rgamma(1,a0,1)/L0 

有：

omega = as.vector(rgamma(1,a0,1)/L0) 

无处不在你的代码。它发生在两个地方（一次在循环中，一次在外面）。您可以用as.vector(.)或c(t(.))替代。两者都是相同的。

下面是修改后的代码应该工作：

gibbs = function(data, m01 = 0, m02 = 0, k01 = 0.1, k02 = 0.1, 
        a0 = 0.1, L0 = 0.1, nburn = 0, ndraw = 5000) { 
    m0  = c(m01, m02) 
    C0  = matrix(nrow = 2, ncol = 2) 
    C0[1,1] = 1/k01 
    C0[1,2] = 0 
    C0[2,1] = 0 
    C0[2,2] = 1/k02 
    beta = mvrnorm(1,m0,C0) 
    omega = as.vector(rgamma(1,a0,1)/L0) 
    draws = matrix(ncol = 3,nrow = ndraw) 
    it  = -nburn 

    while (it < ndraw) { 
     it = it + 1 
     C1 = solve(solve(C0) + omega * t(X) %*% X) 
     m1 = C1 %*% (solve(C0) %*% m0 + omega * t(X) %*% y) 
     beta = mvrnorm(1, m1, C1) 
     a1 = a0 + n/2 
     L1 = L0 + t(y - X %*% beta) %*% (y - X %*% beta)/2 
     omega = as.vector(rgamma(1, a1, 1)/L1) 
     if (it > 0) { 
      draws[it,1] = beta[1] 
      draws[it,2] = beta[2] 
      draws[it,3] = omega 
     } 
    } 
    return(draws) 
}