I want to simulate missing data and then use NUTS, my code is as follows:
for (k in 1:iter){
pz<-rnorm(pnum,0,(var[1])^0.5)
iz<-rnorm(inum,0,(var[2])^0.5)
piz<-array(rnorm((pnuminum),0,(var[3])^0.5),dim=c(pnum,inum))
x<-array(0,dim=c(pnum,inum))
for(p in 1:pnum){
for(i in 1:inum){
x[p,i]<-0+pz[p]+iz[i]+piz[p,i]
}
}
file_path<-“C:/Users/Administrator/Desktop/t/data_”
write.csv(x,file=paste(file_path,k,".csv",sep = “”),row.names = F )
library(simFrame)
a<-read.csv(file=paste(file_path,k,".csv",sep = “”),header = TRUE )
n<-1
for(n in 1:1000){
set.seed(n)
nc<-NAControl(NArate=0.1) ##MCAR missing rate
x<-setNA(a,nc) ###insert into missing data from x
x[is.na(x)] <- 0
file_path<-“C:/Users/Administrator/Desktop/t/datamiss_”
write.csv(x,file=paste(file_path,k,".csv",sep = “”),row.names = F )
}
##MCMC
gtdata<-list(np=pnum,ni=inum,vc=var,x=x)
mcmc.model<-'data{
int<lower=1> np;
int<lower=1> ni;
real x[np,ni];
real vc[3];
}
parameters{
real<lower=0> sigmap;
real<lower=0> sigmai;
real<lower=0> sigmae;
real u;
vector[np] P;
vector[ni] I;
}
transformed parameters{
real sigmap2;
real sigmai2;
real sigmae2;
sigmap2=sigmap^2;
sigmai2=sigmai^2;
sigmae2=sigmae^2;
}
model{
//define variable
real mu;
real sdvarp;
real sdvari;
real sdvare;
//likelihood
for (p in 1:np){
P[p]~normal(0,sigmap);
}
for (i in 1:ni){
I[i]~normal(0,sigmai);
}
for (p in 1:np){
for (i in 1:ni){
mu=u+P[p]+I[i];
x[p,i]~normal(mu,sigmae);
}
}
//prior
u~normal(0,sqrt(1000));
sdvarp=1.5sqrt(vc[1]);
sdvari=1.5sqrt(vc[2]);
sdvare=1.5sqrt(vc[3]);
sigmap~uniform(0,sdvarp);
sigmai~uniform(0,sdvari);
sigmae~uniform(0,sdvare);
}’
require(rstan)
require(reshape)
library(ggplot2)
mcmc.fit<-stan(model_code=mcmc.model,data=gtdata,chains=3,iter=1000,warmup=500,algorithm=“NUTS”, pars=c(“sigmap2”,“sigmai2”,“sigmae2”))
But there is a mistake at the time of running, and I would like to ask for help.
And the operating results are as follows：
Error in FUN(X[[i]], …) : Stan does not support NA (in x) in data
failed to preprocess the data; sampling not done
Error in dimnames_sims[[3]] : subscript out of bounds