,
nl=TRUE,
family=poisson())
pr = c(prior(normal(0,3), nlpar="eta1"),
prior(horseshoe(), nlpar="eta2"),
prior(normal(-23,5), nlpar="alpha"))
```
When I try to fit this model to my data, I get the following error:
```
SYNTAX ERROR, MESSAGE(S) FROM PARSER:
variable "sigma" does not exist.
error in 'modele86151a69e5_filee865f8cf93' at line 55, column 105
-------------------------------------------------
53: }
54: transformed parameters {
55: vector[K_eta2] b_eta2 = horseshoe(zb_eta2, hs_local_eta2, hs_global_eta2, hs_scale_global_eta2 * sigma, hs_scale_slab_eta2^2 * hs_c2_eta2);
^
56: }
-------------------------------------------------
Error in stanc(model_code = paste(program, collapse = "\n"), model_name = model_cppname, :
failed to parse Stan model 'filee865f8cf93' due to the above error.
```
Of course if I use the gaussian family, the model compiles, because sigma exists. I really do need to use Poisson, however. How can I parameterize my model to apply the horseshoe shrinkage prior on some parameters, but a normal on others, while using a Poisson glm?
Thanks!
---
### Author:  [@paul.buerkner](https://discourse.mc-stan.org/u/paul.buerkner)
#### Post date: [September 6, 2018, 5:56pm UTC](https://discourse.mc-stan.org/t/error-applying-horseshoe-prior-in-poisson-glm/5521/2 "2018-09-06T17:56:26Z")
That looks like a bug. Can you provide a reproducible example?
---
### Author:  [@JSchroeder](https://discourse.mc-stan.org/u/JSchroeder)
#### Post date: [September 6, 2018, 7:34pm UTC](https://discourse.mc-stan.org/t/error-applying-horseshoe-prior-in-poisson-glm/5521/3 "2018-09-06T19:34:29Z")
I would be happy to do that. I’m pretty new to this stuff, though. When you ask for a reproducible example, do you just need more elaboration on my model’s parameters and a couple example rows in a typical dataset?
If so, here is some example data:
| background | binVar | nucGen | count | Signal1 | Signal2 | Signal3 |
| --- | --- | --- | --- | --- | --- | --- |
| wt | 0 | 365690700 | 1 | 1.96040799009779 | 1.2120092926712 | 1.27138013020913 |
| wt | 0 | 310059900 | 0 | 1.60797118707689 | 1.11098600125775 | 0.363046518815955 |
| wt | 1 | 58903200 | 2 | 1.19423577475165 | 0.853740870198064 | 2.46228178036029 |
| wt | 1 | 303515100 | 0 | 1.72044334660999 | 1.48068239325765 | 1.89201291098705 |
| wt | 0 | 67084200 | 0 | 1.48112731648809 | 1.25606462797278 | 0.83583370217392 |
| mutant | 0 | 522765900 | 1 | 2.47680830484492 | 1.59257122660975 | 2.04069252530003 |
| mutant | 1 | 31087800 | 1 | 0.66422015479385 | 0.12771625892178 | 1.4971909598719 |
| mutant | 0 | 672478200 | 0 | 2.07548017856752 | 1.76626031532154 | 1.51622851733695 |
| mutant | 1 | 258519600 | 0 | 0.065752965294899 | -0.698184227708412 | 0.581839196256855 |
| mutant | 0 | 400050900 | 0 | 3.11353662066563 | 2.61093865000118 | 1.97723216922194 |
And a more detailed model description:
```
hsForm = bf(count ~ alpha + eta1 + eta2 + log(nucGen), # nucGen is exposure
alpha ~ 1,
eta1 ~ 0 + background + binVar + Signal1 + Signal2 + Signal3,
eta2 ~ 0 + background:binVar + background:Signal1 + background:Signal2 + background:Signal3,
nl=TRUE,
family=poisson())
pr = c(prior(normal(0,3), nlpar="eta1"),
prior(horseshoe(), nlpar="eta2"),
prior(normal(-23,5), nlpar="alpha"))
fit = brm(hsForm,
data=myDat,
prior=pr, cores=1, chains=1,
iter=2000, control = list(adapt_delta=0.99))
```
Please let me know if you need anything else from me.
---
### Author:  [@paul.buerkner](https://discourse.mc-stan.org/u/paul.buerkner)
#### Post date: [September 6, 2018, 7:38pm UTC](https://discourse.mc-stan.org/t/error-applying-horseshoe-prior-in-poisson-glm/5521/4 "2018-09-06T19:38:55Z")
Thanks! I need some code, I can just run after pasting it into my editor. Actually, I would like a minimal reproducible example that makes it as simple as possible, but still triggers the error.
For you code to be reproducible I actually needed some dummy data defined directly in the R code, but for this example, I will just try to go from what I see.
I report back as soon as I know what’s going on.
---
### Author:  [@paul.buerkner](https://discourse.mc-stan.org/u/paul.buerkner)
#### Post date: [September 6, 2018, 8:05pm UTC](https://discourse.mc-stan.org/t/error-applying-horseshoe-prior-in-poisson-glm/5521/5 "2018-09-06T20:05:31Z")
The problem is now fixed in the dev version of brms to be installed via
```
if (!requireNamespace("devtools")) {
install.packages("devtools")
}
devtools::install_github("paul-buerkner/brms")
```
---
### Author:  [@JSchroeder](https://discourse.mc-stan.org/u/JSchroeder)
#### Post date: [September 6, 2018, 8:19pm UTC](https://discourse.mc-stan.org/t/error-applying-horseshoe-prior-in-poisson-glm/5521/6 "2018-09-06T20:19:55Z")
You’re awesome! I updated to the latest dev version, and my model now compiles and is gently sampling away!
Thanks!