rstan (Version 2.19.3, GitRev: 2e1f913d3ca3)
R version 3.6.1 (2019-07-05) – “Action of the Toes”
Copyright (C) 2019 The R Foundation for Statistical Computing
Platform: x86_64-w64-mingw32/x64 (64-bit)
OS is Windows 10 Enterprise
Version 1909 / OS build 18363.752
library(RcppEigen)
Warning message:
package ‘RcppEigen’ was built under R version 3.6.3
I run the QR decomposition example from the Stan site on my Mac laptop and it runs without a problem. I do get the warning message about the Jacobian they say will happen.
I run the same code and data on a Windows desktop and get the error message that Eigen can’t be found:
library(RcppEigen)
qr_fit ← stan(file=‘qr_regr.stan’, data=input_data, seed=483892929)
DIAGNOSTIC(S) FROM PARSER:
Info:
Left-hand side of sampling statement (~) may contain a non-linear transform of a parameter or local variable.
If it does, you need to include a target += statement with the log absolute determinant of the Jacobian of the transform.
Left-hand-side of sampling statement:
beta ~ normal(…)
Error in stan_model(file, model_name = model_name, model_code = model_code, :
Eigen not found; call install.packages(‘RcppEigen’)
thanks for any help
bob