I wanna input a two dimension vector in stan 2.21

Modeling
1

I can’t use “array” syntax, so I have the following input. the y is an 11 \times T matrix.

data {
  ...
 vector[11] y[T] ;
 ...
}

I got a warning that :

Error in mod$fit_ptr() : 
  Exception: mismatch in dimension declared and found in context; processing stage=data initialization; variable name=y; position=0; dims declared=(11,293); dims found=(293,11)

Because I need to use vectors in my functions. I want to know how to input my data in stan. very thanks

2

What interface are you using? CmdStan, rstan…?

3

Sorry, use for rstan.
And y[1] means an 11 dimensions vector?

4

vector[11] y[T] is an array of length T, and each array element is a vector with length 11. In rstan, you can give the y input as a matrix or numeric array with dimension (T, 11)

5

Thank you, but I meet the problem about that:

function{
vector ssm_update_v(vector y, vector a, vector d, matrix Z) {
  vector[num_elements(y)] v;
  v = y - Z * a - d;
  return v;
}
...
real ssm_constant_lpdf(vector[] y,
                        vector d, matrix Z, matrix H,
                        vector c, matrix T, matrix R, matrix Q,
                        vector a1, matrix P1) {
  real ll;
  int n;
  int m;
  int p;

  n = size(y); // number of obs
  m = cols(Z);
  p = rows(Z);
  {
    vector[n] ll_obs;
    vector[m] a;
    matrix[m, m] P;
    vector[p] v;
    matrix[p, p] Finv;
    matrix[m, p] K;
    matrix[m, m] RQR;
    // indicator for if the filter has converged
    // This only works for time-invariant state space models
    int converged;
    matrix[m, m] P_old;
    real tol;
    real matdiff;
    converged = 0;
    tol = 1e-7;

    RQR = quad_form_sym(Q, R ');
    a = a1;
    P = P1;
    for (t in 1:n) {
      v = ssm_update_v(y[t], a, d, Z);
...

When I use ssm_costant_lpdf(y|…)
there is a warning saying:

Exception: Exception: Exception: subtract: Rows of m1 (293) and rows of m2 (11) must match in size

but y[t] has dimensions of 11, why 293? It really makes me confused…

6

The exception says number of rows must match, which hints that it is occurring when calling subtract for matrices. In ssm_update_v you call subtract only for vectors, so I’d guess the Exception is coming from some other place. But someone who knows better can tell better, maybe vectors are actually N-by-1 matrices under the hood.

1 Like
7

I have solve it very thanks~

1 Like