Initialize array of matrices parameter with 0 diagonals

Modeling
1

I would like to initialize an array of size K of matrixes of size QxK where for the kth element of the array, the kth column of the matrix is 0. So far I’ve tried initializing a vector of size QK(K-1) and then create a new array in the transformed parameter block that I fill as I want but that fails because I can’t slice the original vector of parameters properly. Is there any easy fix to this for Q>0 and K > 1? I attached an example for reference! Thanks! 22%20PM|547x499

2

Does simple for loop work?

matrix[Q,K] X[K];
for (k in 1:K) {
    for (q in 1:Q) {
        X[k,q,k] = 0;
    }
}
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3

To my knowledge, I can’t overwrite elements of a parameter object in the transformed parameters block. I may be wrong though. Something I did consider was to initialize

parameters {
    matrix[Q, K] lambda[K];
}

transformed parameters {
    matrix[Q,K] lambda_prime[K];
    lambda_prime = lambda;
    for (k in 1:K) {
        for (q in 1:Q) {
             lambda_prime[k,q,k] = 0;
    }
}

but then there would be K parameters that would just float freely and this seems like a less than ideal solution.

4

For problems like this, I just initialize a vector with as many elements as I actually need. Then ‘unroll’ them into the shape I need in transformed parameters.

As in, vector in parameters{}, then matrix in transformed parameters {}. Then loop over the matrix elements, adding each vector element where they should go. Something like:

int count = 1;
for(i in 1:I){
for(j in 1:J){
  if(i == j){mat[i,j] == 0}
  else {
    mat[i,j] = vec[count]; count += 1;
  }
}
}
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5

Thanks. My bad. I tried that but started with:

transformed parameters {
    int counter;
    counter = 1;
}

which threw the error: “Parameters or transformed parameters cannot be integer or integer array; found int variable declaration, name=counter”. I will try that. Thanks a lot!

6

Ah, you need to do it within another scope.

transformed parameters {
  matrix[dims,here] mat;
  {
    int count = 1;
    putForloopHere
  }
}
1 Like
7

This seems to have worked (at least it doesn’t throw any errors yet).

parameters {
    vector[Md_var * K * (K - 1)] lambda;          
}
transformed parameters {
  matrix[Md_var, K] lambda_prime[K];
  {
    int count = 1;
    for (i in 1:K){
      for (j in 1:K){
        for (q in 1:Md_var){
          if (i == j){
            lambda_prime[i, q, j] = 0;
          } else {
            lambda_prime[i, q, j] = lambda[count]; count += 1;
          }
        }
      }
    }
  }
}
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