Location Paramater is Nan but must be finite

Hi everyone, happy holidays to all!

I am attempting to create an AR§ and getting the error “Location Paramater is Nan but must be finite” . Thecause of this error is that both my arrays of row vectors FG3A_off and FG3A_def are both being set to nan (as I’ve seen by the print statement) and then at the end home_FG3A is throwing an error… I am a bit confused as to why this happening, as you can see I’ve tried setting the first element of the AR℗ to a constant, and I’ve tried setting it equal to a RV (ie AR[1] = wn with wn a paramater with a distribution defined later in the model.)

Any help would be much appreciated!

data {
  int P;// each statistic will be an AR(P) so the P is the trailing lag 
  int nteams; // the number of teams 
  int nweeks; // the number of weeks (ie for full season it would be 84) 
  int tot_games;// the total number of games (ie 1230)
  int m; // nweeks*nteams/2

  int<lower=0,upper=31> home_index[nweeks*nteams/2]; // the home index of whoever is playing the i'th game 
  int<lower=0,upper =31> away_index[nweeks*nteams/2]; // the away index of whoever is playing the i'th game 
  int<lower=0> home_game_num[nweeks*nteams/2]; // index of the game number of the home team playing the ith game 
  int<lower=0> away_game_num[nweeks*nteams/2];
  vector<lower = 0>[m] home_FG3A; // the number of 3 pointers attempted by the home team
  vector<lower = 0>[m] away_FG3A; // the number of 3 pointers attempted by the away team



  vector<lower = 0,upper = 1>[P] FG3A_off_coef;  // this is an AR series with the ability of a team to get 3-point fieldgoals
  vector<lower = 0,upper = 1>[P] FG3A_def_coef; // ar series of a team that shows its ability to not give 3-point fieldgoals  

  row_vector[nteams] wn_fg3a_off; 
  row_vector[nteams] wn_fg3a_def;

  vector<lower = 0>[nteams] sigma_FG3A;// the stdev of fg3a 

  vector[nteams] home_adv_FG3A; // the home advantage of fg3A 
  vector[nteams] deviation_FG3A_def; // the deviation of each team from team 0


transformed parameters{
  row_vector[nteams]  FG3A_off[nweeks]; // the offensive ability of a team to getzzzz FG3s
  row_vector[nteams]  FG3A_def[nweeks]; // the defensive ability of a team to get FG3s 
  row_vector[nteams] start = [10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10];
  FG3A_off[1] = start;
  FG3A_def[1] = start;
  for (j in 2:P){

    FG3A_off[j] = FG3A_off[j-1] + wn_fg3a_off ;
    FG3A_def[j] = FG3A_def[j-1]  + wn_fg3a_def;
  for (i in (P+1):nweeks){
      // 3 point Field Goals 
      for (k in 1:P){
        // 3 point Field Goals 
        FG3A_off[i] += FG3A_off_coef[k] *  FG3A_off[i-k] + wn_fg3a_off ;
        FG3A_def[i] += FG3A_def_coef[k] * FG3A_def[i-k]  + wn_fg3a_def ;



model {
  vector[m] home_fg3a;
  vector[m] away_fg3a;
  vector[m] home_sigma_fg3a;
  vector[m] away_sigma_fg3a;

  FG3A_off_coef ~ normal(.1,.01);
  FG3A_def_coef ~ normal(.1,.01);
  deviation_FG3A_def ~ normal(0,1);
  home_adv_FG3A ~ normal(3,3);
  sigma_FG3A ~ normal(1,1);
  wn_fg3a_off ~ normal(0,1);
  wn_fg3a_def ~ normal(0,1);


  for (i in 1:m){
      // 2 point field goal percentage 
      home_fg3a[i] = FG3A_off[home_game_num[i],home_index[i]] - FG3A_def[away_game_num[i],away_index[i]]  + home_adv_FG3A[home_index[i]];
      away_fg3a[i] = FG3A_off[away_game_num[i],away_index[i]] - FG3A_def[home_game_num[i],home_index[i]];
      home_sigma_fg3a[i] = sigma_FG3A[home_index[i]];
      away_sigma_fg3a[i] =  sigma_FG3A[away_index[i]];

  home_FG3A ~ normal(home_fg3a,home_sigma_fg3a );
  away_FG3A ~ normal( away_fg3a ,away_sigma_fg3a );


You never initialize the value of FG3A_off[P+1], you only increment it. By default it’s initialized as NaN and those += won’t change it.
I think this should be

FG3A_off[i] = wn_fg3a_off;
for (k in 1:P)
  FG3A_off[i] += FG3A_off_coef[k] * (FG3A_off[i-k] - wn_fg3a_off) ;
1 Like

Okay thanks that seemed to fix it!