Hello,
I have a question about loo and waic result. In my simulation study, I can receive loo and waic result within a reasonable range. However, in the real data, I got pretty huge waic result:
> result$waic_tweedie
$`estimates`
Estimate SE
elpd_waic -2.090346e+65 1.04399e+65
p_waic 2.090346e+65 1.04399e+65
waic 4.180692e+65 2.08798e+65
$pointwise
elpd_waic p_waic waic
[1,] -1.945756e+22 1.945756e+22 3.891511e+22
[2,] -3.020967e+20 3.020967e+20 6.041934e+20
[3,] -6.054780e+19 6.054780e+19 1.210956e+20
[4,] -1.172806e+48 1.172806e+48 2.345612e+48
[5,] -1.252922e+28 1.252922e+28 2.505843e+28
[6,] -9.437428e+24 9.437428e+24 1.887486e+25
[7,] -4.874609e+47 4.874609e+47 9.749217e+47
[8,] -4.280829e+20 4.280829e+20 8.561658e+20
[9,] -1.071315e+23 1.071315e+23 2.142630e+23
[10,] -8.666166e+47 8.666166e+47 1.733233e+48
[313,] -4.071934e+27 4.071934e+27 8.143867e+27
[314,] -1.524270e+27 1.524270e+27 3.048540e+27
[315,] -3.188398e+42 3.188398e+42 6.376796e+42
[316,] -2.061892e+30 2.061892e+30 4.123785e+30
[317,] -5.827317e+26 5.827317e+26 1.165463e+27
[318,] -2.773955e+20 2.773955e+20 5.547911e+20
[319,] -3.483425e+42 3.483425e+42 6.966851e+42
[320,] -2.785318e+31 2.785318e+31 5.570636e+31
[321,] -5.451254e+40 5.451254e+40 1.090251e+41
[322,] -2.305406e+45 2.305406e+45 4.610812e+45
[323,] -1.153934e+22 1.153934e+22 2.307867e+22
[324,] -9.492203e+45 9.492203e+45 1.898441e+46
[325,] -9.666653e+32 9.666653e+32 1.933331e+33
[326,] -2.442646e+36 2.442646e+36 4.885292e+36
[327,] -6.533043e+43 6.533043e+43 1.306609e+44
[328,] -3.177141e+23 3.177141e+23 6.354283e+23
[329,] -3.417232e+24 3.417232e+24 6.834464e+24
[330,] -8.447091e+28 8.447091e+28 1.689418e+29
[331,] -7.124550e+19 7.124550e+19 1.424910e+20
[332,] -6.053197e+19 6.053197e+19 1.210639e+20
[333,] -3.058053e+54 3.058053e+54 6.116106e+54
[ reached getOption("max.print") -- omitted 1272 rows ]
$elpd_waic
[1] -2.090346e+65
$p_waic
[1] 2.090346e+65
$waic
[1] 4.180692e+65
$se_elpd_waic
[1] 1.04399e+65
$se_p_waic
[1] 1.04399e+65
$se_waic
[1] 2.08798e+65
attr(,"dims")
[1] 12000 1605
attr(,"class")
[1] "waic" "loo"
And the result for loo is even worse, with all NA values:
> result$loo_tweedie
$`estimates`
Estimate SE
elpd_loo NA NA
p_loo NA NA
looic NA NA
$pointwise
elpd_loo mcse_elpd_loo p_loo looic
[1,] NA NA NA NA
[2,] NA NA NA NA
[3,] NA NA NA NA
[4,] NA NA NA NA
[5,] NA NA NA NA
[6,] NA NA NA NA
[7,] NA NA NA NA
[8,] NA NA NA NA
[9,] NA NA NA NA
[10,] NA NA NA NA
[11,] NA NA NA NA
[12,] NA NA NA NA
[13,] NA NA NA NA
$diagnostics
$diagnostics$`pareto_k`
[1] Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf
[13] Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf
[25] Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf
[37] Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf
[49] Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf
[61] Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf
[73] Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf
[85] Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf
[97] Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf
[109] Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf
[121] Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf
[133] Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf
[145] Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf
[157] Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf
$diagnostics$n_eff
[1] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
[17] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
[33] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
[49] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
[65] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
[81] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
$psis_object
NULL
$elpd_loo
[1] NA
$p_loo
[1] NA
$looic
[1] NA
$se_elpd_loo
[1] NA
$se_p_loo
[1] NA
$se_looic
[1] NA
attr(,"dims")
[1] 12000 1605
attr(,"class")
[1] "psis_loo" "loo"
Do you have any idea where I did wrong? Thank you very much for your help.
I hope you all have a wonderful holiday season.
Best,
T.Y.