Hi all,

This is my first program using Rstan and I am trying to do parameter estimation using attached code herewith and data table. Here K=3 , tstar = 62, n is the number of rows and m is the number of columns of data table.

In my coding , all priors for parameters (b_{0}, \mu, \sigma^{2}, \alpha, \lambda) are uniformly distributed. I tried to use random initial parameter values with default range (-2,2), but fails. I guess this is the error of existing integrations in my code. I have printed parameter values of (\mu, \sigma^{2}, \alpha, \lambda) before the integrations, V1 and I 1 values.

```
SAMPLING FOR MODEL 'a8424b8efc720602c38a1762d98782f2' NOW (CHAIN 1).
Chain 1:
For V[1],4.41009,0.013401,2.33354,0.207146
v1 = 4.4296e-05
For I[1],56,4.41009,0.013401,2.33354,0.207146
I1 =4.88937e-05
For V[1],4.41009,0.013401,2.33354,0.207146
v1 = 7.58991e-05
For I[1],57,4.41009,0.013401,2.33354,0.207146
I1 =8.01848e-05
For V[1],4.41009,0.013401,2.33354,0.207146
v1 = 0.000125767
For I[1],58,4.41009,0.013401,2.33354,0.207146
I1 =0.000127394
For V[1],4.41009,0.013401,2.33354,0.207146
v1 = 0.000201855
For I[1],59,4.41009,0.013401,2.33354,0.207146
I1 =0.000196368
For V[1],4.41009,0.013401,2.33354,0.207146
v1 = 0.000314262
For I[1],60,4.41009,0.013401,2.33354,0.207146
I1 =0.000294078
Chain 1:
For V[1],4.41009,0.013401,2.33354,0.207146
v1 = 4.4296e-05
For I[1],56,4.41009,0.013401,2.33354,0.207146
Chain 1: Exception: integrate: error estimate of integral 1.06464e+43 exceeds the given relative tolerance times norm of integral (in 'model20a04589438_a8424b8efc720602c38a1762d98782f2' at line 100)
[1] "Error in sampler$call_sampler(args_list[[i]]) : "
[2] " Exception: integrate: error estimate of integral 1.06464e+43 exceeds the given relative tolerance times norm of integral (in 'model20a04589438_a8424b8efc720602c38a1762d98782f2' at line 100)"
[3] "In addition: Warning message:"
[4] "In system(paste(CXX, ARGS), ignore.stdout = TRUE, ignore.stderr = TRUE) :"
[5] " '-E' not found"
[1] "error occurred during calling the sampler; sampling not done"
```

code.R (5.1 KB)

Data Table.csv (217 Bytes)

Could you please help me?

Thank you all