model is syntactically correct
data loaded
model compiled
initial values loaded but chain contains uninitialized variables
unable to generate initial values for node [01758E60H] of type GraphT.Mixing
模型和数据如下:
#学生T分布的随机波动模型
#Model: SV-T
model{
for(i in 1:n){
y ~ dt(0,p,omega)
p <- exp(-theta)
}
theta[1] ~ dnorm(mu,itau2)
for(j in 2:n){
theta[j] ~ dnorm(theta2[j],itau2)
theta2[j] <- mu+phi*(theta[j-1]-mu)
}
phi <- 2*phistar-1
tau <- sqrt(1/itau2)
mu ~ dnorm(0,0.01)
itau2 ~ dgamma(2.5,0.025)
phistar ~ dbeta(20,1.5)
omega ~ dchisqr(8)
}
list(n=544, y=c(0.019776, 0.015049, 0.007779, 0.018690, 0.026388, 0.004625, 0.004265, 0.011382, 0.003571, 0.017268, 0.003065, 0.004018, 0.002164, 0.014877, 0.020318, 0.000990, 0.011159, 0.001599, 0.008927, 0.013214, 0.005327, 0.020147, 0.000059, 0.011580, 0.006595, 0.011615, 0.015195, 0.005858, 0.008113, 0.043191, 0.008955, 0.019840, 0.008809, 0.026123, 0.000611, 0.005402, 0.019758, 0.001792, 0.003046, 0.044610, 0.019423, 0.000541, 0.031576, 0.002113, 0.011849, 0.011518, 0.000684, 0.016732, 0.008540, 0.004836, 0.012550, 0.020459, 0.000814, 0.006758, 0.015090, 0.011115, 0.006468, 0.004020, 0.004387, 0.016930, 0.005951, 0.009757, 0.009047, 0.000532, 0.020394, 0.005022, 0.006790, 0.004713, 0.000374, 0.015964, 0.011333, 0.015974, 0.000308, 0.015190, 0.002222, 0.003355, 0.012525, 0.012598, 0.016169, 0.000670, 0.004264, 0.001334, 0.028592, 0.001836, 0.002569, 0.007790, 0.003530, 0.020350, 0.005117, 0.014666, 0.007840, 0.000312, 0.008225, 0.007474, 0.004367, 0.013744, 0.025877, 0.002863, 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0.007897, 0.012085, 0.001766, 0.015337, 0.029125, 0.016734, 0.006597, 0.010938, 0.025341, 0.009725, 0.038714, 0.002962, 0.014499, 0.013590, 0.006309, 0.001539, 0.008527, 0.038826, 0.002406, 0.000919, 0.008416, 0.006189, 0.004850, 0.005664, 0.018985, 0.010978, 0.007997, 0.008329, 0.010654, 0.010695, 0.013988, 0.014953, 0.000943, 0.005238, 0.012984, 0.040259, 0.020931, 0.001536, 0.014174, 0.019165, 0.005105, 0.019447, 0.006245, 0.017823, 0.002159, 0.025781, 0.007273, 0.000619, 0.004995, 0.008116, 0.016139, 0.012131, 0.008673, 0.012183, 0.015516, 0.002849, 0.018615, 0.023354, 0.023309, 0.006432, 0.012827, 0.012638, 0.000319, 0.020571, 0.017158, 0.026896, 0.023887, 0.015685, 0.017092, 0.011829, 0.002883, 0.025351, 0.010919, 0.009815, 0.009125, 0.011063, 0.004488, 0.029069, 0.015895, 0.003180, 0.002285, 0.008691, 0.006238, 0.023292, 0.003056, 0.007871, 0.024275, 0.007223, 0.012336, 0.004375, 0.013234, 0.004652, 0.010124, 0.015112, 0.009828, 0.011957, 0.000524, 0.022498, 0.009968, 0.028096, 0.026145, 0.017217, 0.019969, 0.012485, 0.021140, 0.019830, 0.001226, 0.016597, 0.004918, 0.001635, 0.004972, 0.014641, 0.019960, 0.007232, 0.012211, 0.014729, 0.015693, 0.016557, 0.004917, 0.019446, 0.006262, 0.008703, 0.007232, 0.000003, 0.005499, 0.011831, 0.024557, 0.005133, 0.013133, 0.013662, 0.021273, 0.025719, 0.006415, 0.004745, 0.004598, 0.041238, 0.004885, 0.061907, 0.002815, 0.036129, 0.015573, 0.005647, 0.027847, 0.020990, 0.009858, 0.000034, 0.016374, 0.034152, 0.005732, 0.025729, 0.021271, 0.004029, 0.026758, 0.010744, 0.019790, 0.004319, 0.020167, 0.021442, 0.026586, 0.015091, 0.027192, 0.000272, 0.019411, 0.009160, 0.004026, 0.033161, 0.000061, 0.014091, 0.009504, 0.019087, 0.006419, 0.002153, 0.009791, 0.003775, 0.001321, 0.015175, 0.024291, 0.024454, 0.003046, 0.001245, 0.005664, 0.000427, 0.017542, 0.002094, 0.015122, 0.005652, 0.022387, 0.015337, 0.015377, 0.000127, 0.003312, 0.007057, 0.002190, 0.000989, 0.016943, 0.003149, 0.009934, 0.003032, 0.013187, 0.005686, 0.027308, 0.000560, 0.001867, 0.013134, 0.004925, 0.011217, 0.019038, 0.009486, 0.008515, 0.004870, 0.008717, 0.002727, 0.027101, 0.000484, 0.007539, 0.028641, 0.017413, 0.023758, 0.006919, 0.020689, 0.003715, 0.013660, 0.014945, 0.018799, 0.005731, 0.004930, 0.010621, 0.012815, 0.014525, 0.015289, 0.006137, 0.008204, 0.016803, 0.016817, 0.016793, 0.018940, 0.000622, 0.007591, 0.003680, 0.003533, 0.000541, 0.001406, 0.017936, 0.006435, 0.009349, 0.050606, 0.016434, 0.008039, 0.011678, 0.003207, 0.012255, 0.004365, 0.006831, 0.009210, 0.003833, 0.011129, 0.008211, 0.002735, 0.006791, 0.013895, 0.001411, 0.009346, 0.014011, 0.017263, 0.016488, 0.003898, 0.003679, 0.014059, 0.000026, 0.024883, 0.010229, 0.014194, 0.014488, 0.020324, 0.004719, 0.022154, 0.011062, 0.008454, 0.009274, 0.009163, 0.014087, 0.018917, 0.010593, 0.012601, 0.007110, 0.002818, 0.007620, 0.006287, 0.019188, 0.026750, 0.004751, 0.008850, 0.019457, 0.013075, 0.018338, 0.007510, 0.000222, 0.017402, 0.002215, 0.000001, 0.039237, 0.002563, 0.024012, 0.019135, 0.016531, 0.006431, 0.006692, 0.002045, 0.003929, 0.036736, 0.003177, 0.000555, 0.015214, 0.004532, 0.020498, 0.001327, 0.012189, 0.030738, 0.015210, 0.006505, 0.000223, 0.007520, 0.025367, 0.021135, 0.001396, 0.017496, 0.007480, 0.000524, 0.012686, 0.010501, 0.009455, 0.005142, 0.004764, 0.004024, 0.009373, 0.002626, 0.000492, 0.002719, 0.011368, 0.009620, 0.003105, 0.009031, 0.019684, 0.027664, 0.013788, 0.006375))
list(phistar=0.975, mu=0, itau2=0.05, omega=1)