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ADVI can write 1.#INF on Windows, which cannot be read #138
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Comment by bob-carpenter Is there something in this ( Would it be OK if that fix allowed infinite and NaN values to be read? I added the next release as milestone and assigned to @mitzimorris but I'm still not sure what needs to be fixed (if anything) in this repo. |
Comment by syclik Hmm. This is in the writers. Currently, we use stringstream's operator<< to Some reasonable options to fix this:
On Wed, Apr 19, 2017 at 4:11 PM, Bob Carpenter notifications@github.com
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Comment by bgoodri We should fix ADVI in Stan so that it does not report values greater than On Tue, May 9, 2017 at 5:22 PM, Daniel Lee notifications@github.com wrote:
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Comment by syclik That seems reasonable. Can you either update this issue to reflect that our close this and open a new one with that suggestion?
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Comment by bob-carpenter @bgoodri: is your proposal todo censoring and report the max double instead of +infinity? Is there no way to robustly read NaN or infinite values into R? Because I'd think the right fix would be fixing our writers to match whatever that format is. |
Comment by bgoodri Yes, and not that I know of. On Wed, May 10, 2017 at 2:50 PM, Bob Carpenter notifications@github.com
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Comment by jgabry I'm not aware of a super robust method for reading them into R either, On Wed, May 10, 2017 at 5:38 PM bgoodri notifications@github.com wrote:
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Comment by mitzimorris what is the current proposal? initial proposal was this:
unassigned myself per subsequent discussion, but happy to do this if that's what we want. |
Comment by ahartikainen Are these not the common/preferred ways to write&read They should be platform independent. I mean reading with common R/Python(Pandas) tools.
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Issue by bgoodri
Tuesday Apr 18, 2017 at 23:39 GMT
Originally opened as stan-dev/stan#2283
Summary:
It is possible for ADVI to obtain a realization that is infinite, and if it writes that to a CSV file, reading the CSV file breaks. We should coerce this to the nearest floating point number before writing.
Description:
CSV files should only have finite numerical values below the headings
Reproducible Steps:
In R 3.2.x for Windows, load rstanarm 2.15.x and do
Current Output:
Expected Output:
Finite estimates
Additional Information:
Provide any additional information here.
Current Version:
v2.15.0
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