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hsstan's Issues

Issue with ggplot2 3.4.0

Hi

We recently released ggplot2 3.4.0 and while we didn’t detect issues with hsstan during our tests, CRAN has seen issues after release. This mail is to notify you about this and offer help if there are any issues you have trouble fixing

Kind regards
Thomas Lin Pedersen, ggplot2 maintainer

The specification of the horseshoe piror

I've looked into the specification of the horseshoe prior in the stan file "hs.stan". It seemed that you used a student t prior on tau and lambda as follows:

lambda ~ student_t(nu, 0, 1); tau ~ student_t(global_df, 0, global_scale * sigma)

But from my current knowledge, the horseshoe prior on lambda and tau should be half cauchy instead of student t distribution. Can you clarify why the horseshoe prior are specified in the student t distribution in the hsstan package? Also, why the tau should be conditioned on the sigma?

bayes_R2.hsstan example failure: Error in FUN(X[[i]], ...): trying to get slot "mode" from an object of a basic class ("NULL") with no slots 

* checking compiled code ... OK
* checking examples ... ERROR
Running examples in ‘hsstan-Ex.R’ failed
The error most likely occurred in:

> ### Name: bayes_R2.hsstan
> ### Title: Bayesian and LOO-adjusted R-squared
> ### Aliases: bayes_R2.hsstan bayes_R2 loo_R2.hsstan loo_R2
> 
> ### ** Examples
> 
> ## Don't show: 
> utils::example("hsstan", echo=FALSE)

SAMPLING FOR MODEL 'hs' NOW (CHAIN 1).

SAMPLING FOR MODEL 'hs' NOW (CHAIN 2).
Warning in mccollect(jobs) : 2 parallel jobs did not deliver results
Error in FUN(X[[i]], ...) : 
  trying to get slot "mode" from an object of a basic class ("NULL") with no slots
Calls: <Anonymous> ... <Anonymous> -> <Anonymous> -> .local -> sapply -> lapply -> FUN
Execution halted

Detailed output:

hsstan 0.8.1: using 4 cores, set 'options(mc.cores)' to change.
> 
> base::assign(".oldSearch", base::search(), pos = 'CheckExEnv')
> base::assign(".old_wd", base::getwd(), pos = 'CheckExEnv')
> cleanEx()
> nameEx("bayes_R2.hsstan")
> ### * bayes_R2.hsstan
> 
> flush(stderr()); flush(stdout())
> 
> ### Name: bayes_R2.hsstan
> ### Title: Bayesian and LOO-adjusted R-squared
> ### Aliases: bayes_R2.hsstan bayes_R2 loo_R2.hsstan loo_R2
> 
> ### ** Examples
> 
> ## Don't show: 
> utils::example("hsstan", echo=FALSE)

SAMPLING FOR MODEL 'hs' NOW (CHAIN 1).

SAMPLING FOR MODEL 'hs' NOW (CHAIN 2).
Warning in mccollect(jobs) : 2 parallel jobs did not deliver results
Error in FUN(X[[i]], ...) : 
  trying to get slot "mode" from an object of a basic class ("NULL") with no slots
Calls: <Anonymous> ... <Anonymous> -> <Anonymous> -> .local -> sapply -> lapply -> FUN
Execution halted

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