R help - Feb 2012 - GAM (mgcv) warning: matrix not positive definite

Dear list,


I fitted the same GAM model using directly the function gam(mgcv) ... then
as a parameter of another function that capture the warnings messages (see
below).
In the first case, there is no warning message printed, but in the last
one, the function find two warning messages stating "matrix not positive
definite"

So my question is: Do I have to worry about those warnings and then why are
they not printed in the simple use of the gam function.

#####################################################

Here is some further description:

## Simple use of gam

gam(USE ~ X1 + s(X2) + s(X3), family = binomial, data = data,
method="REML") # print no warning message.

## Using a function that capture warnings

Model_n_Warnings <- function(expr) {
            localWarnings <- list()
            outModel <- withCallingHandlers(expr,
            warning = function(w) {
            localWarnings[[length(localWarnings)+1]] <<- w$message  #
store
warning message
            invokeRestart("muffleWarning") # avoid printing warning
message
to console
            })
            list(outModel=outModel, warnings=localWarnings)
  }

out <- Model_n_Warnings (gam(USE ~ X1 + s(X2) + s(X3), family = binomial,
data = data, method="REML"))

out$warnings

[[1]]
[1] "matrix not positive definite"

[[2]]
[1] "matrix not positive definite"


Thanks,

Arnaud

	[[alternative HTML version deleted]]

It is completely safe to ignore this. Here is what is going on...

mgcv routine 'mroot' is calling R routine 'chol' to find the
*pivoted*
Choleski factor of a positive semi definite matrix. This is deliberate, 
and completely ok to do, but 'chol' issues a warning when a matrix is 
only positive semi-definite (as opposed to strictly +ve def), even if 
pivoting has been requested. 'mroot' therefore suppresses the warning.

best,
Simon

On 03/02/12 20:38, Arnaud Mosnier wrote:
> Dear list,
>
>
> I fitted the same GAM model using directly the function gam(mgcv) ...
> then as a parameter of another function that capture the warnings
> messages (see below).
> In the first case, there is no warning message printed, but in the last
> one, the function find two warning messages stating "matrix not
positive
> definite"
>
> So my question is: Do I have to worry about those warnings and then why
> are they not printed in the simple use of the gam function.
>
> #####################################################
>
> Here is some further description:
>
> ## Simple use of gam
>
> gam(USE ~ X1 + s(X2) + s(X3), family = binomial, data = data,
> method="REML") # print no warning message.
>
> ## Using a function that capture warnings
>
> Model_n_Warnings <- function(expr) {
>              localWarnings <- list()
>              outModel <- withCallingHandlers(expr,
>              warning = function(w) {
>              localWarnings[[length(localWarnings)+1]] <<- w$message 
#
> store warning message
>              invokeRestart("muffleWarning") # avoid printing
warning
> message to console
>              })
>              list(outModel=outModel, warnings=localWarnings)
>    }
>
> out <- Model_n_Warnings (gam(USE ~ X1 + s(X2) + s(X3), family >
binomial, data = data, method="REML"))
>
> out$warnings
>
> [[1]]
> [1] "matrix not positive definite"
>
> [[2]]
> [1] "matrix not positive definite"
>
>
> Thanks,
>
> Arnaud

-- 
Simon Wood, Mathematical Science, University of Bath BA2 7AY UK
+44 (0)1225 386603               http://people.bath.ac.uk/sw283