[ADMB Users] .cov file
Mark Maunder
mmaunder at iattc.org
Thu Aug 12 20:43:08 PDT 2010
Richard,
Correlation( Sa, Sb ) = Covariance( Sa, Sb ) / (σa * σa).
So you can check if the .cov file using the data from the .cor file.
Mark
Hi Mark,
Thank you again for your help. I have tried using different seeds to get MCMC chains and it worked for me.
Now I have an enquiry on the .cov file. After an mpd run, admb generates file admodel.cov, which I guess contains the covariance matrix in binary. But I am not sure about it for two reasons: 1. the numbers look a little small to me; 2. in the examples of ADMB's user manual, there are functions to calculate covariance matrix. I would be very grateful if you could explain wether the contents of the .cov file are covariances and whether they are transformed or not.
Thanks,
Richard
>>> Richard Bian 27/07/2010 11:08 a.m. >>>
Mark,
Thank you very much for your suggestion. I will give it a go and see what I get.
Regards,
Richard
>>> "Mark Maunder" <mmaunder at iattc.org> 27/07/2010 10:55 a.m. >>>
Richard,
You can use the -mcseed N command line option to generate different mcmc chains. I think it will start at the same place (the mode of the joint posterior) but will take a different path based on a different set of random numbers.
I hope this helps,
Mark
Mark Maunder
Head of the Stock Assessment Program
Inter-American Tropical Tuna Commission
8604 La Jolla Shores Drive
La Jolla, CA, 92037-1508, USA
Tel: (858) 546-7027
Fax: (858) 546-7133
mmaunder at iattc.org
http://www.fisheriesstockassessment.com/TikiWiki/tiki-index.php?page=Mark+Maunder
Visit the AD Model Builder project at
http://admb-project.org/ <http://admb-project.org/>
See the following website for information on fisheries stock assessment
http://www.fisheriesstockassessment.com/
From: Richard Bian [mailto:r.bian at niwa.co.nz]
Sent: Monday, July 26, 2010 3:05 PM
To: Mark Maunder
Subject: inquiry on MCMC runs in ADMB
Dear Mark,
To evaluate MCMC chains for a model I built using ADMB, I need to set start points (eg, add random displacements to MPD) to an MCMC chain. Could you please suggest what I should do to set specific start points for an MCMC run.
Thank you in advance!
Richard
Dr. Richard Bian
Scientist - Fisheries Modelling
National Institute of Water & Atmospheric Research
41 Market Place
Auckland Central 1010, New Zealand
Tel: +64 9 375 2054 Fax: +64 9 375 2051
NIWA is the trading name of the National Institute of Water & Atmospheric Research Ltd.
NIWA is the trading name of the National Institute of Water & Atmospheric Research Ltd.
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