[ADMB Users] an alternative to R for nonlinear stat models
arnima at hafro.is
Wed Jun 16 16:46:26 PDT 2010
I don't use the optimization routines in R. Of course I use canned models
like lm, glm, gam, lme, etc., but not the free-form optimizers.
Depending on the model, I will often start in Excel to visually fit the
model, explore the parameter space, get initial parameter values, and a
feel for the dynamics. After that I take it to ADMB. Coding a model in
more than one language can also prevent mistakes.
I find Excel useful to sketch something, explore, and explain to others.
Solver is weak, but seems surprisingly robust. I haven't touched Visual
Basic for almost a decade, though. If I feel the need for it, it's time to
move the model to another platform.
I have tried the R optimizers, including recent R packages, to satisfy my
curiosity. The clunky interface is just a reminder of how elegant the rest
of R is. What I end up writing is very similar to ADMB, so I might as well
write it there. Then I get phases, MCMC, speed, and reliability.
If the R optimizers are as unreliable as your results indicate, I'm not
going to rub it in by cc'ing this to the r-help mailing list. Played
enough vuvuzela for one day...
On Wed, 16 Jun 2010, Mike Prager wrote:
> I am wondering which optimization routine(s) in R you use. I have had
> trouble getting even relatively simple models to converge reliably.
> Sometimes I'll run the optimizer 100 times & pick the best answer. This
> seems much worse than in the days when I used SAS.
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