[ADMB Users] MCMC in Windows environment
Luis Ridao
luridao at gmail.com
Tue Apr 5 08:38:56 PDT 2011
ADMB-help,
I wish to know how to run a model with MCMC on Windows.
The ADMB editor I am using is Emacs (customised for Windows users --
courtesy of Arni Magnuson)
The model is the well known Ricker S-R with an extra covariate:
###########
GLOBALS_SECTION
#include "admodel.h"
const double pi = 3.141592654;
ofstream mcmc_par("ricker2massb_mcmc.csv")
DATA_SECTION
init_int n
init_matrix data(1,n,1,3)
vector S(1,n)
!! S = column(data,1);
vector R(1,n)
!! R = column(data,2);
vector massb(1,n)
!! massb = column(data,3);
PARAMETER_SECTION
init_number a
init_number b
init_number c
init_number logSigma
sdreport_number sigma
vector Rfit(1,n)
number RSS
objective_function_value f
INITIALIZATION_SECTION
a 0.6
b -4.0
c -1.1
logSigma -1
PROCEDURE_SECTION
Rfit = exp(a) * elem_prod(S, exp(-exp(b)*S+exp(c)*massb));
RSS = sum(square(log(R)-log(Rfit)));
sigma = exp(logSigma);
f = 0.5*n*log(2*pi) + n*logSigma + RSS/(2.0*square(sigma));
if(mceval_phase())
write_mcmc();
FUNCTION write_mcmc
mcmc_par << a << "," << b << "," << c << endl;
###################
Thanks in advance,
Luis
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