[ADMB Users] Help to optimize some code, Need for Adjoint Code

[Nassar]

Hi 

 

I'm trying to estimate the following model.

The number of observations : 60.000

And I got the message

 

Wrote 4294967295 not 240000

Error writing to temporary gradient stack file: No space left on device

   File name: gradfil2.tmp

   File length: 0 bytes.

   Attempting to write 240000 bytes; wrote 4294967295.

 

Thanks for your comments and help..

 

Naji

 

Environment : ADMB 10.1, 64, Microsoft SDK 7.1 64, Windows 7 64-bit and 24Go
Mem

 

DATA_SECTION

  int nversion

  !! nversion = (int) 30;

  int ntask

  !! ntask = (int) 7;

  int noption

  !! noption = (int) 6;

  int takopt

  !! takopt = (int) ntask*noption;

  init_int nobs

  init_matrix minmax(1,4,1,noption)

  init_vector  wgtseg(1,nobs)

  !! ad_comm::change_datafile_name("prices.dat");

  init_matrix  prices(1,nobs,1,takopt)

  !! ad_comm::change_datafile_name("available.dat");

  init_matrix  availa(1,nobs,1,takopt)

  !! ad_comm::change_datafile_name("choices.dat");

  init_matrix  choice(1,nobs,1,takopt)

  int o

 int t

  int i

  int ot

PARAMETER_SECTION

  init_matrix shpwtp(1,2,1,noption)

  number util

  number loglik

  vector llik(1,nobs)

  objective_function_value f

PROCEDURE_SECTION

  llik=0;

  for (i=1;i<=nobs;i++)

  {

     for (t=1;t<=ntask;t++)

     {

         for (o=1;o<=noption;1)

         {

             ot=(t-1)*noption+o;

             util=shpwtp(1,o)*(shpwtp(2,o)-prices(i,ot));

             loglik=choice(i,ot)*util-log(1+exp(util));

             llik(i)+=availa(i,ot)*loglik;

         }

     }

  }

  f=-(wgtseg*llik);

 

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