[ADMB Users] mceval output inconsistent with mcmc display
dave fournier
davef at otter-rsch.com
Thu Jun 9 15:41:02 PDT 2011
Probably better to make a little example first.
for example
DATA_SECTION
PARAMETER_SECTION
init_vector x(1,10)
sdreport_vector rx(1,10);
objective_function_value f
PROCEDURE_SECTION
f=0.5*norm2(x);
rx=x;
if (mceval_phase())
{
cout << f << " " << x << endl;
}
then running it with
./small -mcmc 100000 -mcsave 1
and the screen shows
mcmc sim 1 acceptance rate 0 0
-4.04084 -4.04084
mcmc sim 201 acceptance rate 0.169154 0.17
-2.76404 -2.76404
mcmc sim 401 acceptance rate 0.187032 0.205
-5.52107 -5.52107
mcmc sim 601 acceptance rate 0.189684 0.195
-6.00142 -6.00142
mcmc sim 801 acceptance rate 0.187266 0.18
-4.85913 -4.85913
mcmc sim 1001 acceptance rate 0.182817 0.165
-1.51622 -1.51622
mcmc sim 1201 acceptance rate 0.181515 0.175
-3.43209 -3.43209
So this is the log-likelihood *NOT* minus the log-likelihood. Also it is
every 200'th
value. (Just printed out for amusement).
~
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