[ADMB Users] mceval output inconsistent with mcmc display

[Campbell, Alex]

Sorry yes it is the log likelihood. I was unclear. 

Mode estimate: approx 750 log likelihood. MCMC display output: ranges
from 600 to 750 over one million iterations. Parameters read from psv
file using mceval: around -600 after the first few hundred iterations. 

Thanks Ian that's exactly the sort of investigative tool I think I need.

-alex

-----Original Message-----
From: users-bounces at admb-project.org
[mailto:users-bounces at admb-project.org] On Behalf Of dave fournier
Sent: Friday, 10 June 2011 8:41 AM
To: users at admb-project.org
Subject: Re: [ADMB Users] mceval output inconsistent with mcmc display

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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