[ADMB Users] eigenvectors of the Hessian and parameter errors

dave fournier davef at otter-rsch.com
Thu Oct 6 23:20:23 PDT 2011


On 11-10-06 09:01 PM, David Holmgren wrote:

OK,

In that case you have a problem. So either you are not at a minimum or 
the way
the model is formulated it can not get quite close enough to make the 
Hessian positive definite.

           Dave

> Many thanks!  It is usually the case that four of 24 eigenvalues are negative.  I'm not fixing any parameters, or doing the minimization in phases.
>
> Dave H.
>
> On 2011-10-06, at 8:27 AM, dave fournier wrote:
>
>> I sent this once but it seems to have disappeared .. so again
>>
>> The error gets printed out in two cases I think.  1.) if the eigenvalues of the Hessian are not positive.
>> 2) If the  std dev of a dependent variables computed by the delta method is not positive. However
>> if that parameter is not active then the message will get produced since its gradient is 0.
>> There was some attempt to make this a bit less confusing at some time, but maybe it died somewhere.
>> _______________________________________________
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>> http://lists.admb-project.org/mailman/listinfo/users
> David Holmgren
> holmgren at telus.net
>
>
>
>




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