[ADMB Users] eigenvectors of the Hessian and parameter errors
David Holmgren
holmgren at telus.net
Wed Oct 12 20:03:20 PDT 2011
Hi - Sorry for the late reply. I've got another model formulation which I think will help. Thanks for the advice!
Dave H.
On 2011-10-07, at 12:59 PM, dave fournier wrote:
> On 11-10-07 11:42 AM, David Holmgren wrote:
>
>
> Well if you want to send me what I need to run the model, I'll take a quick look at it.
>
>
>> Thanks. The model formulation could indeed be the problem. I should also say that the four negative eigenvalues are all small, i.e., on the order of -1e-08 or less.
>>
>> Dave H.
>>
>> On 2011-10-07, at 12:20 AM, dave fournier wrote:
>>
>>> 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.
>>>>> _______________________________________________
>>>>> Users mailing list
>>>>> Users at admb-project.org
>>>>> http://lists.admb-project.org/mailman/listinfo/users
>>>> David Holmgren
>>>> holmgren at telus.net
>>>>
>>>>
>>>>
>>>>
>> David Holmgren
>> holmgren at telus.net
>>
>>
>>
>>
>
David Holmgren
holmgren at telus.net
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