[ADMB Users] importance sampling sparse hessian

Mollie Brooks mbrooks at ufl.edu
Sun Feb 26 15:39:08 PST 2012

I ran a random effects model without importance sampling and it worked fine. The model uses separable functions and has a sparse hessian, so I was using -shess. When I added -is 100 I got the following output.

mollie-brookss-macbook-4:testing molliebrooks$ ./sepvar_shts_sim -shess -ndi 50000 -is 100
Hessian type 4 
 inner maxg = -0.00030703  Inner second time = -0.00030703  Inner f = 21052.1
 f = 21052.11245390588 max g = 0.0003070296323131708
Newton raphson 1   f = 21052.11245072833 max g = 5.794764150403482e-19
lower index greater than upper index in dvar_vector:: dvar-vector(const predvar_vector&) 

I tracked this error to this function  dvar_vector::dvar_vector(_CONST predvar_vector& pdv) in the file fvar_ar1.cpp.

Then I tried running it without -shess just to see, and it worked. I'm not really familiar with the method behind importance sampling, but this shouldn't happen, right?


Mollie Brooks
Ph.D. Candidate
Biology Department
University of Florida
mbrooks at ufl.edu

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