[ADMB Users] Random effects model with integration in the likelihood

[H. Skaug]

Thanks for that explanation. I verified that your recipe compiles works
when I put in a trivial adromb(). However, there are problem with the actual
code for adromb(). It contains a call to another function trapzd(), so
there is the questions how to handle this, and more details.

It seems that we are walking outside the original random effects design
of the random effects stuff, and thus everything gets very complicated.
What do people think, is it better to live without a adromb() routine
that works for random effects? I guess similar functionality may be needed
in the future, so at least we have a recipe.

The general strategy of letting the compiler lead is valuable.

Hans

On Sat, Nov 10, 2012 at 6:17 PM, dave fournier <davef at otter-rsch.com> wrote:
> When I want to try and understand something like this I try and let
> the compiler do the work. So I run tpl2rem on your tpl (after
> getting rid of the sigma thing for now).
> An immediate problem is
>
>   df1b2variable sigma=exp(beta+eps);
>    mu=adromb(&model_parameters::fct,0,width,8);
>    f -= -0.5*square(u);
>
> Need to change that to
>>
>> mu=adromb(&df1b2_parameters::fct,0,width,8);
>
> That is a problem with the sed scripts in tpl2rem
>
> Now compile again and you get
>  undefined reference to df1b2_pre_parameters::adromb(df1b2variable
> (df1b2_parameters::*)(df1b2variable const&), int, data_number&, int)
>
> So give it what it want. Put this in s.htp
>
> class df1b2_parameters;
>
> class df1b2_pre_parameters : public model_parameters
> {
> public:
>   df1b2_pre_parameters(int sz,int argc, char * argv[]) :
>     model_parameters(sz,argc,argv){;}
>   re_objective_function_value  f;
>   void begin_df1b2_funnel(void);
>   void setup_quadprior_calcs(void);
>   void end_df1b2_funnel(void);
>  void ll_j(const int j, const funnel_init_df1b2variable& beta,const
> funnel_init_df1b2variable& sigeps,const funnel_init_df1b2variable& u);
>   df1b2variable df1b2_pre_parameters::adromb(df1b2variable
> (df1b2_parameters::*)(const df1b2variable&), int, data_number&, int);
> };
>
> Now it compiles and returns a link error for this function. So now we
> understand the hierarchy.
> So where is the difficulty?  What we would like to do is to put this
> function in a base class, in this
> case function_minimizer. that is where the dvariable form lives.  It almost
> works, but
> the problem is that function_minimizer does not know about df1b2variables so
> you can't return one
> because at that time it wont know what the size on the stack is.
>
> Anyway that is the idea.  To fix this we can pass the df1b2variable as a
> reference to the function
> instead of returning it and make the function void. So in admodel.h I added
>
> #if defined(USE_LAPLACE)
>   class df1b2variable;
>   class init_df1b2vector;
>   class df1b2vector;
>   class df1b2_parameters;
>   typedef df1b2variable (df1b2_parameters::*DFPMF) (const df1b2variable&);
> #endif
>
>
> class function_minimizer
> {
>    // stuff  ...
>
> #if defined(USE_LAPLACE)
>   void adromb(DFPMF,double a,double b,const df1b2variable& _v,int ns=9);
> #endif
>
>
> This is all the information the compiler needs.
>
> We can put the code for the actual function in a place where it knows about
> df1b2variables.
>
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