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

[dave fournier]

On 12-11-11 08:06 AM, Jeff Laake wrote:

These files contain all the chnages one would need.  the changes to the 
htp file should be done
by tpl2rem  I created a new file which should be put in df1b2-separable 
wiht the romb and trapz stuff.
Once these changes are include into admb the romberg stuff should work.


> Thanks for the thought and work on this. Do I use adhmodel.h that you 
> modified for the admb project or do I make that change locally to my 
> machine. What is s.htp? It has been a long time since I programmed 
> with c and I'm still quite new with admb. I'm still in process of 
> reading the manuals to understand more thoroughly. The re component of 
> admb is really useful and I want to use it to expand the role of 
> fitting models with random effects in distance sampling and 
> capture-recapture data. I believe both could widen the influence and 
> role of admb in ecological research.
>
> regards --jeff
>
>
> On Sat, Nov 10, 2012 at 9:21 AM, dave fournier <davef at otter-rsch.com 
> <mailto:davef at otter-rsch.com>> wrote:
>
>
>
>
>     -------- Original Message --------
>     Subject: 	Re: [ADMB Users] Random effects model with integration
>     in the likelihood
>     Date: 	Sat, 10 Nov 2012 09:17:59 -0800
>     From: 	dave fournier <davef at otter-rsch.com>
>     <mailto:davef at otter-rsch.com>
>     To: 	users at admb-project.org <mailto:users at admb-project.org>
>
>
>
>     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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