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

Ben Bolker bbolker at gmail.com
Sun Nov 11 19:24:28 PST 2012


On 12-11-09 04:57 PM, Josh Korman wrote:
> Sounds like the program STAN may be the way to go for modelling random
> effects. I haven't used it yet, but it looks like the developers have
> married the functionality of WinBugs and the efficiency of ADMB (code
> generator to produce compiled code).  Pretty slick implementation of MCMC.
> 
> http://mc-stan.org/
> 
> Josh

  It's really cool, but it's early days yet.  My favourite comment on
this is at http://www.quantumforest.com/2012/09/mid-september-flotsam/ :

Attention Deficit Disorder sufferers have moved, at least for a while,
from talking about Julia to talking about Stan.

  (Julia is a new-ish language for numerical computation that hopes to
combine the expressiveness/convenience of R, Python, etc. etc. with the
speed of C++/FORTRAN.  People have already started talking about
implementing AD in Julia ...
https://groups.google.com/forum/#!msg/julia-dev/tXBR04t31vI/-L-BSAKc72cJ )


> 
> -----Original Message-----
> From: users-bounces at admb-project.org [mailto:users-bounces at admb-project.org]
> On Behalf Of dave fournier
> Sent: November-09-12 1:07 PM
> To: users at admb-project.org
> Subject: Re: [ADMB Users] Random effects model with integration in the
> likelihood
> 
> adromb was a really early attempt around 1990. Unless it has been updated
> I'm not sure it is bulletproof.
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