[ADMB Users] difference between ADMB-RE and R/mgcv in SEs for smoother coefficients in a GAM fitted by maximum likelihood

H. Skaug hskaug at gmail.com
Thu Nov 29 14:28:13 PST 2012


Thanks. That seems to solve the problem, both for
my simple example and Tim's original example (but
it would be good if Tim could verify  himself).

I will submit this to the source base, but until the next
release of ADMB is out people must include
the attached file in their tpl, using:

GLOBALS_SECTION
  #include "getbigs.cpp"

(I know this is not the best way of doing it, but it
is the quickest).

Hans


On Thu, Nov 29, 2012 at 10:53 PM, dave fournier <davef at otter-rsch.com> wrote:
> OK that helped.  Around line 72 in getbigs.cpp I beleive the sign is wrong.
> It should be
>
>
>    uhat_prime=-minv*Dux;
>
> This corresponds to   uhat'(x) = - (L_uu)^{-1} L_xu
>
>
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