[ADMB Users] phases in state-space model

Mollie Brooks mbrooks at ufl.edu
Tue Jun 18 06:21:03 PDT 2013

I was wondering if any of you have a rule of thumb for what parameters to bring in in what phases of state-space models.  I'm thinking about using phases to try to speed up and robustify my state-space model.

My latent state follows an AR(1) process. 
These are the parameters
	init_bounded_number logitrho(0,9); //autocorrelation coefficient on the logic scale
	init_vector ucoeffs(1,ncoeffs); //coefficients of linear part of model
	init_bounded_number logsigmaSq(-10,2,3);
	objective_function_value jnll;
	random_effects_vector u(1,totobs,1); //latent states

This is the basic underlying process
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where the Ds are the latent states in random_effects_vector u,
rho is the autocorrelation coefficient,
beta is the vector ucoeffs that gets multiplied by the linear predictors in X,
and sigmaSq is the variance of process error.


Mollie Brooks, PhD
Postdoctoral Researcher, Population Ecology Research Group http://www.popecol.org
Institute of Evolutionary Biology & Environmental Studies, University of Zürich

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