[ADMB Users] Please test updated installation documentation - Bug still not fixed

dave fournier davef at otter-rsch.com
Thu Nov 21 19:01:30 PST 2013


On 13-11-21 06:29 PM, Alex Campbell wrote:

I'm not sure I understand this.

what does this mean?

mceval output inconsistent with mcmc display"


I know I wrote the mcmc stuff really fast and wanted some output that I 
could plot with gnuplot
for a useless  meeting in 1992.
It worked fine with a good model, but not with a "bad" model.  The 
mceval stuff was really meant
to supercede it i.e if you got good results with the display fine, but 
the real output was intended to
be the mceval stuff.

I wonder what happens with R if you write a model with unidentifiable 
parameters?

There is a standard thing I use (or used to use back when I was still 
alive) I would put a small quadratic penalty
on all the parameters when the problem seemed degenerate. with a little 
bit of tuning it was usually
possible to find where the unidentifiability was.

Anyway if you are trying to convince a someone of the value of ADMB, I 
can think of better ways than
trying to fit a model with unidentifiable parameters.



> I posted on this a couple of years ago. See "mceval output 
> inconsistent with mcmc display". The last word there is me saying I've 
> figured it out and I'll send you the code to reproduce the issue off 
> list. Can't remember if I did, and don't have access to those emails 
> to check. I think I did send it to you and never heard back. I assumed 
> since no one else had come across this since that time it might have 
> been resolved with updates to the mingw compiler. But no. Came across 
> it again about six months ago on another model, ADMB version 10 i 
> think or maybe 10.1. I was in the process of winning over a colleague 
> to the ADMB cause and had to basically say well its great but its 
> broken on windows. We ran the same code, same inputs on linux and it 
> diagnosed the unidentifiability (can't remember the exact message but 
> i assume it was telling us that the hessian was singular to machine 
> precision). We had an unidentifiable virgin recruitment in one spatial 
> region, which made sense in hindsight. If you can't find the code and 
> inputs I sent you in June-July 2011 (or if I didn't?) I can dig around 
> for the more recent model. Can't remember if I've checked this out on 
> a visual studio compiler but I have a hunch the issue is mingw not 
> windows in general.
>
>
> On Fri, Nov 22, 2013 at 1:19 AM, dave fournier <davef at otter-rsch.com 
> <mailto:davef at otter-rsch.com>> wrote:
>
>     My experience of the mingw compiler is that with it ADMB fails to
>     diagnose singular or near singular hessians. This is a minefield
>     for inexperienced users and in my opinion it should not be
>     supported. Has no one else seen this issue?
>     Alex
>
>     That seems highly unlikely in the sense that the mingw compiler
>     would be different
>     from any other compiler in this manner. Do you have an example?
>
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