[ADMB Users] Question about R2admb
Ximing Xu
Ximing.Xu at Dal.Ca
Thu Mar 27 12:19:17 PDT 2014
Dear Professor Fournier,
Thanks for your answer. Yes, the density function I am trying to use is Huber's least favorable distribution which is
piece wise and not differentiable at two cutoff points ( -k< x < k ). Will ADMB work for it ? If not, I will consider using
some smoothed approximation to Huber's density function.
A more general question is: deloy is defined by dvariable or const dvariable&, how should I define x (cosnt double or something else)
such that the logical operator (deloy < x ) or the if statement if (deloy >x ) will work? Thanks.
Best,
Ximing
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Subject: Users Digest, Vol 65, Issue 6
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Today's Topics:
1. Re: Question about R2admb (Ben Bolker)
2. Re: Question about R2admb (dave fournier)
----------------------------------------------------------------------
Message: 1
Date: Thu, 27 Mar 2014 11:16:32 -0400
From: Ben Bolker <bbolker at gmail.com>
To: Ximing Xu <Ximing.Xu at Dal.Ca>
Cc: users at admb-project.org
Subject: Re: [ADMB Users] Question about R2admb
Message-ID: <533440D0.2050005 at mcmaster.ca>
Content-Type: text/plain; charset=ISO-8859-1
On 14-03-27 10:20 AM, Ximing Xu wrote:
> Dear Professor Bolker,
>
>
> I am using R2admb to fit a state-space model with my own TPL file.
>
> In the TPL file , we have the following function:
>
>
> SEPARABLE_FUNCTION void cond_nllo(const dvariable& deloy,const dvariable& del1y)
>
> nll += kterm + 0.5*square(deloy);
> nll += kterm + 0.5*square(del1y);
>
>
>
> where kterm is some predefined constant, and nll is the objective funtion to be minimized.
>
>
> Now I would like to change nll to be
>
>
> nll += kterm + 0.5*square(deloy)*(deloy<=1.4) with a logical operator .
>
>
> Then the TPL file can not be compiled anymore. I also found that the mathematical operations
>
> such as + - * / work for deloy but the modulus operator % does not work on it.
>
>
> Do you know if there is any way to solve this problem? Thank you very much.
>
>
>
> Best,
>
>
> Ximing
I'm not 100% sure, but I strongly suspect this is a generic ADMB
question rather than an R2admb-specific question -- that is, it would
apply whether or not you were using the R2admb interface. I'm taking
the liberty of cc'ing it there. You can probably do something like
int thresh;
thresh = (deloy <=1.4 ? 1 : 0 ); // ternary operator
or perhaps
thresh = (int)(deloy<=1.4)
(these are two standard C idioms for converting a logical expression to
a 0/1 value).
I don't know offhand why the modulus operator doesn't work, but
possibly because it is a non-differentiable operator and thus hasn't
been defined in ADMB? (I searched the ADMB manual for "modulus" and for
"%" used in this context and didn't find it ...
If you try to compile your model outside of R (i.e. using the
command-line tools rather than R2admb) and find it *does* work from the
command line but not via R2admb, feel free to bug me again.
good luck,
Ben Bolker
------------------------------
Message: 2
Date: Thu, 27 Mar 2014 09:34:06 -0700
From: dave fournier <davef at otter-rsch.com>
To: users at admb-project.org
Subject: Re: [ADMB Users] Question about R2admb
Message-ID: <533452FE.2000707 at otter-rsch.com>
Content-Type: text/plain; charset=ISO-8859-1; format=flowed
> nll += kterm + 0.5*square(deloy)*(deloy<=1.4) with a logical operator
This looks to be non differentiable. ADMB has the posfun function to
enable the user
to approximate sharp cutoff points with smooth ones
------------------------------
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