[ADMB Users] Fail to get convergence
dave fournier
davef at otter-rsch.com
Thu Nov 6 07:23:26 PST 2014
On 11/05/2014 05:10 PM, Saang-Yoon wrote:
As I said, you should work with the Choleski decomposition of the
correlation matrix.
In the simple 3x3 case your conditions imply that it is determined by 2
parameters
r and s with bounds a and b such that a<=r<=b. You get a and b by
solving
0.0<= r/sqrt(1+r*r) <=0.7
The matrix is
1 0 0
r/sqrt(1+r*r) 1/sqrt(1+r*r) 0
0 s/sqrt(1+s*s) 1/sqrt(1+s*s)
> Hi, Dr. Fournier and others.
> I made some progress. Exploring many possibilities, I found that the
> following assumptions help, but there is still a concern.
> (Assumption 1) Three age classes are not from the same cohort, and
> thus age class 1 and 3 are presumed to be independent. Thus I fix
> the correlation coefficient between age class 1 and 3 as zero.
> (Assumption 2) If there is a correlation between neighbor age classes
> (e.g., "1 vs. 2", and "2 vs. 3"), the correlation should be positive
> (i.e. autocorrelation over the years). Thus I set bounds of
> correlation between those neighbor classes to be positive: (e.g.,
> init_bounded_number corp12(0.0,0.7,3); )
>
> Then now I have the resultant COR file (i.e., convergence was made).
> It was good news, but the estimates of correlation coefficients
> between neighbor age classes are stuck to the uppder bound, 0.7. If I
> allow a wide bound (e.g., init_bounded_number corp12(0.0,0.9,3); ),
> then I failed to get positive definite matrices.
>
> admb -r -s ssmbr3v4.tpl
> ssmbr3v4 -ind simdataall2.dat -ainp ssmbr3v3.pin -phase 1 -noinit
>
> Any advice would be appreciated. Best Wishes,
> Saang-Yoon
>
> On Tuesday, November 4, 2014 6:30:56 PM UTC-5, dave fournier wrote:
>
> On 11/04/2014 02:58 PM, Saang-Yoon wrote:
>
> Hmm. Well its like this. Pick a number between -infinity and +
> infinity. Why would you expect that it would need to be positive.
>
> or a matrix like
>
> 1 .9 .9
> .9 1 -.50
> .9 -.50 1
>
> If you check you will see that just like -1 is negative, this
> matrix is not positive definite.
>
> What you should be asking is how does one parameterize the
> positive definite matrices in a
> nice way to do nonlinear parameter estimation.
>
>
>
>> Hi, Dr. Fournier. Thank you very much for your reply.
>> Attached is models that reflect the TPL code. At the moment, I
>> have no clue about why the covariance matrix is not positive
>> definite.
>> Saang-Yoon
>>
>> On Monday, November 3, 2014 2:58:49 PM UTC-5, dave fournier wrote:
>>
>> What makes you think the covariance matrix will be positive
>> definite with your parameterization?
>>
>> On Sunday, November 2, 2014 5:49:50 PM UTC-8, Saang-Yoon wrote:
>>
>> Hi. There was no error in compile-link for the attached
>> TPL file; i.e., I got its executable file. However, I
>> fail to get convergence results. Would you mind
>> checking the TPL?
>> Following are commands for runs.
>>
>> admb -r -s ssmbr3v4.tpl
>> ssmbr3v4 -ind simdataall2.dat -ainp ssmbr3v3.pin -phase 1
>> -noinit
>> ssmbr3v4 -ind simdataall2.dat -ainp ssmbr3v3.pin -phase 9
>> -noinit
>>
>> Thank you.
>> Saang-Yoon
>>
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