[ADMB Users] Fail to get convergence

[dave fournier]

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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