[ADMB Users] Fail to get convergence

[H. Skaug]

See also:

http://www.admb-project.org/examples/admb-tricks/parameterization/covariance-matrices/covariance-matrices

Hans

On Thu, Nov 6, 2014 at 4:23 PM, dave fournier <davef at otter-rsch.com> wrote:

>  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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