[ADMB Users] Fail to get convergence
Saang-Yoon
shyunuw at gmail.com
Mon Nov 10 21:23:12 PST 2014
Hi, Dr. Fournier and Hans.
Attached are two TPL files:
(1) ssmbr3v3.TPL, which is based on Hans' link below (i.e., the page in
the ADMB manual).
(2) ssmbr3v4.TPL, which is based on Dr. Fournier's suggestion below.
Although both files still fail to generate its corresponding COR file, the
1st TPL (i.e., ssmbr3v3.TPL) is better than the 2nd TPL (i.e.,
ssmbr3v4.TPL). Would you mind checking those attached TPL files? FYI,
following are the command for run:
admb -r -s ssmbr3v3.tpl
ssmbr3v3 -ind simdataall2.dat -ainp ssmbr3v3.pin -phase 3 -noinit
admb -r -s ssmbr3v4.tpl
ssmbr3v4 -ind simdataall2.dat -ainp ssmbr3v4.pin -phase 3 -noinit
Again thank you very much.
Saang-Yoon
On Thursday, November 6, 2014 10:30:11 AM UTC-5, Hans wrote:
> 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 <da... at otter-rsch.com
> <javascript:>> 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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