[ADMB Users] Fail to get convergence
dave fournier
davef at otter-rsch.com
Tue Nov 11 07:36:03 PST 2014
On 11/10/2014 09:23 PM, Saang-Yoon wrote:
> 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
The code for the choleski factor should look more like this.
I changed both and the model runs fine.
dvar_matrix L(1,nages,1,nages); // Cholesky factor
L.initialize();
L(1,1)=1;
L(2,1)=rp/sqrt(1+rp*rp);
L(2,2)=1/sqrt(1+rp*rp);
L(3,2)=sp/sqrt(1+sp*sp);
L(3,3)=1/sqrt(1+sp*sp);
However the bounds on rp and ro are probably not what you want.
>
>
> 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
> <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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