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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Or that you are adding a penalty to f but not making f=0 at the start of the procedure section. Where f is the objective function value<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Mark Maunder
<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Head of the Stock Assessment Program
</span><span style="font-family:"Calibri","sans-serif";color:#1F497D"><o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Inter-American Tropical Tuna Commission
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<br>
<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">President<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">ADMB Foundation<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">8604 La Jolla Shores Drive<br>
La Jolla, CA, 92037-1508, USA<br>
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Fax: (858) 546-7133<br>
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</span><span style="font-size:10.0pt;font-family:"Arial","sans-serif";color:#1F497D"><a href="http://www.fisheriesstockassessment.com/TikiWiki/tiki-index.php?page=Mark+Maunder">http://www.fisheriesstockassessment.com/TikiWiki/tiki-index.php?page=Mark+Maunder</a></span><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Visit the AD Model Builder project at<br>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"> <o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">See the following website for information on fisheries stock assessment<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><a href="http://www.fisheriesstockassessment.com/">http://www.fisheriesstockassessment.com/</a></span><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial","sans-serif";color:#1F497D"> </span><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p></o:p></span></p>
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<p class="MsoNormal"><b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif";color:windowtext">From:</span></b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif";color:windowtext"> users-bounces@admb-project.org [mailto:users-bounces@admb-project.org]
<b>On Behalf Of </b>Ian Taylor<br>
<b>Sent:</b> Wednesday, March 02, 2011 4:51 PM<br>
<b>Cc:</b> users@admb-project.org<br>
<b>Subject:</b> Re: [ADMB Users] spline smoother on selectivity (even shorter version)<o:p></o:p></span></p>
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<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">One more comment on this spline issue: from the example Luis Ridao sent, it looks like the function vcubic_spline_function needs 2 additional inputs for the boundary conditions. This isn't documented well, but links to examples can be found
at <a href="http://admb-project.org/documentation/faq#splines">http://admb-project.org/documentation/faq#splines</a>.<br>
<br>
On the general issue of interpreting Hessian problems, this case seems to have characteristics that point to a coding error. Namely, the maximum gradient component increases steadily throughout the optimization, ending at 9.0169e+012. This suggests that some
parameter not being properly included in the model.<br>
-Ian<br>
<br>
On 3/2/2011 9:38 AM, Richard Methot wrote: <o:p></o:p></p>
<p class="MsoNormal">I do not see any selectivity curvature penalty in the objective function, so depending on how informative your data are, the estimation may drift into nonsensical parameter space, which could then cause the Hessian problem. The problem
is probably exacerbated by the use of unbounded parameters: init_vector log_sel1(1,nNodes) // SPLINES<br>
<br>
<br>
Poos, Jan Jaap wrote: <o:p></o:p></p>
<pre>Hi Steve Martell,<o:p></o:p></pre>
<pre><o:p> </o:p></pre>
<pre>Although indeed the problem may be in the code, this part should work. There is no if else statement here. The second if statement is nested within the first else statement. This part is only evaluated if i >36. <o:p></o:p></pre>
<pre><o:p> </o:p></pre>
<pre>Kind regards, Jan Jaap<o:p></o:p></pre>
<pre> <o:p></o:p></pre>
<pre><o:p> </o:p></pre>
<pre>-----Original Message-----<o:p></o:p></pre>
<pre>From: <a href="mailto:users-bounces@admb-project.org">users-bounces@admb-project.org</a> [<a href="mailto:users-bounces@admb-project.org">mailto:users-bounces@admb-project.org</a>] On Behalf Of Steve Martell<o:p></o:p></pre>
<pre>Sent: Wednesday, March 02, 2011 4:52 PM<o:p></o:p></pre>
<pre>To: Luis Ridao<o:p></o:p></pre>
<pre>Cc: <a href="mailto:users@admb-project.org">users@admb-project.org</a><o:p></o:p></pre>
<pre>Subject: Re: [ADMB Users] spline smoother on selectivity (even shorter version)<o:p></o:p></pre>
<pre><o:p> </o:p></pre>
<pre>I suspect this part of the code is causing some of the problems.<o:p></o:p></pre>
<pre><o:p> </o:p></pre>
<pre>for(i=1;i<=nyrs;i++)<o:p></o:p></pre>
<pre> {<o:p></o:p></pre>
<pre> if (i<=36)<o:p></o:p></pre>
<pre> {<o:p></o:p></pre>
<pre> F(i)=mfexp(log_fy(i))*mfexp(predSel1);<o:p></o:p></pre>
<pre> }<o:p></o:p></pre>
<pre> else<o:p></o:p></pre>
<pre> {<o:p></o:p></pre>
<pre> if (i<=44)<o:p></o:p></pre>
<pre> F(i)=mfexp(log_fy(i))*mfexp(predSel2);<o:p></o:p></pre>
<pre> else<o:p></o:p></pre>
<pre> {<o:p></o:p></pre>
<pre> F(i)=mfexp(log_fy(i))*mfexp(predSel3);<o:p></o:p></pre>
<pre> }<o:p></o:p></pre>
<pre> }<o:p></o:p></pre>
<pre> }<o:p></o:p></pre>
<pre><o:p> </o:p></pre>
<pre>If i is less than or equal to 36, then both conditions are true in your if else statements so preSel1 is never actually used.<o:p></o:p></pre>
<pre>On 2011-03-01, at 4:57 AM, Luis Ridao wrote:<o:p></o:p></pre>
<pre><o:p> </o:p></pre>
<pre> <o:p></o:p></pre>
<blockquote style="margin-top:5.0pt;margin-bottom:5.0pt">
<pre>ADMB-help,<o:p></o:p></pre>
<pre><o:p> </o:p></pre>
<pre>Following Dave's suggestion on implementing a spline smoother on <o:p></o:p></pre>
<pre>selectivity (in a separable catch-at-age model) I managed to do <o:p></o:p></pre>
<pre>something like:<o:p></o:p></pre>
<pre><o:p> </o:p></pre>
<pre>PARAMETER_SECTION<o:p></o:p></pre>
<pre> init_vector log_sel1(1,nNodes) // nNodes = 5 -> (1,2,3,4,5) nages = 12 -> (1,2,3,4,5,6,7,8,9,10,11,12)<o:p></o:p></pre>
<pre> sdreport_vector predSel1(1,nages)<o:p></o:p></pre>
<pre> <o:p></o:p></pre>
<pre>for (i=1;i<=nyrs;i++)<o:p></o:p></pre>
<pre> { <o:p></o:p></pre>
<pre> if (i<=36)<o:p></o:p></pre>
<pre> { <o:p></o:p></pre>
<pre> vcubic_spline_function qs(nodes,log_sel1); // SPLINES<o:p></o:p></pre>
<pre> predSel1=qs(ages);<o:p></o:p></pre>
<pre> }<o:p></o:p></pre>
<pre> else<o:p></o:p></pre>
<pre> ................................. <o:p></o:p></pre>
<pre>for(i=1;i<=nyrs;i++)<o:p></o:p></pre>
<pre> {<o:p></o:p></pre>
<pre> if (i<=36)<o:p></o:p></pre>
<pre> {<o:p></o:p></pre>
<pre> F(i)=mfexp(log_fy(i))*mfexp(predSel1); <o:p></o:p></pre>
<pre> }<o:p></o:p></pre>
<pre> else<o:p></o:p></pre>
<pre> .................................<o:p></o:p></pre>
<pre>The program compiles and runs without problems but when the number of "nodes"<o:p></o:p></pre>
<pre>are changed to another amount (e.g. 6) ADMB complains about Hessian:<o:p></o:p></pre>
<pre><o:p> </o:p></pre>
<pre>"Warning -- Hessian does not appear to be positive definite Hessian <o:p></o:p></pre>
<pre>does not appear to be positive definite"<o:p></o:p></pre>
<pre><o:p> </o:p></pre>
<pre>The model template and data files are attached<o:p></o:p></pre>
<pre><o:p> </o:p></pre>
<pre>Thanks in advance<o:p></o:p></pre>
<pre><o:p> </o:p></pre>
<pre><o:p> </o:p></pre>
<pre><o:p> </o:p></pre>
<pre><sai09_spline.tpl><sai09_spline.dat>__________________________________<o:p></o:p></pre>
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</blockquote>
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