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<p class="MsoNormal">ADMB does not have discrete parameters (e.g. integers), but can some ingenious code be created within a tpl to have discrete parameters when running MCMC (or in the source code)?<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">For MLE estimation<o:p></o:p></p>
<p class="MsoNormal">For a single discrete variable and small number of categories, the model could be run for N phases, where each phase sets the discrete parameter to a category in the BETWEEN_PHASES_SECTION, the likelihood inserted in a vector at the end
of the phase (e.g. in the REPORT_SECTION), after the final phase, the vector of likelihoods is searched to fine the category that maximizes the MLE, then one more phase is run that fixes the discrete parameter at that category and re-estimates the parameters.
This is a bit like a likelihood profile calculation, so efficiency ideas from that algorithm might help. The standard deviations will be biased low. So perhaps vectors need to be kept for the parameter values for each phase and then the standard deviations
adjusted appropriately. <o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Mark<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Mark Maunder <o:p></o:p></p>
<p class="MsoNormal">Head of the Stock Assessment Program
<o:p></o:p></p>
<p class="MsoNormal">Inter-American Tropical Tuna Commission
<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">President<o:p></o:p></p>
<p class="MsoNormal">ADMB Foundation<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><span lang="ES-PE">8604 La Jolla Shores Drive<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="ES-PE">La Jolla, CA, 92037-1508, USA<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="ES-PE"> <o:p></o:p></span></p>
<p class="MsoNormal">Tel: (858) 546-7027<o:p></o:p></p>
<p class="MsoNormal">Fax: (858) 546-7133<o:p></o:p></p>
<p class="MsoNormal"><a href="mailto:mmaunder@iattc.org"><span style="color:blue">mmaunder@iattc.org</span></a><o:p></o:p></p>
<p class="MsoNormal"><a href="http://www.fisheriesstockassessment.com/TikiWiki/tiki-index.php?page=Mark+Maunder"><span style="color:blue">http://www.fisheriesstockassessment.com/TikiWiki/tiki-index.php?page=Mark+Maunder</span></a><o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Visit the AD Model Builder project at<o:p></o:p></p>
<p class="MsoNormal"> <a href="http://admb-project.org/"><span style="color:blue">http://admb-project.org/</span></a><o:p></o:p></p>
<p class="MsoNormal"> <o:p></o:p></p>
<p class="MsoNormal">See the following website for information on fisheries stock assessment
<a href="http://www.fisheriesstockassessment.com/"><span style="color:blue">http://www.fisheriesstockassessment.com/</span></a><o:p></o:p></p>
<p class="MsoNormal"> <o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
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