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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Hi Mollie<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">Thank you for getting back to me quickly. I am trying to fit a model in which the likelihood is multivariate normal conditional on the realization of a set
of non-normally distributed random variables, hence the need to approximate the likelihood using the ADMB-RE functionality. More specifically, I am trying to model an unbalanced longitudinal dataset (i.e. different numbers of observations per individual) using
a Gaussian process structure with independent t-distributed errors for each observation. I have successfully fit models in which the residual error is normally distributed, allowing a marginal MVN likelihood to be used.<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">If the ln_det() and solve() functions work for ADMB-RE, then this should solve my problem, but I am still running into trouble. If I rewrite the TPL file for
the model using these functions then compilation still fails, with error: <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" style="text-indent:36.0pt"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">undefined reference to ‘ln_det(df1b2matrix&)’<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">Have you successfully used these functions using</span>
<span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">ADMB-RE?<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">Best wishes<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">Oliver<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"><b><span style="font-size:8.0pt;font-family:"Verdana","sans-serif";color:#1F497D">Oliver Stirrup<o:p></o:p></span></b></p>
<p class="MsoNormal"><span style="font-size:8.0pt;font-family:"Verdana","sans-serif";color:#1F497D">PhD Student<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:8.0pt;font-family:"Verdana","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:8.0pt;font-family:"Verdana","sans-serif";color:#1F497D">MRC Clinical Trials Unit at UCL<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:8.0pt;font-family:"Verdana","sans-serif";color:#1F497D">Institute of Clinical Trials & Methodology<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:8.0pt;font-family:"Verdana","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:8.0pt;font-family:"Verdana","sans-serif";color:#1F497D">e-mail:
<a href="oliver.stirrup.13@ucl.ac.uk">oliver.stirrup.13@ucl.ac.uk</a><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>
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<p class="MsoNormal"><b><span lang="EN-US" style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">From:</span></b><span lang="EN-US" style="font-size:10.0pt;font-family:"Tahoma","sans-serif""> Mollie Brooks [mailto:mbrooks@ufl.edu]
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<b>Sent:</b> 02 May 2014 11:12<br>
<b>To:</b> Stirrup, Oliver; ADMB Users<br>
<b>Subject:</b> Re: [ADMB Users] Matrix functions for ADMB-RE<o:p></o:p></span></p>
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<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Hi Oliver,<o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">Maybe you can get by with ln_det() and solve() ?<o:p></o:p></p>
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<p class="MsoNormal">solve(V,x) returns inv(V)*x<o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">If by coincidence you’re trying to calculate the negative log-likelihood of a multivariate normal distribution (which appears to require those functions), instead use<o:p></o:p></p>
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<p class="MsoNormal">nLL+=.5*(nobs*log(2*M_PI)+ln_det(varcov)+ diff*solve(varcov,diff));<o:p></o:p></p>
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<p class="MsoNormal">where diff is the vector of differences between your observed and predicted values.<o:p></o:p></p>
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<p class="MsoNormal">Come to think of it, someone should contribute a function for this distribution; I’ll put it on my to-do list.<o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">What calculations are you doing? Maybe there’s a workaround.<o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">Cheers,<o:p></o:p></p>
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<p class="MsoNormal">Mollie<o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">------------------------<o:p></o:p></p>
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<p class="MsoNormal" style="margin-bottom:12.0pt"><span style="font-family:"Helvetica","sans-serif";color:black">Mollie Brooks, PhD<br>
Postdoctoral Researcher, Population Ecology Research Group <a href="http://www.popecol.org">
http://www.popecol.org</a><br>
Institute of Evolutionary Biology & Environmental Studies, University of Zürich<br>
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<o:p></o:p></span></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">On 2 May 2014, at 11:30, Stirrup, Oliver <<a href="mailto:oliver.stirrup.13@ucl.ac.uk">oliver.stirrup.13@ucl.ac.uk</a>> wrote:<o:p></o:p></p>
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<br>
<o:p></o:p></p>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif"">Dear ADMB users,<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif""> <o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif"">I would like to fit a model using ADMB-RE for which I require the det() and inv() matrix functions, which do not seem to be implemented for the random effects module. Reading
through previous messages in the mailing list archive, it seems that there may be a work-around for this problem:<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif""> <o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif""><a href="https://groups.google.com/forum/#!searchin/admb-users/matrix$20random$20effects/admb-users/cVT7VOhbhw0/0VPBJPOsX1YJ"><span style="color:purple">https://groups.google.com/forum/#!searchin/admb-users/matrix$20random$20effects/admb-users/cVT7VOhbhw0/0VPBJPOsX1YJ</span></a><o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif""> <o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif"">At present, my knowledge of C++ is rather limited and I am not sure how to proceed in attempting this. Would anyone be happy to provide further guidance?<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif""> <o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif"">Many thanks<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif""> <o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif"">Oliver<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif""> <o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif""> <o:p></o:p></span></p>
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<p class="MsoNormal"><b><span style="font-size:8.0pt;font-family:"Verdana","sans-serif"">Oliver Stirrup</span></b><span style="font-size:11.0pt;font-family:"Calibri","sans-serif""><o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:8.0pt;font-family:"Verdana","sans-serif"">PhD Student</span><span style="font-size:11.0pt;font-family:"Calibri","sans-serif""><o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:8.0pt;font-family:"Verdana","sans-serif""> </span><span style="font-size:11.0pt;font-family:"Calibri","sans-serif""><o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:8.0pt;font-family:"Verdana","sans-serif"">MRC Clinical Trials Unit at UCL</span><span style="font-size:11.0pt;font-family:"Calibri","sans-serif""><o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:8.0pt;font-family:"Verdana","sans-serif"">Institute of Clinical Trials & Methodology</span><span style="font-size:11.0pt;font-family:"Calibri","sans-serif""><o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:8.0pt;font-family:"Verdana","sans-serif"">e-mail:<span class="apple-converted-space"> </span><a href="x-msg://10/oliver.stirrup.13@ucl.ac.uk">oliver.stirrup.13@ucl.ac.uk</a></span><span style="font-size:11.0pt;font-family:"Calibri","sans-serif""><o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif""> <o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:10.5pt;font-family:"Helvetica","sans-serif"">_______________________________________________<br>
Users mailing list<br>
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<a href="http://lists.admb-project.org/mailman/listinfo/users"><span style="color:purple">http://lists.admb-project.org/mailman/listinfo/users</span></a><o:p></o:p></span></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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