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All the functions in statsLib return the negative log likelihood. ADMB minimizes the negative loglikelihoods. It does not maximize a function. So for me it seemed obvious that the functions should return the negative loglikelihood. But that was a choice I
made. If someone wants to change it, the open source platform allows you to do just that. But if you do change it, please warn all others who use these functions to reverse the sign in their objective functions.
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<div>There was a bug in the vectorized version of dpois, so I fixed it. I very much appreciate Carlos pointing the bug out. I guess this is how open source software is supposed to work.</div>
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<div>Grumpy Steve</div>
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<div>On Oct 2, 2014, at 10:56 AM, bigA <<a href="mailto:jaguar.smart@gmail.com">jaguar.smart@gmail.com</a>> wrote:</div>
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<blockquote type="cite">
<div dir="ltr">If I am not mistaken, in Iceland, there was substantial discussion amongst developers about what functions returned log-likelihood and which functions returned negative log-likelihood.
<div>If I am not mistaken this hasn't been standardized; it is often different from R. </div>
<div> </div>
<div>The difference between the two versions of <span style="font-family:monospace,fixed; font-size:9pt; line-height:15px; white-space:pre-wrap; background-color:rgb(252,253,251)">00075 appears to simply be a negative sign?
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<div><span style="font-family:monospace,fixed; font-size:9pt; line-height:15px; white-space:pre-wrap; background-color:rgb(252,253,251)">Is this a documentation failure or a bug?</span></div>
<div><span style="font-family:monospace,fixed; font-size:9pt; line-height:15px; white-space:pre-wrap; background-color:rgb(252,253,251)">Aaron</span></div>
<div><span style="font-family:monospace,fixed; font-size:9pt; line-height:15px; white-space:pre-wrap; background-color:rgb(252,253,251)"><br>
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<div style="font-family:arial,sans-serif; font-size:13.3333330154419px"><span style="font-family:monospace,fixed; font-size:9pt; line-height:15px; background-color:rgb(252,253,251)">nll -= -k(i)*</span><a href="http://admb-project.org/documentation/api/d3arr2a_8cpp.html#a921f553085254834ebbe598d5e9c0341" title="Description not yet available." target="_blank" style="color:rgb(70,101,162); font-family:monospace,fixed; font-size:9pt; line-height:15px; text-decoration:none">log</a><span style="font-family:monospace,fixed; font-size:9pt; line-height:15px; background-color:rgb(252,253,251)">(lambda(i))+lambda(i)+</span><a href="http://admb-project.org/documentation/api/group__gammafunc.html#gae01374ddda83bc2216ba9df9c76d9995" title="Log gamma function." target="_blank" style="color:rgb(70,101,162); font-family:monospace,fixed; font-size:9pt; line-height:15px; text-decoration:none">gammln</a><span style="font-family:monospace,fixed; font-size:9pt; line-height:15px; background-color:rgb(252,253,251)">(k(i)+1.);</span></div>
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<div><span style="font-family:monospace,fixed; font-size:9pt; line-height:15px; background-color:rgb(252,253,251)">vs</span></div>
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<pre style="white-space:pre-wrap; font-family:monospace,fixed; font-size:9pt; border:1px solid rgb(214,229,196); padding:4px 6px; margin:4px 8px 4px 2px; overflow:auto; word-wrap:break-word; line-height:15px; background-color:rgb(252,253,251)"> nll -= k(i)*<a href="http://admb-project.org/documentation/api/d3arr2a_8cpp.html#a921f553085254834ebbe598d5e9c0341" title="Description not yet available." target="_blank" style="color:rgb(70,101,162); text-decoration:none">log</a>(lambda(i))+lambda(i)+<a href="http://admb-project.org/documentation/api/group__gammafunc.html#gae01374ddda83bc2216ba9df9c76d9995" title="Log gamma function." target="_blank" style="color:rgb(70,101,162); text-decoration:none">gammln</a>(k(i)+1.);</pre>
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<div class="gmail_quote">On Tue, Sep 30, 2014 at 6:57 PM, Carlos Martorell <span dir="ltr">
<<a href="mailto:martorell@ciencias.unam.mx" target="_blank">martorell@ciencias.unam.mx</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex; border-left:1px #ccc solid; padding-left:1ex">
<div dir="ltr">Hi,
<div>After checking the output of an ADMB run I believe that I have found a problem in (at least) a couple of the functions used to calculate the negative log-likelihoods in dpois and dnbinom functions in the statsLib.h library. When a vector of parameters
(lambdas in the Poisson case) is provided, the code for the log-likelihood is</div>
<div><br>
</div>
<div>
<pre style="font-family:monospace,fixed; font-size:9pt; border:1px solid rgb(214,229,196); padding:4px 6px; margin:4px 8px 4px 2px; overflow:auto; word-wrap:break-word; line-height:15px; background-color:rgb(252,253,251)">00067 <a href="http://admb-project.org/documentation/api/classdvariable.html" title="Fundamental data type for reverse mode automatic differentiation." target="_blank" style="color:rgb(70,101,162); text-decoration:none">dvariable</a> <a href="http://admb-project.org/documentation/api/dpois_8cpp.html#a64d2001c40c90f8295bd86ea88ff6979" target="_blank" style="color:rgb(70,101,162); text-decoration:none">dpois</a>(<span style="color:rgb(0,128,0)">const</span> <a href="http://admb-project.org/documentation/api/classdvector.html" title="Vector of double precision numbers." target="_blank" style="color:rgb(70,101,162); text-decoration:none">dvector</a>& k, <span style="color:rgb(0,128,0)">const</span> <a href="http://admb-project.org/documentation/api/classdvar__vector.html" title="Description not yet available." target="_blank" style="color:rgb(70,101,162); text-decoration:none">dvar_vector</a>& lambda)
<a name="148ccdcf03885333_l00068" style="color:rgb(103,140,61)"></a>00068 {
<a name="148ccdcf03885333_l00069" style="color:rgb(103,140,61)"></a>00069 <a href="http://admb-project.org/documentation/api/group__RA.html#ga9616d0c80845da3942a30acbb1dbbfa9" title="Increments gradient_structure::RETURN_ARRAYS_PTR." target="_blank" style="color:rgb(70,101,162); text-decoration:none">RETURN_ARRAYS_INCREMENT</a>();
<a name="148ccdcf03885333_l00070" style="color:rgb(103,140,61)"></a>00070 <span style="color:rgb(96,64,32)">int</span> i;
<a name="148ccdcf03885333_l00071" style="color:rgb(103,140,61)"></a>00071 <span style="color:rgb(96,64,32)">int</span> n = <a href="http://admb-project.org/documentation/api/dsize_8cpp.html#aa42ba747b253f027435b478a7d747f52" title="Description not yet available." target="_blank" style="color:rgb(70,101,162); text-decoration:none">size_count</a>(k);
<a name="148ccdcf03885333_l00072" style="color:rgb(103,140,61)"></a>00072 <a href="http://admb-project.org/documentation/api/classdvariable.html" title="Fundamental data type for reverse mode automatic differentiation." target="_blank" style="color:rgb(70,101,162); text-decoration:none">dvariable</a> nll=0;
<a name="148ccdcf03885333_l00073" style="color:rgb(103,140,61)"></a>00073 <span style="color:rgb(224,128,0)">for</span>(i = 1; i <= n; i++)
<a name="148ccdcf03885333_l00074" style="color:rgb(103,140,61)"></a>00074 {
<a name="148ccdcf03885333_l00075" style="color:rgb(103,140,61)"></a>00075 nll -= k(i)*<a href="http://admb-project.org/documentation/api/d3arr2a_8cpp.html#a921f553085254834ebbe598d5e9c0341" title="Description not yet available." target="_blank" style="color:rgb(70,101,162); text-decoration:none">log</a>(lambda(i))+lambda(i)+<a href="http://admb-project.org/documentation/api/group__gammafunc.html#gae01374ddda83bc2216ba9df9c76d9995" title="Log gamma function." target="_blank" style="color:rgb(70,101,162); text-decoration:none">gammln</a>(k(i)+1.);
<a name="148ccdcf03885333_l00076" style="color:rgb(103,140,61)"></a>00076 }
<a name="148ccdcf03885333_l00077" style="color:rgb(103,140,61)"></a>00077 <a href="http://admb-project.org/documentation/api/group__RA.html#ga780ea9f1c9038a5116c28140166d6e7e" title="Decrements gradient_structure::RETURN_ARRAYS_PTR." target="_blank" style="color:rgb(70,101,162); text-decoration:none">RETURN_ARRAYS_DECREMENT</a>();
<a name="148ccdcf03885333_l00078" style="color:rgb(103,140,61)"></a>00078 <span style="color:rgb(224,128,0)">return</span> nll;
<a name="148ccdcf03885333_l00079" style="color:rgb(103,140,61)"></a>00079 }</pre>
<div>I believe that the correct code for line 00075 should be</div>
<div> </div>
<div><span style="font-family:monospace,fixed; font-size:9pt; line-height:15px; background-color:rgb(252,253,251)">nll -= -k(i)*</span><a href="http://admb-project.org/documentation/api/d3arr2a_8cpp.html#a921f553085254834ebbe598d5e9c0341" title="Description not yet available." target="_blank" style="font-family:monospace,fixed; font-size:9pt; line-height:15px; color:rgb(70,101,162); text-decoration:none">log</a><span style="font-family:monospace,fixed; font-size:9pt; line-height:15px; background-color:rgb(252,253,251)">(lambda(i))+lambda(i)+</span><a href="http://admb-project.org/documentation/api/group__gammafunc.html#gae01374ddda83bc2216ba9df9c76d9995" title="Log gamma function." target="_blank" style="font-family:monospace,fixed; font-size:9pt; line-height:15px; color:rgb(70,101,162); text-decoration:none">gammln</a><span style="font-family:monospace,fixed; font-size:9pt; line-height:15px; background-color:rgb(252,253,251)">(k(i)+1.);</span></div>
<div><span style="font-family:monospace,fixed; font-size:9pt; line-height:15px; background-color:rgb(252,253,251)"><br>
</span></div>
<div><font face="monospace, fixed"><span style="font-size:11.8181819915771px; line-height:15px; background-color:rgb(252,253,251)">This is evident in the same function when lambda is constant, e.g., </span></font></div>
<div><font face="monospace, fixed"><span style="font-size:11.8181819915771px; line-height:15px; background-color:rgb(252,253,251)"><br>
</span></font></div>
<div>
<pre style="font-family:monospace,fixed; font-size:9pt; border:1px solid rgb(214,229,196); padding:4px 6px; margin:4px 8px 4px 2px; overflow:auto; word-wrap:break-word; line-height:15px; background-color:rgb(252,253,251)"><a href="http://admb-project.org/documentation/api/statsLib_8h.html#a64d2001c40c90f8295bd86ea88ff6979" target="_blank" style="color:rgb(70,101,162); text-decoration:none">00035</a> <a href="http://admb-project.org/documentation/api/classdvariable.html" title="Fundamental data type for reverse mode automatic differentiation." target="_blank" style="color:rgb(70,101,162); text-decoration:none">dvariable</a> <a href="http://admb-project.org/documentation/api/dpois_8cpp.html#a64d2001c40c90f8295bd86ea88ff6979" target="_blank" style="color:rgb(70,101,162); text-decoration:none">dpois</a>(<span style="color:rgb(0,128,0)">const</span> <span style="color:rgb(96,64,32)">double</span>& k, <span style="color:rgb(0,128,0)">const</span> <a href="http://admb-project.org/documentation/api/classprevariable.html" title="Base class for dvariable." target="_blank" style="color:rgb(70,101,162); text-decoration:none">prevariable</a>& lambda)
<a name="148ccdcf03885333_l00036" style="color:rgb(103,140,61)"></a>00036 {
<a name="148ccdcf03885333_l00037" style="color:rgb(103,140,61)"></a>00037 <a href="http://admb-project.org/documentation/api/group__RA.html#ga9616d0c80845da3942a30acbb1dbbfa9" title="Increments gradient_structure::RETURN_ARRAYS_PTR." target="_blank" style="color:rgb(70,101,162); text-decoration:none">RETURN_ARRAYS_INCREMENT</a>();
<a name="148ccdcf03885333_l00038" style="color:rgb(103,140,61)"></a>00038 <a href="http://admb-project.org/documentation/api/classdvariable.html" title="Fundamental data type for reverse mode automatic differentiation." target="_blank" style="color:rgb(70,101,162); text-decoration:none">dvariable</a> tmp = -k*<a href="http://admb-project.org/documentation/api/d3arr2a_8cpp.html#a921f553085254834ebbe598d5e9c0341" title="Description not yet available." target="_blank" style="color:rgb(70,101,162); text-decoration:none">log</a>(lambda)+lambda + <a href="http://admb-project.org/documentation/api/group__gammafunc.html#gae01374ddda83bc2216ba9df9c76d9995" title="Log gamma function." target="_blank" style="color:rgb(70,101,162); text-decoration:none">gammln</a>(k+1.);
<a name="148ccdcf03885333_l00039" style="color:rgb(103,140,61)"></a>00039 <a href="http://admb-project.org/documentation/api/group__RA.html#ga780ea9f1c9038a5116c28140166d6e7e" title="Decrements gradient_structure::RETURN_ARRAYS_PTR." target="_blank" style="color:rgb(70,101,162); text-decoration:none">RETURN_ARRAYS_DECREMENT</a>();
<a name="148ccdcf03885333_l00040" style="color:rgb(103,140,61)"></a>00040 <span style="color:rgb(224,128,0)">return</span> tmp;
<a name="148ccdcf03885333_l00041" style="color:rgb(103,140,61)"></a>00041 }</pre>
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<div>I found these codes both in the ADMB version that I downloaded and in the package documentation (<a href="http://admb-project.org/documentation/api/dpois_8cpp_source.html" target="_blank">http://admb-project.org/documentation/api/dpois_8cpp_source.html</a>).
After making the correction that I propose above and re-running ADMB, the program reports the correct log-likelihoods. The same problem can be found in dnbinom and maybe in other functions.</div>
<div>Given that the functions provided for the estimation of negative log-likelihoods are widely used, it would be important to check that their outputs are correct.</div>
<div>Best,</div>
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