<div dir="ltr"><div>Hi, Dr. Fournier and Hans.</div><div>Attached are two TPL files:</div><div>(1) ssmbr3v3.TPL, which is based on Hans' link below (i.e., the page in the ADMB manual).<br></div><div>(2) ssmbr3v4.TPL, which is based on Dr. Fournier's suggestion below.</div><div>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: </div><div><br></div><div>admb -r -s ssmbr3v3.tpl<br>ssmbr3v3 -ind simdataall2.dat -ainp ssmbr3v3.pin -phase 3 -noinit<br></div><div><br>admb -r -s ssmbr3v4.tpl<br>ssmbr3v4 -ind simdataall2.dat -ainp ssmbr3v4.pin -phase 3 -noinit</div><div><br></div><div>Again thank you very much.</div><div>Saang-Yoon</div><div><br></div><div><br>On Thursday, November 6, 2014 10:30:11 AM UTC-5, Hans wrote:</div><blockquote class="gmail_quote" style="margin: 0px 0px 0px 0.8ex; padding-left: 1ex; border-left-color: rgb(204, 204, 204); border-left-width: 1px; border-left-style: solid;"><div dir="ltr">See also:<div><br></div><div><a onmousedown="this.href='http://www.google.com/url?q\75http%3A%2F%2Fwww.admb-project.org%2Fexamples%2Fadmb-tricks%2Fparameterization%2Fcovariance-matrices%2Fcovariance-matrices\46sa\75D\46sntz\0751\46usg\75AFQjCNE9ls0x33J4XJFpkBhlq4dj9FmeCw';return true;" onclick="this.href='http://www.google.com/url?q\75http%3A%2F%2Fwww.admb-project.org%2Fexamples%2Fadmb-tricks%2Fparameterization%2Fcovariance-matrices%2Fcovariance-matrices\46sa\75D\46sntz\0751\46usg\75AFQjCNE9ls0x33J4XJFpkBhlq4dj9FmeCw';return true;" href="http://www.admb-project.org/examples/admb-tricks/parameterization/covariance-matrices/covariance-matrices" target="_blank">http://www.admb-project.org/<wbr>examples/admb-tricks/<wbr>parameterization/covariance-<wbr>matrices/covariance-matrices</a><br></div><div><br></div><div>Hans</div></div><div><br><div class="gmail_quote">On Thu, Nov 6, 2014 at 4:23 PM, dave fournier <span dir="ltr"><<a onmousedown="this.href='javascript:';return true;" onclick="this.href='javascript:';return true;" href="javascript:" target="_blank" gdf-obfuscated-mailto="T_rYzaN1BagJ">da...@otter-rsch.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin: 0px 0px 0px 0.8ex; padding-left: 1ex; border-left-color: rgb(204, 204, 204); border-left-width: 1px; border-left-style: solid;">
<div text="#000000" bgcolor="#FFFFFF">
<div>On 11/05/2014 05:10 PM, Saang-Yoon
wrote:<br>
<br>
As I said, you should work with the Choleski decomposition of the
correlation matrix.<br>
<br>
In the simple 3x3 case your conditions imply that it is
determined by 2 parameters<br>
<br>
r and s with bounds a and b such that a<=r<=b. You get
a and b by solving<br>
<br>
0.0<= r/sqrt(1+r*r) <=0.7<br>
<br>
The matrix is<br>
<br>
1 0 0<br>
<br>
r/sqrt(1+r*r) 1/sqrt(1+r*r) 0<br>
<br>
0 s/sqrt(1+s*s) 1/sqrt(1+s*s) <br>
<br>
<br>
<br>
<br>
<br>
<br>
<br>
</div>
<blockquote type="cite">
<div dir="ltr">
<div>Hi, Dr. Fournier and others. </div>
<div>I made some progress. Exploring many possibilities, I
found that the following assumptions help, but there is still
a concern.</div>
<div>(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. </div>
<div>(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); )</div>
<div><br>
</div>
<div>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. </div>
<div><br>
</div>
<div>admb -r -s ssmbr3v4.tpl <br>
ssmbr3v4 -ind simdataall2.dat -ainp ssmbr3v3.pin -phase 1
-noinit </div>
<div><br>
</div>
<div>Any advice would be appreciated. Best Wishes,</div>
<div>Saang-Yoon<br>
<br>
On Tuesday, November 4, 2014 6:30:56 PM UTC-5, dave fournier
wrote:</div>
<blockquote class="gmail_quote" style="margin: 0px 0px 0px 0.8ex; padding-left: 1ex; border-left-color: rgb(204, 204, 204); border-left-width: 1px; border-left-style: solid;">
<div text="#000000" bgcolor="#FFFFFF">
<div>On 11/04/2014 02:58 PM, Saang-Yoon wrote:<br>
<br>
Hmm. Well its like this. Pick a number between -infinity
and + infinity. Why would you expect that it would need to
be positive.<br>
<br>
or a matrix like<br>
<br>
1 .9 .9<br>
.9 1 -.50<br>
.9 -.50 1<br>
<br>
If you check you will see that just like -1 is negative,
this matrix is not positive definite.<br>
<br>
What you should be asking is how does one parameterize the
positive definite matrices in a<br>
nice way to do nonlinear parameter estimation. <br>
<br>
<br>
<br>
</div>
<blockquote type="cite">
<div dir="ltr">
<div>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. </div>
<div>Saang-Yoon</div>
<div><br>
On Monday, November 3, 2014 2:58:49 PM UTC-5, dave
fournier wrote:</div>
<blockquote class="gmail_quote" style="margin: 0px 0px 0px 0.8ex; padding-left: 1ex; border-left-color: rgb(204, 204, 204); border-left-width: 1px; border-left-style: solid;">
<div dir="ltr">What makes you think the covariance
matrix will be positive definite with your
parameterization?<br>
<br>
On Sunday, November 2, 2014 5:49:50 PM UTC-8,
Saang-Yoon wrote:
<blockquote class="gmail_quote" style="margin: 0px 0px 0px 0.8ex; padding-left: 1ex; border-left-color: rgb(204, 204, 204); border-left-width: 1px; border-left-style: solid;">
<div dir="ltr">
<div>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? </div>
<div>Following are commands for runs. </div>
<div><br>
</div>
<div>admb -r -s ssmbr3v4.tpl<br>
ssmbr3v4 -ind simdataall2.dat -ainp
ssmbr3v3.pin -phase 1 -noinit</div>
<div>ssmbr3v4 -ind simdataall2.dat -ainp
ssmbr3v3.pin -phase 9 -noinit</div>
<div><br>
</div>
<div>Thank you.</div>
<div>Saang-Yoon<br>
</div>
</div>
</blockquote>
</div>
</blockquote>
</div>
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