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<div class="moz-cite-prefix">On 11/10/2014 09:23 PM, Saang-Yoon
wrote:<br>
</div>
<blockquote
cite="mid:96118723-bb30-41dc-a21f-79475aa3ff18@googlegroups.com"
type="cite">
<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>
</blockquote>
<br>
The code for the choleski factor should look more like this.<br>
I changed both and the model runs fine.<br>
<br>
<br>
dvar_matrix L(1,nages,1,nages); // Cholesky factor<br>
L.initialize();<br>
L(1,1)=1;<br>
L(2,1)=rp/sqrt(1+rp*rp);<br>
L(2,2)=1/sqrt(1+rp*rp);<br>
L(3,2)=sp/sqrt(1+sp*sp);<br>
L(3,3)=1/sqrt(1+sp*sp);<br>
<br>
However the bounds on rp and ro are probably not what you want.<br>
<br>
<br>
<br>
<br>
<blockquote
cite="mid:96118723-bb30-41dc-a21f-79475aa3ff18@googlegroups.com"
type="cite">
<div dir="ltr">
<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 moz-do-not-send="true"
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
moz-do-not-send="true"
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>
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