[ADMB Users] MVN Example?
Chris Gast
cmgast at gmail.com
Wed Mar 14 16:52:33 PDT 2012
Thanks, Mollie. For some reason, ADMB can't seem to find the ln_det()
function.
test_mat.obj:test_mat.cpp:(.text+0x13af): undefined reference to
`ln_det(df1b2matrix&)'
I'll keep playing with it and see if I can figure it out.
Chris
-----------------------------
Chris Gast
cmgast at gmail.com
On Wed, Mar 14, 2012 at 4:39 PM, Mollie Brooks <mbrooks at ufl.edu> wrote:
> Hi Chris,
> I'm doing an MVN model. My procedure section looks like this
> PROCEDURE_SECTION
> for(int i=1; i<=ncoeffs; i++)
> {
> coeffs(i)=ucoeffs(i)*scale(i);
> }
> nLL=0;
> for(int p=1; p<=nponds; p++)
> {
> calc_predictions(p);
> calc_varcov(p);
> dvar_vector diff=predictions(p)-obs(p);
> dvar_matrix tmp_varcov=varcov(p);
> nLL+=.5*(nobs(p)*log(2*M_PI)+ln_det(tmp_varcov)+
> diff*solve2(tmp_varcov,diff));
> }
>
> The first for loop scales all my coefficients to make it conditioned
> better.
> Then I have observations of a bunch of ponds and each pond is assumed to
> be independent of the others.
> I defined functions calc_predictions() and calc_varcov() to fill in those
> objects; the code in these is pretty specific to my problem. The important
> thing fir efficiency is that my covariates are in a design matrix created
> using model.matrix() in R.
>
> Try using solve() where I have solve2(). If you have a problem with solve,
> I'll explain the complications of why I used this version.
>
> I hope this helps.
> cheers,
> Mollie
>
> Mollie Brooks
> Ph.D. Candidate
> NSF IGERT Fellow
> Biology Department
> University of Florida
> mbrooks at ufl.edu
> http://people.biology.ufl.edu/mbrooks
>
>
>
>
> On 14 Mar 2012, at 5:50 PM, Chris Gast wrote:
>
> Hello,
>
> Does anyone have some code to compute the log-likelihood for a
> multivariate normal model that they're willing to share? I'm having trouble
> getting matrix determinants and inverses to work.
>
> I found a link to a previous discussion, indicating such an example would
> be available in Roa's article "A Likelihood-Based Model of Fish Growth
> With Multiple Length Frequency Data" in JABES, but I'm having trouble
> accessing the supplementary material.
>
> If I can get this working (a weighted LMM with autocorrelated residuals
> and spatially-correlated random effects), I'd be happy to add it to the
> examples list, since I can't seem to find a MVN likelihood example there
> either.
>
> Thanks,
>
> Chris
>
>
>
>
>
>
> -----------------------------
> Chris Gast
> cmgast at gmail.com
> _______________________________________________
> Users mailing list
> Users at admb-project.org
> http://lists.admb-project.org/mailman/listinfo/users
>
>
>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.admb-project.org/pipermail/users/attachments/20120314/c5d47cae/attachment.html>
More information about the Users
mailing list