[R] Nonlinear statistical modeling -- a comparison of R and AD Model Builder

2006-11-24 Thread dave fournier
There has recently been some discussion on the list about AD Model builder and the suitability of R for constructing the types of models used in fisheries management. https://stat.ethz.ch/pipermail/r-help/2006-January/086841.html https://stat.ethz.ch/pipermail/r-help/2006-January/086858.ht

Re: [R] Nonlinear statistical modeling -- a comparison of R and AD Model Builder

2006-11-24 Thread Mike Prager
dave fournier <[EMAIL PROTECTED]> wrote: > I think that many R users understimate the numerical challenges > that some of the typical nonlinear statistical model used in different > fields present. R may not be a suitable platform for development for > such models. > > Around 10 years ago John S

Re: [R] Nonlinear statistical modeling -- a comparison of R and AD Model Builder

2006-11-24 Thread Tony Plate
Did you try supplying gradient information to nlminb? (I note that nlminb is used for the optimization, but I don't see any gradient information supplied to it.) I would suspect that supplying gradient information would greatly speed up the computation (as you note in comments at http://otter-

Re: [R] Nonlinear statistical modeling -- a comparison of R and AD Model Builder

2006-11-24 Thread dave fournier
Dave > Did you try supplying gradient information to nlminb? (I note that nlminb is used for the optimization, but I don't see any gradient information supplied to it.) I would suspect that supplying gradient information would greatly speed up the computation (as you note in comments

Re: [R] Nonlinear statistical modeling -- a comparison of R and AD Model Builder

2006-11-24 Thread Spencer Graves
Hi, Mike & Dave: Have you considered nonlinear mixed effects models for the types of problems considered in the comparison paper you cite? Those "benchmark trials" consider "T years of data ... for A age classes and the total number of parameters is m = T+A+5". Without knowing more ab

Re: [R] Nonlinear statistical modeling -- a comparison of R and AD Model Builder

2006-11-25 Thread Douglas Bates
On 11/24/06, dave fournier <[EMAIL PROTECTED]> wrote: > > >Dave > > Did you try supplying gradient information to nlminb? (I note that > nlminb is used for the optimization, but I don't see any gradient > information supplied to it.) I would suspect that supplying gradient > information w

Re: [R] Nonlinear statistical modeling -- a comparison of R and AD Model Builder

2006-11-26 Thread H. Skaug
Spencer, I tried the mixed effects approach you suggest using the random effects module of AD Model Builder: (http://www.otter-rsch.ca/admbre/admbre.html). What are 94 unbounded parameters in Schnute et al (1998), now become realizations of a Gaussian random variable, with the corresponding standa

Re: [R] Nonlinear statistical modeling -- a comparison of R and AD Model Builder

2006-11-26 Thread dave fournier
Douglas Bates wrote: > snip > > Don't you find it somewhat disingenuous that you publish a comparison > between the AD Model Builder software that you sell and R - a > comparison that shows a tremendous advantage for your software - and > then you write "I am not proficient in R"? > I think t