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model7.cpp
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00001 
00007 #  include <df1b2fun.h>
00008 #  include <admodel.h>
00009 //#include <parallel.h>
00010 #include <signal.h>
00011 #ifdef __MINGW64__
00012   #include <cassert>
00013 #endif
00014 
00015 #if defined(_MSC_VER)
00016 void strip_full_path(const adstring& _s)
00017 {
00018   adstring& s = (adstring&)_s;
00019   size_t n = s.size();
00020   size_t i = n - 1;
00021   for (; i >= 1; i--)
00022   {
00023     if ( s(i) == '\\' || s(i) == '/' || s(i) == ':') break;
00024   }
00025   s = s(i + 1, n);
00026 }
00027 #endif
00028 
00029 void set_signal_handlers(void)
00030 {
00031   signal(SIGFPE,exit_handler);
00032   signal(SIGSEGV,exit_handler);
00033   signal(SIGILL,exit_handler);
00034   signal(SIGINT,exit_handler);
00035 }
00036 
00037 ad_comm::ad_comm(int _argc,char * _argv[])
00038 {
00039   if (option_match(_argc,_argv,"-version") > -1
00040    || option_match(_argc,_argv,"--version") > -1)
00041   {
00042     void banner(const adstring& program_name);
00043     banner(_argv[0]);
00044 
00045     exit(0);
00046   }
00047 
00048   ad_comm::argc=_argc;
00049   ad_comm::argv=_argv;
00050   if (option_match(_argc,_argv,"-time")>-1)
00051   {
00052     time_flag=1;
00053   }
00054   else
00055   {
00056     time_flag=0;
00057   }
00058   if (time_flag)
00059   {
00060     if (!ptm)
00061     {
00062       ptm=new adtimer();
00063     }
00064     if (!ptm1)
00065     {
00066       ptm1=new adtimer();
00067     }
00068   }
00069   no_atlas_flag=0;
00070   if (option_match(_argc,_argv,"-noatlas")>-1) no_atlas_flag=1;
00071 
00072 #if defined(USE_ADPVM)
00073   int pvm_flag=0;
00074   if (option_match(_argc,_argv,"-slave")>-1)  pvm_flag=2;
00075   if (option_match(_argc,_argv,"-master")>-1) pvm_flag=1;
00076 
00077   if (pvm_flag)
00078     pvm_manager = new adpvm_manager(pvm_flag);
00079   else
00080     pvm_manager = NULL;
00081 
00082   if (pvm_manager)
00083   {
00084     if (pvm_manager->mode==2)  //slave
00085     {
00086       int on=0; int nopt=0;
00087       if ( (on=option_match(_argc,_argv,"-slave",nopt))>-1)
00088       {
00089         if (nopt ==1)
00090         {
00091           pvm_manager->slave_number=atoi(ad_comm::argv[on+1]);
00092         }
00093         else
00094         {
00095           cerr << "Wrong number of options to -slave -- must be 1"
00096                   " you have " << nopt << endl;
00097           ad_exit(1);
00098         }
00099       }
00100       if ( (on=option_match(_argc,_argv,"-slavedir",nopt))>-1)
00101       {
00102         if (nopt ==1)
00103         {
00104           ad_chdir(_argv[on+1]);
00105         }
00106         else
00107         {
00108           cerr << "Wrong number of options to -slavedir -- must be 1"
00109                   " you have " << nopt << endl;
00110         }
00111       }
00112     }
00113   }
00114 #endif
00115 
00116   /*
00117     if (option_match(_argc,_argv,"-gui")>-1)
00118     {
00119       void vm_initialize(void);
00120       vm_initialize();
00121     }
00122   */
00123   set_signal_handlers();
00124   adprogram_name=_argv[0];
00125   //int len=strlen(_argv[0]);
00126   //for (int i=1;i<=len;i++) adprogram_name[i]=tolower(adprogram_name[i]);
00127 #if defined(_MSC_VER)
00128   strip_full_path(adprogram_name);
00129 #endif
00130   adstring workdir;
00131   ad_getcd(workdir);
00132   if (_argc>1)
00133   {
00134     if (option_match(_argc,_argv,"-?")>-1
00135      || option_match(_argc,_argv,"-help")>-1
00136      || option_match(_argc,_argv,"--help")>-1)
00137     {
00138       // remove path (if user runs -help)
00139       for (size_t i = adprogram_name.size(); i >= 1; i--)
00140       {
00141 #ifdef _WIN32
00142         if (adprogram_name(i) == '\\')
00143 #else
00144         if (adprogram_name(i) == '/')
00145 #endif
00146         {
00147           adprogram_name=adprogram_name(i+1,adprogram_name.size());
00148           break;
00149         }
00150       }
00151 
00152       //(*ad_printf)(" %s", (char*)admb_banner);
00153       (*ad_printf)( "Usage: %s [options]\n\n",(char*)(adprogram_name));
00154 
00155       (*ad_printf)( "Options:\n");
00156       (*ad_printf)( " -ainp FILE      change default ascii input parameter "
00157       "filename to FILE\n");
00158       (*ad_printf)( " -binp FILE      change default binary input parameter "
00159       "filename to FILE\n");
00160       (*ad_printf)( " -est            only do the parameter estimation\n");
00161       (*ad_printf)( " -noest          do not do the parameter estimation "
00162       "(optimization) \n");
00163       (*ad_printf)( " -ind FILE       change default input data filename to "
00164       "FILE\n");
00165       (*ad_printf)( " -lmn N          use limited memory quasi newton -- keep "
00166       "N steps\n");
00167       (*ad_printf)( " -lmn2 N         use other limited memory quasi newton -- "
00168       "keep N steps\n");
00169       (*ad_printf)( " -ilmn N         use other limited memory quasi newton "
00170       "for random effects models - keep N steps\n");
00171       (*ad_printf)( " -dd N           check derivatives after N function "
00172       "evaluations\n");
00173       (*ad_printf)( " -lprof          perform profile likelihood "
00174       "calculations\n");
00175       (*ad_printf)( " -maxph N        increase the maximum phase number to "
00176       "N\n");
00177       (*ad_printf)( " -mcdiag         use diagonal covariance matrix for mcmc "
00178       "with diagonal values 1\n");
00179       (*ad_printf)( " -mcmc [N]       perform markov chain monte carlo with N "
00180       "simulations\n");
00181       (*ad_printf)( " -mcmult N       multiplier N for mcmc default\n");
00182       (*ad_printf)( " -mcr            resume previous mcmc\n");
00183       (*ad_printf)( " -mcrb  N        reduce amount of correlation in the "
00184       "covariance matrix 1<=N<=9\n");
00185       (*ad_printf)( " -mcnoscale      don't rescale step size for mcmc "
00186       "depending on acceptance rate\n");
00187       (*ad_printf)( " -nosdmcmc       turn off mcmc histogram calcs to make "
00188       "mcsave run faster\n");
00189       (*ad_printf)( " -mcprobe N      use probing strategy for mcmc with "
00190       "factor N\n");
00191       (*ad_printf)( " -mcgrope N      Deprecated, same as -mcprobe\n");
00192       (*ad_printf)( " -mcseed N       seed for random number generator for "
00193       "markov chain monte carlo\n");
00194       (*ad_printf)( " -mcscale N      rescale step size for first N "
00195       "evaluations\n");
00196       (*ad_printf)( " -mcsave N       save the parameters for every Nth "
00197       "simulation\n");
00198       (*ad_printf)( " -mceval         go through the saved mcmc values from a "
00199       "previous mcsave\n");
00200       (*ad_printf)( " -mcu            use uniformaly distributed steps for "
00201       "mcmc instead of random normal\n");
00202       (*ad_printf)( " -crit N1,N2,... set gradient magnitude convergence "
00203       "criterion to N\n");
00204       (*ad_printf)( " -iprint N       print out function minimizer report "
00205       "every N iterations\n");
00206       (*ad_printf)( " -maxfn N1,N2,.. set maximum number opf function eval's "
00207       "to N\n");
00208       (*ad_printf)( " -rs             if function minimizer can't make "
00209       "progress rescale and try again\n");
00210       //(*ad_printf)( " -sp             for DLL running from splus write to "
00211       //"command window\n");
00212       (*ad_printf)( " -nox            suppress vector and gradient values in "
00213       "minimizer screen report\n");
00214       (*ad_printf)( " -phase N        start minimization in phase N\n");
00215       (*ad_printf)( " -simplex        use simplex for minimization -- "
00216       "deprecated, use -neldmead\n");
00217       (*ad_printf)( " -neldmead       use Nelder-Mead simplex algorithm for "
00218       "minimization\n");
00219       (*ad_printf)( " -nohess         don't do hessian or delta method for std "
00220       "dev\n");
00221       (*ad_printf)( " -eigvec         calculate eigenvectors of the Hessian\n");
00222       (*ad_printf)( " -sdonly         do delta method for std dev estimates "
00223       "without redoing hessian\n");
00224       (*ad_printf)( " -ams N          set arrmblsize to N "
00225       "(ARRAY_MEMBLOCK_SIZE)\n");
00226       (*ad_printf)( " -cbs N          set CMPDIF_BUFFER_SIZE to N "
00227       "(ARRAY_MEMBLOCK_SIZE)\n");
00228       (*ad_printf)( " -mno N          set the maximum number of independent "
00229       "variables to N\n");
00230       (*ad_printf)( " -mdl N          set the maximum number of dvariables to "
00231       "N\n");
00232       (*ad_printf)( " -gbs N          set GRADSTACK_BUFFER_SIZE to N "
00233       "(ARRAY_MEMBLOCK_SIZE)\n");
00234 #if defined(USE_ADPVM)
00235       (*ad_printf)( " -master         run as PVM master program\n");
00236       (*ad_printf)( " -slave          run as PVM slave program\n");
00237       (*ad_printf)( " -pvmtime        record timing information for PVM "
00238       "performance analysis\n");
00239 #endif
00240       (*ad_printf)( " -info           show how to cite ADMB, license, and "
00241       "acknowledgements\n");
00242       (*ad_printf)( " -version        show version information\n");
00243       (*ad_printf)( " -help           show this message\n\n");
00244     //if (function_minimizer::random_effects_flag)
00245     //{
00246       (*ad_printf)( "Random effects options if applicable\n");
00247       (*ad_printf)( " -nr N           maximum number of Newton-Raphson "
00248       "steps\n");
00249       (*ad_printf)( " -imaxfn N       maximum number of evals in quasi-Newton "
00250       "inner optimization\n");
00251       (*ad_printf)( " -is N           set importance sampling size to N\n");
00252       (*ad_printf)( " -isf N          set importance sampling size funnel "
00253       "blocks to N\n");
00254       (*ad_printf)( " -isdiag         print importance sampling diagnostics\n");
00255       (*ad_printf)( " -hybrid         do hybrid Monte Carlo version of MCMC\n");
00256       (*ad_printf)( " -hbf            set the hybrid bounded flag for bounded "
00257       "parameters\n");
00258       (*ad_printf)( " -hyeps          mean step size for hybrid Monte Carlo\n");
00259       (*ad_printf)( " -hynstep        number of steps for hybrid Monte "
00260       "Carlo\n");
00261       (*ad_printf)( " -noinit         do not initialize RE before inner "
00262       "optimization\n");
00263       (*ad_printf)( " -ndi N          set maximum number of separable calls\n");
00264       (*ad_printf)( " -ndb N          set number of blocks for RE derivatives "
00265       "(reduce temp file size)\n");
00266       (*ad_printf)( " -ddnr           use high precision Newton-Raphson, for "
00267       "banded Hessian case only\n");
00268       (*ad_printf)( " -nrdbg          verbose reporting for debugging "
00269       "newton-raphson\n");
00270 #  if defined(__MINI_MAX__)
00271       (*ad_printf)( " -mm N           do minimax optimization\n");
00272 #  endif
00273       (*ad_printf)( " -shess          use sparse Hessian structure inner "
00274       "optimzation\n\n");
00275 
00276       (*ad_printf)("Read online documentation at http://admb-project.org\n");
00277       (*ad_printf)("Contact <users@admb-project.org> for help.\n");
00278     //}
00279       ad_exit(0);
00280     }
00281     else if (option_match(_argc,_argv,"-info") > -1)
00282     {
00283       (*ad_printf)("ADMB Information\n");
00284       (*ad_printf)("================\n\n");
00285 
00286       (*ad_printf)("How to Cite ADMB\n");
00287       (*ad_printf)("----------------\n\n");
00288 
00289       (*ad_printf)("Fournier, D.A., H.J. Skaug, J. Ancheta, J. Ianelli, "
00290       "A. Magnusson, M.N. Maunder,\n");
00291       (*ad_printf)("A. Nielsen, and J. Sibert. 2012. AD Model Builder: using "
00292       "automatic\n");
00293       (*ad_printf)("differentiation for statistical inference of highly "
00294       "parameterized complex\n");
00295       (*ad_printf)("nonlinear models. Optim. Methods Softw. 27:233-249.\n\n");
00296 
00297       //(*ad_printf)(" %s", (char*)admb_banner);
00298       (*ad_printf)("License\n");
00299       (*ad_printf)("-------\n\n");
00300 
00301       (*ad_printf)("Copyright (c) 2008-2013\n");
00302       (*ad_printf)("Regents of the University of California and ADMB "
00303       "Foundation\n\n");
00304       (*ad_printf)("ADMB is free software and comes with ABSOLUTELY NO "
00305       "WARRANTY.\n");
00306       (*ad_printf)("You are welcome to redistribute it under certain "
00307       "conditions.\n\n");
00308       (*ad_printf)("AD Model Builder, or ADMB, was developed by David Fournier "
00309       "of Otter Research\n");
00310       (*ad_printf)("Ltd, Sidney, BC, Canada. In 2007, scientists from the "
00311       "University of Hawai'i at\n");
00312       (*ad_printf)("Manoa Pelagic Fisheries Research Program (John Sibert and "
00313       "Anders Nielsen) and\n");
00314       (*ad_printf)("the Inter-American Tropical Tuna Commission (Mark "
00315       "Maunder), in consultation with\n");
00316       (*ad_printf)("scientists from NOAA Fisheries (Richard Methot), created "
00317       "the non-profit ADMB\n");
00318       (*ad_printf)("Foundation (admb-foundation.org) with the goal of "
00319       "increasing the number of ADMB\n");
00320       (*ad_printf)("users by making the software free and open source. In "
00321       "partnership with NOAA\n");
00322       (*ad_printf)("Fisheries and the National Center for Ecological Analysis "
00323       "and Synthesis (NCEAS,\n");
00324       (*ad_printf)("www.nceas.ucsb.edu), the ADMB Foundation obtained funding "
00325       "from the Gordon and\n");
00326       (*ad_printf)("Betty Moore Foundation (www.moore.org) to acquire the "
00327       "copyright to the ADMB\n");
00328       (*ad_printf)("software suite, in order to make it broadly and freely "
00329       "available to the research\n");
00330       (*ad_printf)("community. In 2008 the copyright was transferred from "
00331       "Otter Research Ltd to the\n");
00332       (*ad_printf)("University of California. The binary files were released "
00333       "in November 2008 and\n");
00334       (*ad_printf)("the source code was released in December 2009. More "
00335       "information about the ADMB\n");
00336       (*ad_printf)("Project can be found at admb-project.org.\n\n");
00337       (*ad_printf)("ADMB was originally developed by David Fournier of Otter "
00338       "Research Ltd.\n\n");
00339       (*ad_printf)("It is now maintained by the ADMB Core Team, whose members "
00340       "are listed on\n");
00341       (*ad_printf)("http://admb-project.org/developers/core-team.\n");
00342 
00343       ad_exit(0);
00344     }
00345   }
00346   allocate();
00347 }
00351 ad_comm::ad_comm()
00352 {
00353   allocate();
00354 }
00355 void ad_comm::allocate(void)
00356 {
00357 #if defined (_WIN32)
00358   directory_prefix='\\';
00359 #else
00360   directory_prefix='/';
00361 #endif
00362   adstring tmpstring;
00363 
00364 #if defined(_MSC_VER)
00365   //remove path
00366   for (int i = (int)adprogram_name.size(); i >= 1; i--)
00367   {
00368     if (adprogram_name(i)==directory_prefix)
00369     {
00370       adprogram_name=adprogram_name(i+1,adprogram_name.size());
00371       break;
00372     }
00373   }
00374 #endif
00375 
00376 #if defined(_WIN32)
00377   // strip off the .exe
00378   #ifdef __MINGW64__
00379   size_t _n = adprogram_name.size();
00380   assert(_n <= INT_MAX);
00381   int n = (int)_n;
00382   #else
00383   int n = (int)adprogram_name.size();
00384   #endif
00385   if (n > 4)
00386   {
00387     if (adprogram_name(n - 3) == '.'
00388         && tolower(adprogram_name(n - 2)) == 'e'
00389         && tolower(adprogram_name(n - 1)) == 'x'
00390         && tolower(adprogram_name(n)) == 'e')
00391     {
00392       n -= 4;
00393     }
00394   }
00395   adprogram_name=adprogram_name(1,n);
00396 #endif
00397 
00398   // change the working directory name
00399   if (argc > 1)
00400   {
00401     int on=0;
00402     if ( (on=option_match(argc,argv,"-wd"))>-1)
00403     {
00404       if (on>argc-2 || argv[on+1][0] == '-')
00405       {
00406         cerr << "Invalid input data command line option"
00407                 " -- ignored" << endl;
00408       }
00409       else
00410       {
00411         tmpstring = adstring(argv[on+1]);
00412         wd_flag=1;
00413       }
00414     }
00415   }
00416   if (length(tmpstring))
00417   {
00418     if (tmpstring(length(tmpstring)) == directory_prefix)
00419     {
00420       adprogram_name=tmpstring + adprogram_name;
00421       working_directory_path = tmpstring;
00422     }
00423     else
00424     {
00425       adprogram_name=tmpstring + directory_prefix + adprogram_name;
00426       working_directory_path = tmpstring + directory_prefix;
00427     }
00428   }
00429 
00430   tmpstring=adprogram_name + adstring(".dat");
00431   if (argc > 1)
00432   {
00433     int on=0;
00434     if ( (on=option_match(argc,argv,"-ind"))>-1)
00435     {
00436       if (on>argc-2 || argv[on+1][0] == '-')
00437       {
00438         cerr << "Invalid input data command line option"
00439                 " -- ignored" << endl;
00440       }
00441       else
00442       {
00443         tmpstring = adstring(argv[on+1]);
00444       }
00445     }
00446   }
00447   global_datafile= new cifstream(tmpstring);
00448   if (!global_datafile)
00449   {
00450     cerr << "Error trying to open data input file "
00451          << tmpstring << endl;
00452   }
00453   else
00454   {
00455     if (!(*global_datafile))
00456     {
00457       cerr << "Error trying to open data input file "
00458            << tmpstring << endl;
00459       delete global_datafile;
00460       global_datafile=NULL;
00461     }
00462   }
00463   adstring ts=adprogram_name + adstring(".log");
00464   global_logfile= new ofstream( (char*)ts);
00465 
00466   int biopt=-1;
00467   int aiopt=-1;
00468   biopt=option_match(argc,argv,"-binp");
00469   aiopt=option_match(argc,argv,"-ainp");
00470 
00471   tmpstring=adprogram_name + adstring(".bin");
00472   if (!global_bparfile && aiopt == -1)
00473   {
00474     if (biopt>-1)
00475     {
00476       if (biopt>argc-2 || argv[biopt+1][0] == '-')
00477       {
00478         cerr << "Invalid input parameter file command line option"
00479                 " -- ignored" << endl;
00480       }
00481       else
00482       {
00483         tmpstring = adstring(argv[biopt+1]);
00484       }
00485     }
00486     global_bparfile= new uistream(tmpstring);
00487     if (global_bparfile)
00488     {
00489       if (!(*global_bparfile))
00490       {
00491         if (biopt>-1)
00492         {
00493           cerr << "Error trying to open binary inoput par file "
00494                << tmpstring << endl;
00495           exit(1);
00496         }
00497         delete global_bparfile;
00498         global_bparfile=NULL;
00499       }
00500     }
00501   }
00502   tmpstring=adprogram_name + adstring(".pin");
00503   if (!global_parfile)
00504   {
00505     if (aiopt>-1)
00506     {
00507       if (aiopt>argc-2 || argv[aiopt+1][0] == '-')
00508       {
00509         cerr << "Invalid input parameter file command line option"
00510                 " -- ignored" << endl;
00511       }
00512       else
00513       {
00514         tmpstring = adstring(argv[aiopt+1]);
00515       }
00516     }
00517     global_parfile= new cifstream(tmpstring);
00518     if (global_parfile)
00519     {
00520       if (!(*global_parfile))
00521       {
00522         if (aiopt>-1)
00523         {
00524           cerr << "Error trying to open ascii inoput par file "
00525                << tmpstring << endl;
00526           exit(1);
00527         }
00528         delete global_parfile;
00529         global_parfile=NULL;
00530       }
00531     }
00532   }
00533 }
00534 
00538 ad_comm::~ad_comm()
00539 {
00540   if (ptm)
00541   {
00542     delete ptm;
00543     ptm=0;
00544   }
00545   if (ptm1)
00546   {
00547     delete ptm1;
00548     ptm1=0;
00549   }
00550   if (global_datafile)
00551   {
00552     delete global_datafile;
00553     global_datafile=NULL;
00554   }
00555   if (global_parfile)
00556   {
00557     delete global_parfile;
00558     global_parfile=NULL;
00559   }
00560   if (global_logfile)
00561   {
00562     delete global_logfile;
00563     global_logfile=NULL;
00564   }
00565 }
00566 
00567 void function_minimizer::pre_userfunction(void)
00568 {
00569   if (lapprox)
00570   {
00571     if (lapprox->hesstype==2)
00572     {
00573       //lapprox->num_separable_calls=0;
00574       lapprox->separable_calls_counter=0;
00575     }
00576   }
00577   userfunction();
00578   if (lapprox)
00579   {
00580     if (lapprox->hesstype==2)
00581     {
00582       lapprox->num_separable_calls=lapprox->separable_calls_counter;
00583 
00584       double tmp=0.0;
00585       int inner_opt_value=inner_opt();
00586       if (lapprox->saddlepointflag==2)
00587       {
00588         if (inner_opt_value !=0 )
00589         {
00590           for (int i = 1; i <= lapprox->num_separable_calls; i++)
00591           {
00592             tmp-=(*lapprox->separable_function_difference)(i);
00593           }
00594           value(*objective_function_value::pobjfun)=tmp;
00595         }
00596       }
00597       else
00598       {
00599         for (int i = 1; i <= lapprox->num_separable_calls; i++)
00600         {
00601           tmp+=(*lapprox->separable_function_difference)(i);
00602         }
00603         value(*objective_function_value::pobjfun)=tmp;
00604       }
00605     }
00606   }
00607 }