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trunk/docs/manuals/admb/admb.tex (revision 1073)
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\newcommand\Pone{P_{t|t-1}}
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\newcommand\diag{\textrm{diag}}
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\newcommand\ep{\textrm{elem\_prod}}
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\newcommand\admbversion{11.1}
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\makeindex
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  \smalltitlepart{An Introduction to}
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  \largetitlepart{AD MODEL BUILDER}
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  \smalltitlepart{for Use in Nonlinear Modeling and Statistics}
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  \vspace{3ex}\textsf{\textit{Version 11.1~~(2013-05-01)}}\vspace{3ex}
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  \vspace{3ex}\textsf{\textit{Version \admbversion~~(2013-05-01)\\[3pt]
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      Revised manual~~(2013-06-24)}}\vspace{3ex}
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}
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\author{\textsf{\textit{David Fournier}}}
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\manualname{AD Model Builder}
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~\vfill
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\noindent ADMB Foundation, Honolulu.\\\\
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\noindent This is the manual for AD Model Builder (ADMB) version 10.0.\\\\
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\noindent This is the manual for AD Model Builder (ADMB) version
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\admbversion.\\\\
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\noindent Copyright \copyright\ 1993, 1994, 1996, 2000, 2001, 2004, 2007, 2008,
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2011 David Fournier\\\\
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2011, 2013 David Fournier\\\\
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\noindent The latest edition of the manual is available at:\\
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\url{http://admb-project.org/documentation/manuals/admb-user-manuals}
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\url{http://admb-project.org/documentation/manuals}
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\tableofcontents
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render the estimation of parameters in such nonlinear models more tractable. The
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\ADMS package is intended to organize these techniques in such a way that they
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are easy to employ (where possible, employing them in a way that the user does
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not need to be aware of them), so that investigating nonlinear statistical models
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becomes---so far as possible---as simple as for linear statistical models.
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not need to be aware of them), so that investigating nonlinear statistical
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models becomes---so far as possible---as simple as for linear statistical
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models.
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\section{Installing the software}
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$\infty$ for this example). The integer argument \texttt{nsteps} determines how
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accurate the integration will be. Higher values of \texttt{nsteps} will be more
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accurate, but greatly increase the amount of time necessary to fit the model.
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The basic strategy is to use a moderate value for \texttt{nsteps}, such as~6, and
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then to increase this value to see if the parameter estimates change much.
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The basic strategy is to use a moderate value for \texttt{nsteps}, such as~6,
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and then to increase this value to see if the parameter estimates change much.
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\begin{lstlisting}
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  FUNCTION dvariable h(const dvariable& z)
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\end{lstlisting}
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default behavior of \ADM\ is to read in initial parameter values for the
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parameters from a \texttt{PAR} file, if it finds one. Otherwise, they are given
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default values consistent with their type. The quantity~\texttt{f} is a vector
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of four coefficients for the autoregressive process. \texttt{Pcoff} is a $2\times
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2$ matrix used to parameterize the transition matrix \texttt{P} for the Markov
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process. Its values are restricted to lie between~$0.01$ and~$0.99$.
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of four coefficients for the autoregressive process. \texttt{Pcoff} is a
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$2\times 2$ matrix used to parameterize the transition matrix \texttt{P} for the
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Markov process. Its values are restricted to lie between~$0.01$ and~$0.99$.
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\texttt{smult} is a number used to parameterize \texttt{sigma} and \texttt{var}
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(which is the variance) as a multiple of the mean-squared residuals. This
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reparameterization undimensionalizes the calculation and is a good technique to
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interest. The matrix~\texttt{z} is calculated using a transformed matrix,
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because \ADM\ deals with vector rows better than columns. The probability
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distribution for the states in period~1, \texttt{qb1}, is set equal to the
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unconditional distribution for a Markov process in terms of its transition matrix
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\texttt{P}, as discussed in~\cite{hamilton1994}. The transition matrix is used
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to compute the probability distribution of the states in periods $(2,1)$,
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unconditional distribution for a Markov process in terms of its transition
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matrix \texttt{P}, as discussed in~\cite{hamilton1994}. The transition matrix is
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used to compute the probability distribution of the states in periods $(2,1)$,
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$(3,2,1)$, $(4,3,2,1)$, and finally, $(5,4,3,2,1)$. For the last quintuplet,
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this is the probability distribution before observing~\texttt{y(5)}. The
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quantities \texttt{eps} in the code correspond to the possible realized values
trunk/docs/manuals/admb-re/admbre.tex (revision 1073)
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\newcommand{\scGLM}{\textsc{glm}}
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\newcommand{\scGLMM}{\textsc{glmm}}
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\newcommand{\scLIDAR}{\textsc{lidar}}
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\newcommand\admbversion{11.1}
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\makeindex
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\title{%
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