/* * $Id: model7.cpp 413 2012-04-09 19:13:44Z arnima $ * * Author: David Fournier * Copyright (c) 2008-2012 Regents of the University of California */ #if defined(USE_LAPLACE) # include #else # include #endif //#include #include #undef ADMB_CONFIGURE #ifdef ADMB_CONFIGURE //#include "../../admb_configure.h" #endif void vm_initialize(void); int have_jvm=0; void strip_full_path(BOR_CONST adstring& _s) { adstring& s = (adstring&) _s; int n=s.size(); int i=0; for (i=n-1;i>=1;i--) { if ( s(i)=='\\' || s(i) == '/' || s(i)==':') break; } s=s(i+1,n); } void set_signal_handlers(void) { signal(SIGFPE,exit_handler); signal(SIGSEGV,exit_handler); signal(SIGILL,exit_handler); signal(SIGINT,exit_handler); } ad_comm::ad_comm(int _argc,char * _argv[]) { if (option_match(_argc,_argv,"-version") > -1 || option_match(_argc,_argv,"--version") > -1) { void banner(const adstring& program_name); banner(_argv[0]); exit(0); } ad_comm::argc=_argc; ad_comm::argv=_argv; int pvm_flag=0; if (option_match(_argc,_argv,"-time")>-1) { time_flag=1; } else { time_flag=0; } if (time_flag) { if (!ptm) { ptm=new adtimer(); } if (!ptm1) { ptm1=new adtimer(); } } no_atlas_flag=0; if (option_match(_argc,_argv,"-noatlas")>-1) no_atlas_flag=1; if (option_match(_argc,_argv,"-slave")>-1) pvm_flag=2; if (option_match(_argc,_argv,"-master")>-1) pvm_flag=1; #if defined(USE_ADPVM) if (pvm_flag) pvm_manager = new adpvm_manager(pvm_flag); else #endif pvm_manager = NULL; #if defined(USE_ADPVM) if (pvm_manager) { if (pvm_manager->mode==2) //slave { int on=0; int nopt=0; if ( (on=option_match(_argc,_argv,"-slave",nopt))>-1) { if (nopt ==1) { pvm_manager->slave_number=atoi(ad_comm::argv[on+1]); } else { cerr << "Wrong number of options to -slave -- must be 1" " you have " << nopt << endl; ad_exit(1); } } if ( (on=option_match(_argc,_argv,"-slavedir",nopt))>-1) { if (nopt ==1) { ad_chdir(_argv[on+1]); } else { cerr << "Wrong number of options to -slavedir -- must be 1" " you have " << nopt << endl; } } } } #endif /* if (option_match(_argc,_argv,"-gui")>-1) { vm_initialize(); } */ set_signal_handlers(); adprogram_name=_argv[0]; int len=strlen(_argv[0]); for (int i=1;i<=len;i++) adprogram_name[i]=tolower(adprogram_name[i]); #if !defined(__SPDLL__) strip_full_path(adprogram_name); #endif adstring workdir; ad_getcd(workdir); //#define STR(x) STR2(x) //#define STR2(x) #x if (_argc>1) { if (option_match(_argc,_argv,"-?")>-1 || option_match(_argc,_argv,"-help")>-1 || option_match(_argc,_argv,"--help")>-1) { // remove path (if user runs -help) unsigned int i; for (i=adprogram_name.size();i>=1;i--) { #ifdef _WIN32 if (adprogram_name(i) == '\\') #else if (adprogram_name(i) == '/') #endif { adprogram_name=adprogram_name(i+1,adprogram_name.size()); break; } } #ifdef ADMB_CONFIGURE //(*ad_printf)(" %s", (char*)admb_banner); #endif (*ad_printf)( "Usage: %s [options]\n\n",(char*)(adprogram_name)); (*ad_printf)( "Options:\n"); (*ad_printf)( " -ainp FILE change default ascii input parameter filename to FILE\n"); (*ad_printf)( " -binp FILE change default binary input parameter filename to FILE\n"); (*ad_printf)( " -est only do the parameter estimation\n"); (*ad_printf)( " -noest do not do the parameter estimation (optimization) \n"); (*ad_printf)( " -ind FILE change default input data filename to FILE\n"); (*ad_printf)( " -lmn N use limited memory quasi newton -- keep N steps\n"); (*ad_printf)( " -lmn2 N use other limited memory quasi newton -- keep N steps\n"); (*ad_printf)( " -dd N check derivatives after N function evaluations\n"); (*ad_printf)( " -lprof perform profile likelihood calculations\n"); (*ad_printf)( " -maxph N increase the maximum phase number to N\n"); (*ad_printf)( " -mcdiag use diagonal covariance matrix for mcmc with diagonal values 1\n"); (*ad_printf)( " -mcmc [N] perform markov chain monte carlo with N simulations\n"); (*ad_printf)( " -mcmult N multiplier N for mcmc default\n"); (*ad_printf)( " -mcr resume previous mcmc\n"); (*ad_printf)( " -mcrb N reduce amount of correlation in the covariance matrix 1<=N<=9\n"); (*ad_printf)( " -mcnoscale don't rescale step size for mcmc depending on acceptance rate\n"); (*ad_printf)( " -nosdmcmc turn off mcmc histogram calcs to make mcsave run faster\n"); (*ad_printf)( " -mcgrope N use probing strategy for mcmc with factor N\n"); (*ad_printf)( " -mcseed N seed for random number generator for markov chain monte carlo\n"); (*ad_printf)( " -mcscale N rescale step size for first N evaluations\n"); (*ad_printf)( " -mcsave N save the parameters for every Nth simulation\n"); (*ad_printf)( " -mceval go through the saved mcmc values from a previous mcsave\n"); //(*ad_printf)( " -mcu use uniformaly distributed steps for mcmc\n"); (*ad_printf)( " -crit N1,N2,... set gradient magnitude convergence criterion to N\n"); (*ad_printf)( " -iprint N print out function minimizer report every N iterations\n"); (*ad_printf)( " -maxfn N1,N2,.. set maximum number opf function eval's to N\n"); (*ad_printf)( " -rs if function minimizer can't make progress rescale and try again\n"); //(*ad_printf)( " -sp for DLL running from splus write to command window\n"); (*ad_printf)( " -nox suppress vector and gradient values in minimizer screen report\n"); (*ad_printf)( " -phase N start minimization in phase N\n"); (*ad_printf)( " -simplex use simplex for minimization -- deprecated, use -neldmead\n"); (*ad_printf)( " -neldmead use Nelder-Mead simplex algorithm for minimization\n"); (*ad_printf)( " -nohess don't do hessian or delta method for std dev\n"); (*ad_printf)( " -eigvec calculate eigenvectors of the Hessian\n"); (*ad_printf)( " -sdonly do delta method for std dev estimates without redoing hessian\n"); (*ad_printf)( " -ams N set arrmblsize to N (ARRAY_MEMBLOCK_SIZE)\n"); (*ad_printf)( " -cbs N set CMPDIF_BUFFER_SIZE to N (ARRAY_MEMBLOCK_SIZE)\n"); (*ad_printf)( " -mno N set the maximum number of independent variables to N\n"); (*ad_printf)( " -mdl N set the maximum number of dvariables to N\n"); (*ad_printf)( " -master run as PVM master program\n"); (*ad_printf)( " -gbs N set GRADSTACK_BUFFER_SIZE to N (ARRAY_MEMBLOCK_SIZE)\n"); (*ad_printf)( " -master run as PVM master program\n"); (*ad_printf)( " -slave run as PVM slave program\n"); (*ad_printf)( " -pvmtime record timing information for PVM performance analysis\n"); (*ad_printf)( " -info show how to cite ADMB, license, and acknowledgements\n"); (*ad_printf)( " -version show version information\n"); (*ad_printf)( " -help show this message\n\n"); //if (function_minimizer::random_effects_flag) //{ (*ad_printf)( "Random effects options if applicable\n"); (*ad_printf)( " -nr N maximum number of Newton-Raphson steps\n"); (*ad_printf)( " -imaxfn N maximum number of evals in quasi-Newton inner optimization\n"); (*ad_printf)( " -is N set importance sampling size to N\n"); (*ad_printf)( " -isf N set importance sampling size funnel blocks to N\n"); (*ad_printf)( " -isdiag print importance sampling diagnostics\n"); (*ad_printf)( " -hybrid do hybrid Monte Carlo version of MCMC\n"); (*ad_printf)( " -hbf set the hybrid bounded flag for bounded parameters\n"); (*ad_printf)( " -hyeps mean step size for hybrid Monte Carlo\n"); (*ad_printf)( " -hynstep number of steps for hybrid Monte Carlo\n"); (*ad_printf)( " -noinit do not initialize RE before inner optimization\n"); (*ad_printf)( " -ndi N set maximum number of separable calls\n"); (*ad_printf)( " -ndb N set number of blocks for RE derivatives (reduce temp file size)\n"); (*ad_printf)( " -ddnr use high precision Newton-Raphson, for banded Hessian case only\n"); (*ad_printf)( " -nrdbg verbose reporting for debugging newton-raphson\n"); # if defined(__MINI_MAX__) (*ad_printf)( " -mm N do minimax optimization\n"); # endif (*ad_printf)( " -shess use sparse Hessian structure inner optimzation\n\n"); (*ad_printf)("Read online documentation at http://admb-project.org\n"); (*ad_printf)("Contact for help.\n"); //} ad_exit(0); } else if (option_match(_argc,_argv,"-info") > -1) { (*ad_printf)("ADMB Information\n"); (*ad_printf)("================\n\n"); (*ad_printf)("How to Cite ADMB\n"); (*ad_printf)("----------------\n\n"); (*ad_printf)("Fournier, D.A., H.J. Skaug, J. Ancheta, J. Ianelli, A. Magnusson, M.N. Maunder,\n"); (*ad_printf)("A. Nielsen, and J. Sibert. 2012. AD Model Builder: using automatic\n"); (*ad_printf)("differentiation for statistical inference of highly parameterized complex\n"); (*ad_printf)("nonlinear models. Optim. Methods Softw. 27:233-249.\n\n"); #ifdef ADMB_CONFIGURE //(*ad_printf)(" %s", (char*)admb_banner); #endif (*ad_printf)("License\n"); (*ad_printf)("-------\n\n"); (*ad_printf)("Copyright (c) 2008-2012\n"); (*ad_printf)("Regents of the University of California and ADMB Foundation\n\n"); (*ad_printf)("ADMB is free software and comes with ABSOLUTELY NO WARRANTY.\n"); (*ad_printf)("You are welcome to redistribute it under certain conditions.\n\n"); (*ad_printf)("AD Model Builder, or ADMB, was developed by David Fournier of Otter Research\n"); (*ad_printf)("Ltd, Sidney, BC, Canada. In 2007, scientists from the University of Hawai'i at\n"); (*ad_printf)("Manoa Pelagic Fisheries Research Program (John Sibert and Anders Nielsen) and\n"); (*ad_printf)("the Inter-American Tropical Tuna Commission (Mark Maunder), in consultation with\n"); (*ad_printf)("scientists from NOAA Fisheries (Richard Methot), created the non-profit ADMB\n"); (*ad_printf)("Foundation (admb-foundation.org) with the goal of increasing the number of ADMB\n"); (*ad_printf)("users by making the software free and open source. In partnership with NOAA\n"); (*ad_printf)("Fisheries and the National Center for Ecological Analysis and Synthesis (NCEAS,\n"); (*ad_printf)("www.nceas.ucsb.edu), the ADMB Foundation obtained funding from the Gordon and\n"); (*ad_printf)("Betty Moore Foundation (www.moore.org) to acquire the copyright to the ADMB\n"); (*ad_printf)("software suite, in order to make it broadly and freely available to the research\n"); (*ad_printf)("community. In 2008 the copyright was transferred from Otter Research Ltd to the\n"); (*ad_printf)("University of California. The binary files were released in November 2008 and\n"); (*ad_printf)("the source code was released in December 2009. More information about the ADMB\n"); (*ad_printf)("Project can be found at admb-project.org.\n\n"); (*ad_printf)("ADMB was originally developed by David Fournier of Otter Research Ltd.\n"); (*ad_printf)("It is now maintained by the ADMB Core Team, currently consisting of\n\n"); (*ad_printf)(" Anders Nielsen (Denmark)\n"); (*ad_printf)(" Arni Magnusson (Iceland)\n"); (*ad_printf)(" Ben Bolker (Canada)\n"); (*ad_printf)(" Casper Berg (Denmark)\n"); (*ad_printf)(" Chris Grandin (Canada)\n"); (*ad_printf)(" David Fournier (Canada)\n"); (*ad_printf)(" Derek Seiple (USA)\n"); (*ad_printf)(" Hans Skaug (Norway)\n"); (*ad_printf)(" Ian Taylor (USA)\n"); (*ad_printf)(" Jim Ianelli (USA)\n"); (*ad_printf)(" John Sibert (USA)\n"); (*ad_printf)(" Johnoel Ancheta (USA)\n"); (*ad_printf)(" Mark Maunder (USA)\n"); (*ad_printf)(" Matthew Supernaw (USA)\n"); (*ad_printf)(" Mollie Brooks (USA)\n"); (*ad_printf)(" Steve Martell (Canada)\n"); (*ad_printf)(" Teresa A'mar (USA)\n"); (*ad_printf)(" Weihai Liu (USA)\n"); ad_exit(0); } } allocate(); } ad_comm::ad_comm(void) { allocate(); } void ad_comm::allocate(void) { #if defined (_WIN32) directory_prefix='\\'; #else directory_prefix='/'; #endif adstring tmpstring; // remove path (if __SPDLL__ is not defined) #if !defined(__SPDLL__) for (int i = adprogram_name.size(); i >= 1; i--) { if (adprogram_name(i)==directory_prefix) { adprogram_name=adprogram_name(i+1,adprogram_name.size()); break; } } #endif // strip off the .exe if it is there int n=adprogram_name.size(); if(n>4) { if (adprogram_name(n - 3) == '.' && adprogram_name(n - 2) == 'e' && adprogram_name(n - 1) == 'x' && adprogram_name(n) == 'e') { n -= 4; } } adprogram_name=adprogram_name(1,n); // change the working directory name if (argc > 1) { int on=0; if ( (on=option_match(argc,argv,"-wd"))>-1) { if (on>argc-2 || argv[on+1][0] == '-') { cerr << "Invalid input data command line option" " -- ignored" << endl; } else { tmpstring = adstring(argv[on+1]); wd_flag=1; } } } if (length(tmpstring)) { if (tmpstring(length(tmpstring)) == directory_prefix) { adprogram_name=tmpstring + adprogram_name; working_directory_path = tmpstring; } else { adprogram_name=tmpstring + directory_prefix + adprogram_name; working_directory_path = tmpstring + directory_prefix; } } tmpstring=adprogram_name + adstring(".dat"); if (argc > 1) { int on=0; if ( (on=option_match(argc,argv,"-ind"))>-1) { if (on>argc-2 || argv[on+1][0] == '-') { cerr << "Invalid input data command line option" " -- ignored" << endl; } else { tmpstring = adstring(argv[on+1]); } } } global_datafile= new cifstream(tmpstring); if (!global_datafile) { cerr << "Error trying to open data input file " << tmpstring << endl; } else { if (!(*global_datafile)) { cerr << "Error trying to open data input file " << tmpstring << endl; delete global_datafile; global_datafile=NULL; } } adstring ts=adprogram_name + adstring(".log"); global_logfile= new ofstream( (char*)ts); int biopt=-1; int aiopt=-1; biopt=option_match(argc,argv,"-binp"); aiopt=option_match(argc,argv,"-ainp"); tmpstring=adprogram_name + adstring(".bin"); if (!global_bparfile && aiopt == -1) { if (biopt>-1) { if (biopt>argc-2 || argv[biopt+1][0] == '-') { cerr << "Invalid input parameter file command line option" " -- ignored" << endl; } else { tmpstring = adstring(argv[biopt+1]); } } global_bparfile= new uistream(tmpstring); if (global_bparfile) { if (!(*global_bparfile)) { if (biopt>-1) { cerr << "Error trying to open binary inoput par file " << tmpstring << endl; exit(1); } delete global_bparfile; global_bparfile=NULL; } } } tmpstring=adprogram_name + adstring(".pin"); if (!global_parfile) { if (aiopt>-1) { if (aiopt>argc-2 || argv[aiopt+1][0] == '-') { cerr << "Invalid input parameter file command line option" " -- ignored" << endl; } else { tmpstring = adstring(argv[aiopt+1]); } } global_parfile= new cifstream(tmpstring); if (global_parfile) { if (!(*global_parfile)) { if (aiopt>-1) { cerr << "Error trying to open ascii inoput par file " << tmpstring << endl; exit(1); } delete global_parfile; global_parfile=NULL; } } } } ad_comm::~ad_comm() { if (ptm) { delete ptm; ptm=0; } if (ptm1) { delete ptm1; ptm1=0; } if (global_datafile) { delete global_datafile; global_datafile=NULL; } if (global_parfile) { delete global_parfile; global_parfile=NULL; } if (global_logfile) { delete global_logfile; global_logfile=NULL; } } void function_minimizer::pre_userfunction(void) { #if defined(USE_LAPLACE) if (lapprox) { if (lapprox->hesstype==2) { //lapprox->num_separable_calls=0; lapprox->separable_calls_counter=0; } } #endif userfunction(); #if defined(USE_LAPLACE) int i; if (lapprox) { if (lapprox->hesstype==2) { lapprox->num_separable_calls=lapprox->separable_calls_counter; double tmp=0.0; int inner_opt_value=inner_opt(); if (lapprox->saddlepointflag==2) { if (inner_opt_value !=0 ) { for (i=1;i<=lapprox->num_separable_calls;i++) { tmp-=(*lapprox->separable_function_difference)(i); } value(*objective_function_value::pobjfun)=tmp; } } else { for (i=1;i<=lapprox->num_separable_calls;i++) { tmp+=(*lapprox->separable_function_difference)(i); } value(*objective_function_value::pobjfun)=tmp; } } } #endif }