[R] Automatic differentiation (was: Re: D(dnorm...)?)

[Anders Nielsen]

I can confirm that AD Model Builder is used at the Danish 
Institute for Fisheries Research, and by fisheries people in 
and all around the Pacific.

On a few occasions I have solved a likelihood optimization 
problem in AD Model Builder, and then wrapped the binary 
in an R-package, with data read in, graphics and such, for 
others to use, as the binaries can be freely distributed.

I can recommend this approach to anyone with problems 
where 'optim' is struggling.  

I would love to see AD in R, but I think it would be difficult 
to combine many of the things that makes R so wonderful 
and flexible to work with, like logical indexing, with AD, but 
I could be wrong. 

Anders.     
     



On Thursday 26 January 2006 05:55 am, Hans Skaug wrote:
> Dear Alberto,
>
> There are fisheries people also in Europe using AD Model Builder
> (Denmark and England for instance), but you are probably right that
> it is more widespread in North America. There is also effort going
> on where people try to make assessment models written in ADMB
> callable from R.
>
> best regards,
>
> hans
>
> > think AD Model Builder is mainly used for fisheries assessment in
> > North America and, it seems, also in Australia. In Europe, R is
> > still the de-facto standard for fisheries assessment. However,
> > I'd like to support Bill Venables' suggestion. I've been
> > resisting to adopt AD model builder, or to start using again that
> > other system not unlike R, mainly because of the licence price
> > and because I really like R as a tool for almost everything. But
> > an AD function would really make a huge difference for my work.
> > There are free tools that can be used to perform AD on C or
> > Fortran code (e.g. http://www.autodiff.org). One of the
> > difficulties to use them with R is the need to translate the R
> > code into C of Fortran code, but probably there are many other
> > problems that I'm not able to see.
> >
> >Alberto
> >--
>
> _____________________________
> Hans Julius Skaug
>
> Department of Mathematics
> University of Bergen
> Johannes Brunsgate 12
> 5008 Bergen
> Norway
>
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