[R] Automatic differentiation (was: Re: D(dnorm...)?)
andersn at hawaii.edu
Thu Jan 26 20:30:14 CET 2006
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.
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,
> > 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.
> Hans Julius Skaug
> Department of Mathematics
> University of Bergen
> Johannes Brunsgate 12
> 5008 Bergen
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide!
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