R help - Jan 2006 - Automatic differentiation (was: Re: D(dnorm...)?)

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

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
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html