Re: [R] an alternative to R for nonlinear stat models

From: Arni Magnusson <arnima_at_hafro.is>
Date: Wed, 16 Jun 2010 20:40:09 +0000 (GMT)


It has been brought to my attention that the 1997 benchmark was updated in 2006, using R instead of S-Plus. and a newer computer, obviously.

The result was that ADMB converged more than 1000 times faster than R.

The model is an ecological population model, not unlike Gove et al. (2002). Anyone should be able to replicate the results, since the updated http://admb-project.org/community/benchmarks/optimization page has links to the ADMB code, R code, and the input data. The 2006 benchmark used the R optimizer nlminb(), so there are many other R optimizers that could be benchmarked today.

Any improvements are of course welcomed, although the current discussion may be focusing on the similar Gove et al. (2002) example.

I should also correct what I said about ADMB doing "optimization and nothing else", since ADMB features like random effects and MCMC are beyond the standard features of optimizers.

Arni



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