adcomp
adcomp copied to clipboard
AD computation with Template Model Builder (TMB)
Having `dlkj`, `dwishart`, and `dinvwishart` in one of the TMB namespaces would enable users to assign likelihoods to correlation or covariance matrices. I have implemented these [here](https://github.com/jaganmn/misc/tree/master/tmb_distributions). Documentation and tests...
This PR makes a few small header edits to enable including the Eigen/Tensor module in TMB previously discussed on the TMB mailing list here: https://groups.google.com/g/tmb-users/c/lIsIJ0njMOA It make the following changes:...
I found it easier to do `array.row(n)` than `array.transpose().col(n)`. Note: I'm inexperienced in C/C++. I've only tested this on my own program, and it appears to be working, but it...
… `inline` change loop order in `asSEXP` and `asMatrix` (R matrices are in column major order) fix https://github.com/kaskr/adcomp/issues/309 Notice that there is still a `value` function here: https://github.com/kaskr/adcomp/blob/52002f8dd4e022661b1f4f32986a0c40a19fbd75/TMB/inst/include/tmb_core.hpp#L803-L818 which can...
Not that important, but it would be nice to list this trick (add `CXXFLAGS += -Wno-ignored-attributes` to your `.R/Makevars` file) - along with the comment that this will trigger warnings...
#### Description: This is not likely to happen, but if a value of an unused parameter is NaN, then factor(NaN*NA) [here](https://github.com/kaskr/adcomp/blob/e499559eb805c0c8d03bc6bd036c0fb01f3c41b3/TMB/R/validation.R#L219) does not produce the right input for the map...
The fact that > You should not use `if(x)` statements where x is a PARAMETER, or is derived from a variable of type PARAMETER. (It is OK to use if...
Unfortunately the TMB wiki pages have been injected with malicious links several times. I have therefore closed for public edits. In case you want permission to edit the wiki, please...
#### Description: `obj$report()` doesn't seem to work when `MakeADFun(..., intern=TRUE)` #### Reproducible Steps: It appears that when `intern=TRUE`, the `obj$env$random` and `obj$env$last.par` are no longer visible. This then appears to...