Did you try supplying gradient information to nlminb? (I note that nlminb is used for the optimization, but I don't see any gradient information supplied to it.) I would suspect that supplying gradient information would greatly speed up the computation (as you note in comments at http://otter-rsch.ca/tresults.htm.)
I'm curious -- when you say "R may not be a suitable platform for development for such models", what aspect of R do you feel is lacking? Is it the specific optimization routines available, or is it some other more general aspect? Also, another optimization algorithm available in R is the "L-BFGS-B" method for optim() in the MASS package. I've had extremely good experiences with using this code in S-PLUS. It can take box constraints, and can use gradient information. It is my first choice for most optimization problems, and I believe it is very widely used. Did you try using that optimization routine with this problem? -- Tony Plate dave fournier wrote: > There has recently been some discussion on the list about > AD Model builder and the suitability of R for constructing the > types of models used in fisheries management. > > https://stat.ethz.ch/pipermail/r-help/2006-January/086841.html > > https://stat.ethz.ch/pipermail/r-help/2006-January/086858.html > > I think that many R users understimate the numerical challenges > that some of the typical nonlinear statistical model used in different > fields present. R may not be a suitable platform for development for > such models. > > Around 10 years ago John Schnute, Laura Richards, and Norm Olsen > with Canadian federal fisheries undertook an investigation > comparing various statistical modeling packages for a simple > age-structured statistical model of the type commonly used in > fisheries. They compared AD Mdel Builder, Gauss, Matlab, and > Splus. Unfortunately a working model could not be produced with Splus > so its times could not be included in the comparison. It is possible > to produce a working model with the present day version of R so that > R can now be directly compared with AD Model Builder for this type of model. > > I have put the results of the test together with the original > Schnute and Richards paper and the working R and AD Model Builder > codes on Otter's web site > > http://otter-rsch.ca/tresults.htm > > The results are that AD Model builder is roughly 1000 times faster than > R for this problem. ADMB takes about 2 seconds to converge while > R takes over 90 minutes. > > This is a simple toy example. Real fisheries models are often hundred of > times more computationally intensive as this one. > > Cheers, > > Dave > ~ ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
