search

kaskr / adcomp

AD computation with Template Model Builder (TMB)
Other
178 stars 80 forks source link

Documentation of importance sampler? #11

Open ghost opened 10 years ago

ghost commented 10 years ago

Hi all,

Is there any documentation of the importance sampler option "MCcontrol" in "MakeADFun"?

I know this is an option too in in ADMB-RE, and imagine its more accurate when the marginal probability of random effects are not quadratic. However, its not clear how sampling locations are chosen, or comparable across function calls. Also, should this option always be checked for important applications? Are there any best-practices recommendations?

Any guidance is appreciated, Jim

kaskr commented 10 years ago

HI,

The importance sampler code is old and needs to be re-implemented (that is why it is not yet documented).

Kasper