adcomp/linreg_8cpp_source.html

 #include <TMB.hpp>
 template<class Type>
 Type objective_function<Type>::operator() ()
 {
   DATA_VECTOR(y);
   DATA_VECTOR(x);
   PARAMETER(a);
   PARAMETER(b);
   PARAMETER(sd);
   vector<Type> mu = a + b * x;
   Type nll = -sum(dnorm(y, mu, sd, true));
   SIMULATE {
     y = rnorm(mu, sd);  // Simulate response
     REPORT(y);          // Report the simulation
   }
   return nll;
 }

DATA_VECTOR
#define DATA_VECTOR(name)
Get data vector from R and declare it as vector<Type>
Definition: tmb_core.hpp:236

TMB.hpp
Includes and sets all stuff needed to compile the user defined objective function.

REPORT
#define REPORT(name)
Report scalar, vector or array back to R without derivative information.
Definition: tmb_core.hpp:313

SIMULATE
#define SIMULATE
Mark code that is only executed during simulation.
Definition: tmb_core.hpp:329

dnorm
Type dnorm(Type x, Type mean, Type sd, int give_log=0)
Probability density function of the normal distribution.
Definition: dnorm.hpp:17

PARAMETER
#define PARAMETER(name)
Get parameter scalar from R and declare it as Type.
Definition: tmb_core.hpp:227

sum
Type sum(Vector< Type > x)
Definition: convenience.hpp:33

rnorm
Type rnorm(Type mu, Type sigma)
Simulate from a normal distribution.
Definition: distributions_R.hpp:664

tmbutils::vector
Vector class used by TMB.
Definition: tmbutils.hpp:18