7 Example collection

7.1 Example overview

Example Description
adaptive_integration.cpp Adaptive integration using ‘tiny_ad’
ar1_4D.cpp Separable covariance on 4D lattice with AR1 structure in each direction.
compois.cpp Conway-Maxwell-Poisson distribution
hmm.cpp Inference in a ‘double-well’ stochastic differential equation using HMM filter.
laplace.cpp Laplace approximation from scratch demonstrated on ‘spatial’ example.
linreg.cpp Simple linear regression.
linreg_parallel.cpp Parallel linear regression.
longlinreg.cpp Linear regression - 10^6 observations.
lr_test.cpp Illustrate map feature of TMB to perform likelihood ratio tests on a ragged array dataset.
matern.cpp Gaussian process with Matern covariance.
MVRandomWalkValidation.cpp Estimate and validate a multivariate random walk model with correlated increments and correlated observations.
mvrw.cpp Random walk with multivariate correlated increments and measurement noise.
mvrw_sparse.cpp Identical with random walk example. Utilizing sparse block structure so efficient when the number of states is high.
nmix.cpp nmix example from https://groups.nceas.ucsb.edu/non-linear-modeling/projects/nmix
orange_big.cpp Scaled up version of the Orange Tree example (5000 latent random variables)
randomwalkvalidation.cpp Estimate and validate a random walk model with and without drift
register_atomic.cpp Similar to example ‘adaptive_integration’ using CppAD Romberg integration. REGISTER_ATOMIC is used to reduce tape size.
register_atomic_parallel.cpp Parallel version of ‘register_atomic’
rickervalidation.cpp Estimate and validate a Ricker model based on data simulated from the logistic map
sam.cpp State space assessment model from Nielsen and Berg 2014, Fisheries Research.
sde_linear.cpp Inference in a linear scalar stochastic differential equation.
sdv_multi.cpp Multivatiate SV model from Skaug and Yu 2013, Comp. Stat & data Analysis (to appear)
sdv_multi_compact.cpp Compact version of sdv_multi
socatt.cpp socatt from ADMB example collection.
spatial.cpp Spatial poisson GLMM on a grid, with exponentially decaying correlation function
spde.cpp Illustration SPDE/INLA approach to spatial modelling via Matern correlation function
spde_aniso.cpp Anisotropic version of “spde.cpp”.
spde_aniso_speedup.cpp Speedup “spde_aniso.cpp” by moving normalization out of the template.
thetalog.cpp Theta logistic population model from Pedersen et al 2012, Ecol. Modelling.
transform.cpp Gamma distributed random effects using copulas.
transform_parallel.cpp Parallel version of transform
transform2.cpp Beta distributed random effects using copulas.
tweedie.cpp Estimating parameters in a Tweedie distribution.