This folder contains TMB examples. If "examp.cpp" and "examp.R" both exists then "examp" is a valid example. Test automation is provided by the files "Makefile" and "unittest.R". The purpose of the test is to verify correctness of results and to verify that the timings are reasonable. Each example is associated with a file "examp.expected.RData" with correct output from a reference test machine (For new examples this file is automatically generated, and correctness must be manually verified). Perform a full test by running
make clean
makeA file "REPORT.md" (see below) will be generated with test results and timings.
Examples in '.':
"adaptive_integration": Adaptive integration using
'tiny_ad'
"ar1_4D": Separable covariance on 4D lattice
with AR1 structure in each
direction.
"hmm": Inference in a 'double-well'
stochastic differential equation
using HMM filter.
"laplace": Laplace approximation from scratch
demonstrated on 'spatial' example.
"linreg_parallel": Parallel linear regression.
"linreg": Simple linear regression.
"longlinreg": Linear regression - 10^6
observations.
"lr_test": Illustrate map feature of TMB to
perform likelihood ratio tests on a
ragged array dataset.
"matern": Gaussian process with Matern
covariance.
"mvrw": Random walk with multivariate
correlated increments and
measurement noise.
"mvrw_sparse": Identical with random walk example.
Utilizing sparse block structure so
efficient when the number of states
is high.
"nmix": nmix example from
https://groups.nceas.ucsb.edu/non-linear-modeling/projects/nmix
"orange_big": Scaled up version of the Orange
Tree example (5000 latent random
variables)
"sam": State space assessment model from
Nielsen and Berg 2014, Fisheries
Research.
"sde_linear": Inference in a linear scalar
stochastic differential equation.
"sdv_multi_compact": Compact version of sdv_multi
"sdv_multi": Multivatiate SV model from Skaug
and Yu 2013, Comp. Stat & data
Analysis (to appear)
"socatt": socatt from ADMB example
collection.
"spatial": Spatial poisson GLMM on a grid,
with exponentially decaying
correlation function
"spde_aniso": Anisotropic version of "spde.cpp".
"spde": Illustration SPDE/INLA approach to
spatial modelling via Matern
correlation function
"thetalog": Theta logistic population model
from Pedersen et al 2012, Ecol.
Modelling.
"transform2": Beta distributed random effects
using copulas.
"transform_parallel": Parallel version of transform
"transform": Gamma distributed random effects
using copulas.
"tweedie": Estimating parameters in a Tweedie
distribution.
Min. Median Max.
adaptive_integration 0.000e+00 0.000e+00 0.000e+00
ar1_4D 0.000e+00 0.000e+00 0.000e+00
hmm 0.000e+00 0.000e+00 0.000e+00
laplace 0.000e+00 0.000e+00 0.000e+00
linreg 0.000e+00 0.000e+00 0.000e+00
linreg_parallel 0.000e+00 0.000e+00 0.000e+00
longlinreg 0.000e+00 0.000e+00 0.000e+00
matern 0.000e+00 0.000e+00 0.000e+00
mvrw 0.000e+00 0.000e+00 0.000e+00
mvrw_sparse 0.000e+00 0.000e+00 0.000e+00
nmix 0.000e+00 0.000e+00 0.000e+00
orange_big 0.000e+00 0.000e+00 0.000e+00
sam 0.000e+00 0.000e+00 0.000e+00
sde_linear 0.000e+00 0.000e+00 0.000e+00
sdv_multi_compact 0.000e+00 0.000e+00 0.000e+00
sdv_multi 0.000e+00 0.000e+00 0.000e+00
socatt 0.000e+00 0.000e+00 0.000e+00
spatial 0.000e+00 0.000e+00 0.000e+00
thetalog 0.000e+00 0.000e+00 0.000e+00
transform2 0.000e+00 0.000e+00 0.000e+00
transform 0.000e+00 0.000e+00 0.000e+00
transform_parallel 1.914e-13 4.873e-13 3.593e-11
tweedie 0.000e+00 0.000e+00 0.000e+00
validation/MVRandomWalkValidation 0.000e+00 0.000e+00 0.000e+00
validation/randomwalkvalidation 0.000e+00 0.000e+00 0.000e+00
validation/rickervalidation 0.000e+00 0.000e+00 0.000e+00
totaltime timeindex
adaptive_integration 4.717 0.9778192
ar1_4D 10.035 1.0135340
hmm 4.740 0.9618506
laplace 6.016 1.0292558
linreg 0.007 1.0000000
linreg_parallel 0.307 0.9967532
longlinreg 6.627 1.0046998
matern 4.335 1.0693143
mvrw 0.155 0.9872611
mvrw_sparse 0.146 1.0068966
nmix 0.778 1.0263852
orange_big 2.865 1.0141593
sam 3.319 1.0006030
sde_linear 0.156 0.9570552
sdv_multi_compact 3.962 1.0104565
sdv_multi 7.475 0.9946773
socatt 0.791 0.9987374
spatial 2.425 0.9958932
thetalog 0.179 0.9322917
transform2 10.829 0.9938510
transform 6.354 1.0036329
transform_parallel 3.208 0.5067130
tweedie 0.508 0.9844961
validation/MVRandomWalkValidation 2.238 0.9734667
validation/randomwalkvalidation 0.285 1.0000000
validation/rickervalidation 75.970 0.9834559
passed
adaptive_integration TRUE
ar1_4D TRUE
hmm TRUE
laplace TRUE
linreg TRUE
linreg_parallel TRUE
longlinreg TRUE
matern TRUE
mvrw TRUE
mvrw_sparse TRUE
nmix TRUE
orange_big TRUE
sam TRUE
sde_linear TRUE
sdv_multi TRUE
sdv_multi_compact TRUE
socatt TRUE
spatial TRUE
thetalog TRUE
transform TRUE
transform2 TRUE
transform_parallel TRUE
tweedie TRUE
validation/MVRandomWalkValidation TRUE
validation/randomwalkvalidation TRUE
validation/rickervalidation TRUE
Examples can be profiled using intel vtune. To profile e.g. example "spatial" run
make spatial.profileThis requires "amplxe-cl" on your path. View the profile with
amplxe-gui spatial.profile