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A First Order Auto-Regressive Example and Speed Test: Problem.p( y_t | u , theta )
A First Order Auto-Regressive Example and Speed Test: Problem.p( u | theta )
,
A First Order Auto-Regressive Example and Speed Test: Problem.p( y_t | u , theta )
...
User Defined Class Derived From cppad_mixed: ...
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Changes and Additions to cppad_mixed During 2016: 01-01
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Changes and Additions to cppad_mixed During 2016: 01-04
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Changes and Additions to cppad_mixed During 2016: 01-05
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Changes and Additions to cppad_mixed During 2016: 01-09
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Changes and Additions to cppad_mixed During 2016: 01-10
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Changes and Additions to cppad_mixed During 2016: 01-13
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Changes and Additions to cppad_mixed During 2016: 01-14
Changes and Additions to cppad_mixed During 2017: 01-14
Changes and Additions to cppad_mixed During 2018: 01-14
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Changes and Additions to cppad_mixed During 2016: 01-15
Changes and Additions to cppad_mixed During 2018: 01-15
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Changes and Additions to cppad_mixed During 2016: 01-16
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Changes and Additions to cppad_mixed During 2016: 01-19
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Changes and Additions to cppad_mixed During 2016: 01-21
Changes and Additions to cppad_mixed During 2018: 01-21
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Changes and Additions to cppad_mixed During 2016: 01-22
Changes and Additions to cppad_mixed During 2017: 01-22
Changes and Additions to cppad_mixed During 2018: 01-22
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Changes and Additions to cppad_mixed During 2016: 01-26
Changes and Additions to cppad_mixed During 2017: 01-26
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Changes and Additions to cppad_mixed During 2018: 02-05
Changes and Additions to cppad_mixed During 2022: 02-05
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Changes and Additions to cppad_mixed During 2016: 02-06
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Changes and Additions to cppad_mixed During 2018: 02-07
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Changes and Additions to cppad_mixed During 2018: 02-10
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Changes and Additions to cppad_mixed During 2018: 02-11
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Changes and Additions to cppad_mixed During 2018: 02-12
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Changes and Additions to cppad_mixed During 2018: 02-20
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Changes and Additions to cppad_mixed During 2016: 02-26
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Changes and Additions to cppad_mixed During 2017: 03-01
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Changes and Additions to cppad_mixed During 2017: 03-02
Changes and Additions to cppad_mixed During 2021: 03-02
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Changes and Additions to cppad_mixed During 2022: 03-04
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Changes and Additions to cppad_mixed During 2017: 03-06
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Changes and Additions to cppad_mixed During 2022: 03-07
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Changes and Additions to cppad_mixed During 2017: 03-08
Changes and Additions to cppad_mixed During 2022: 03-08
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Changes and Additions to cppad_mixed During 2016: 03-09
Changes and Additions to cppad_mixed During 2017: 03-09
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Changes and Additions to cppad_mixed During 2017: 03-10
Changes and Additions to cppad_mixed During 2018: 03-10
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Changes and Additions to cppad_mixed During 2017: 03-11
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Changes and Additions to cppad_mixed During 2017: 03-12
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Changes and Additions to cppad_mixed During 2020: 03-15
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Changes and Additions to cppad_mixed During 2020: 03-18
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Changes and Additions to cppad_mixed During 2017: 03-20
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Changes and Additions to cppad_mixed During 2018: 03-22
Changes and Additions to cppad_mixed During 2020: 03-22
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Changes and Additions to cppad_mixed During 2020: 03-23
Changes and Additions to cppad_mixed During 2022: 03-23
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Changes and Additions to cppad_mixed During 2017: 03-25
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Changes and Additions to cppad_mixed During 2020: 03-28
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Changes and Additions to cppad_mixed During 2017: 12-28
2015
Changes and Additions to cppad_mixed During 2015
2016
Changes and Additions to cppad_mixed During 2016
2017
Changes and Additions to cppad_mixed During 2017
2018
Changes and Additions to cppad_mixed During 2018
2019
Changes and Additions to cppad_mixed During 2019
2020
Changes and Additions to cppad_mixed During 2020
2020
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03
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22
Observed Information Matrix: Example and Test: Deprecated 2020-03-22
Compute the Observed Information For Fixed Effects: Deprecated 2020-03-22
cppad_mixed: Public Declarations: information_mat, Deprecated 2020-03-22
2021
Changes and Additions to cppad_mixed During 2021
2022
Changes and Additions to cppad_mixed During 2022
A
a
*
u
^(
theta
)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Random Constraint Function, A*u^(theta)
a1
_
double
Types Defined in the CppAD Mixed Namespace: Scalar Types.a1_double
User Defined Fixed Effects Constraint Function: a1_double
User Defined Fixed Likelihood Function: a1_double
a1
_
sparse
_
rcv
Types Defined in the CppAD Mixed Namespace: Sparse Types.a1_sparse_rcv
a1
_
vector
Types Defined in the CppAD Mixed Namespace: Vector Types.a1_vector
a
_
nnz
Initialization After Constructor: size_map.A_nnz
a
_
nr
Initialization After Constructor: size_map.A_nr
a
_
rcv
User Defined Class Derived From cppad_mixed: A_rcv
aborting
CppAD Mixed Wish List: Aborting Optimization
absolute
Absolute Value In Log-Density: Example and Test
accept
_
after
_
max
_
steps
Optimize Fixed Effects: fixed_ipopt_options.accept_after_max_steps
actual
_
seed
A Capture Example and Speed Test: Output.actual_seed
A First Order Auto-Regressive Example and Speed Test: Output.actual_seed
additions
Changes and Additions to cppad_mixed During 2015
Changes and Additions to cppad_mixed During 2016
Changes and Additions to cppad_mixed During 2017
Changes and Additions to cppad_mixed During 2018
Changes and Additions to cppad_mixed During 2019
Changes and Additions to cppad_mixed During 2020
Changes and Additions to cppad_mixed During 2021
Changes and Additions to cppad_mixed During 2022
Changes and Additions to cppad_mixed
after
Initialization After Constructor
alpha
_
du
Ipopt Trace Information: alpha_du
Description of Ipopt Tracing Output: alpha_du
alpha
_
pr
Ipopt Trace Information: alpha_pr
Description of Ipopt Tracing Output: alpha_pr
also
Example Programs That are Also Speed and Memory Tests
Simulation the Posterior Distribution for Random Effects: See Also
Sample Posterior for Fixed Effects: See Also
User Defined Class Derived From cppad_mixed: See Also
api
Changes and Additions to cppad_mixed During 2020: 03-15.API Change
User API Examples
approximate
Laplace Approximation for Mixed Effects Models: Approximate Random Constraint Function, B(beta, theta, u)
Laplace Approximation for Mixed Effects Models: Approximate Laplace Objective, H(beta, theta, u)
Laplace Approximation for Mixed Effects Models: Approximate Optimal Random Effects
approximation
Optimize Fixed Effects: Laplace Approximation
Laplace Approximation for Mixed Effects Models: Objective.Laplace Approximation, h(theta, u)
Laplace Approximation for Mixed Effects Models
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519
ar1
_
xam
Example Using ar1_xam
ar1
_
xam
_
ok
A First Order Auto-Regressive Example and Speed Test: Output.ar1_xam_ok
are
Example Programs That are Also Speed and Memory Tests
User API Examples: Programs That are Examples and Speed Tests
argument
An Ipopt Options Argument
arguments
A Capture Example and Speed Test: Command Arguments
A First Order Auto-Regressive Example and Speed Test: Command Arguments
assumption
Laplace Approximation for Mixed Effects Models: Random Likelihood, f(theta, u).Assumption
asymptotic
CppAD Mixed Wish List: Better Asymptotic Statistics
auto
-
regressive
A First Order Auto-Regressive Example and Speed Test
B
b
(
beta
Laplace Approximation for Mixed Effects Models: Approximate Random Constraint Function, B(beta, theta, u)
begin
Types Defined in the CppAD Mixed Namespace: Begin Namespace
better
CppAD Mixed Wish List: Better Asymptotic Statistics
bin
/
run
_
cmake
.
sh
:
bin/run_cmake.sh: User Configuration Options
bool
_
sparsity
A Capture Example and Speed Test: Command Arguments.bool_sparsity
A First Order Auto-Regressive Example and Speed Test: Command Arguments.bool_sparsity
User Defined Class Derived From cppad_mixed: bool_sparsity
bounds
Warm Starting Optimization: Example and Test: Bounds
brief
CppAD Mixed Exceptions: brief
build
_
type
Example and Test Using the Installed Version of cppad_mixed: build_type
bin/run_cmake.sh: User Configuration Options: build_type
C
c
Mathematical Notation: c
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Problem.Fixed Constraints, c
c
(
theta
)
A Capture Example and Speed Test: c(theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Fixed Constraint Function, c(theta)
c
++
Installing cppad_mixed in Unix: System Requirements.C++ Compiler
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519
c
_
l
Mathematical Notation: c_L
c
_
u
Mathematical Notation: c_U
called
User API Examples: Functions Defined by cppad_mixed and Called by User
User API Examples: Functions Defined by User and Called by cppad_mixed
callgrind
Example Using capture_xam: test2run.callgrind
Example Using ar1_xam: test2run.callgrind
capture
A Capture Example and Speed Test
capture
_
xam
Example Using capture_xam
capture
_
xam
_
ok
A Capture Example and Speed Test: Output.capture_xam_ok
catcher
CppAD Mixed Exceptions: catcher
cause
Random Effects Variance May Cause Data Mismatch
change
Changes and Additions to cppad_mixed During 2020: 03-15.API Change
changes
Changes and Additions to cppad_mixed During 2015
Changes and Additions to cppad_mixed During 2016
Changes and Additions to cppad_mixed During 2017
Changes and Additions to cppad_mixed During 2018
Changes and Additions to cppad_mixed During 2019
Changes and Additions to cppad_mixed During 2020
Changes and Additions to cppad_mixed During 2021
Changes and Additions to cppad_mixed During 2022
Changes and Additions to cppad_mixed
check
Installing cppad_mixed in Unix: cppad_mixed.Check
class
User Defined Class Derived From cppad_mixed
class
:
mixed_cppad Derived Class: Example and Test
cmake
Installing cppad_mixed in Unix: cppad_mixed.Cmake Command
Installing cppad_mixed in Unix: System Requirements.cmake
cmake
_
install
_
prefix
bin/run_cmake.sh: User Configuration Options: cmake_install_prefix
cmake
_
libdir
Example and Test Using the Installed Version of cppad_mixed: cmake_libdir
bin/run_cmake.sh: User Configuration Options: cmake_libdir
code
Example Using capture_xam: test2run.Source Code
A Capture Example and Speed Test: Source Code
Example Using ar1_xam: test2run.Source Code
A First Order Auto-Regressive Example and Speed Test: Source Code
Optimize Fixed Effects: Example and Test: Source Code
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Source Code Repository
col
Sparse Matrix Information: col
column
Sparse Matrix Information: Notation.Column Major Order
command
A Capture Example and Speed Test: Command Arguments
A First Order Auto-Regressive Example and Speed Test: Command Arguments
Installing cppad_mixed in Unix: cppad_mixed.Cmake Command
compile
Example and Test Using the Installed Version of cppad_mixed: Compile and Link
compiler
Installing cppad_mixed in Unix: System Requirements.Fortran Compiler
Installing cppad_mixed in Unix: System Requirements.C++ Compiler
compute
Compute the Observed Information For Fixed Effects
Compute the Hessian of The Random Effects Objective
Compute the Hessian of The Fixed Effects Objective
conditional
Sample Posterior for Fixed Effects Using Conditional Covariance: Theory.Conditional Covariance
Sample Posterior for Fixed Effects Using Conditional Covariance
configuration
bin/run_cmake.sh: User Configuration Options
constant
Sample Posterior for Fixed Effects: Constant Fixed Effects
User Defined Fixed Likelihood Function: vec.constant
User Defined Random Likelihood Function: vec.constant
constraint
Sample Posterior for Fixed Effects Using Conditional Covariance: Theory.Constraint Equations
User Defined Fixed Effects Constraint Function
Laplace Approximation for Mixed Effects Models: Approximate Random Constraint Function, B(beta, theta, u)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Random Constraint Function, A*u^(theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Random Constraint Matrix, A
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Fixed Constraint Function, c(theta)
constraints
Constraints On Random Effects: Example and Test
Sample Posterior for Fixed Effects: Constraints
Laplace Approximation for Mixed Effects Models: Hessian of Random Constraints
Laplace Approximation for Mixed Effects Models: Derivative of Random Constraints
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Problem.Random Constraints
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Problem.Fixed Constraints, c
constraints
:
Using Constraints: Example and Test
constructor
Initialization After Constructor
cppad_mixed: Public Declarations: constructor
convention
Optimal Solution Returned by optimize_fixed: Convention
covariance
Simulation the Posterior Distribution for Random Effects: Covariance
Sample Posterior for Fixed Effects Using Conditional Covariance: Theory.Conditional Covariance
Sample Posterior for Fixed Effects Using Conditional Covariance: Theory.Unconstrained Subset Covariance
Sample Posterior for Fixed Effects Using Conditional Covariance
Sample Posterior for Fixed Effects: Covariance
cppad
CppAD Mixed Wish List
CppAD Mixed Exceptions
Types Defined in the CppAD Mixed Namespace
User Defined Class Derived From cppad_mixed: CppAD ErrorHandler
cppad_mixed: Public Declarations: Cppad Mixed Types
Installing cppad_mixed in Unix: Special Requirements.CppAD
cppad
::
mixed
The CppAD::mixed Namespace Public Declarations
cppad
_
mixed
Changes and Additions to cppad_mixed During 2015
Changes and Additions to cppad_mixed During 2016
Changes and Additions to cppad_mixed During 2017
Changes and Additions to cppad_mixed During 2018
Changes and Additions to cppad_mixed During 2019
Changes and Additions to cppad_mixed During 2020
Changes and Additions to cppad_mixed During 2021
Changes and Additions to cppad_mixed During 2022
Changes and Additions to cppad_mixed
User API Examples: Functions Defined by cppad_mixed and Called by User
User API Examples: Functions Defined by User and Called by cppad_mixed
User Defined Class Derived From cppad_mixed: cppad_mixed
User Defined Class Derived From cppad_mixed
Example and Test Using the Installed Version of cppad_mixed
Installing cppad_mixed in Unix: Example.Using cppad_mixed
Installing cppad_mixed in Unix: cppad_mixed
Installing cppad_mixed in Unix
cppad
_
mixed
-
20220519
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519
cppad
_
mixed
.
pc
bin/run_cmake.sh: User Configuration Options: cmake_libdir.cppad_mixed.pc
cppad
_
mixed
:
cppad_mixed: Public Declarations
cppad
_
mixed
_
version
A Capture Example and Speed Test: Output.cppad_mixed_version
A First Order Auto-Regressive Example and Speed Test: Output.cppad_mixed_version
create
Example and Test Using the Installed Version of cppad_mixed: Create Temporary
D
d
_
norm
Ipopt Trace Information: d_norm
d
_
sparse
_
rcv
CppAD Mixed Wish List: d_sparse_rcv
Types Defined in the CppAD Mixed Namespace: Sparse Types.d_sparse_rcv
d
_
vector
Types Defined in the CppAD Mixed Namespace: Vector Types.d_vector
data
Random Effects Variance May Cause Data Mismatch
A First Order Auto-Regressive Example and Speed Test: Problem.Data
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Random Data Density, p(y|theta,u)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Fixed Data Density, p(z|theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Data, y, z
debug
bin/run_cmake.sh: User Configuration Options: Debug and Release
declarations
The CppAD::mixed Namespace Public Declarations
cppad_mixed: Public Declarations
default
User Defined Fixed Effects Constraint Function: vec.Default
User Defined Fixed Likelihood Function: vec.Default
User Defined Random Likelihood Function: vec.Default
defined
User API Examples: Functions Defined by cppad_mixed and Called by User
User API Examples: Functions Defined by User and Called by cppad_mixed
Types Defined in the CppAD Mixed Namespace
User Defined Fixed Effects Constraint Function
User Defined Fixed Likelihood Function
User Defined Random Likelihood Function
User Defined Class Derived From cppad_mixed
cppad_mixed: Public Declarations: User Defined Functions
demonstrate
User API Examples: Demonstrate Specific Features
density
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Random Data Density, p(y|theta,u)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Random Prior Density, p(u|theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Fixed Data Density, p(z|theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Fixed Prior Density, p(theta)
deprecated
Observed Information Matrix: Example and Test: Deprecated 2020-03-22
Compute the Observed Information For Fixed Effects: Deprecated 2020-03-22
cppad_mixed: Public Declarations: information_mat, Deprecated 2020-03-22
derivative
Laplace Approximation for Mixed Effects Models: Derivative of Laplace Objective
Laplace Approximation for Mixed Effects Models: Derivative of Random Constraints
Laplace Approximation for Mixed Effects Models: Derivative of Optimal Random Effects
derivative
_
test
A Capture Example and Speed Test: Command Arguments.derivative_test
A First Order Auto-Regressive Example and Speed Test: Command Arguments.derivative_test
Optimize Fixed Effects: fixed_ipopt_options.derivative_test
derivatives
Random Effects Variance May Cause Data Mismatch: Derivatives
derived
mixed_cppad Derived Class: Example and Test
User Defined Class Derived From cppad_mixed
description
CppAD Mixed Exceptions: description
Description of Ipopt Tracing Output
destructor
cppad_mixed: Public Declarations: destructor
discussion
Description of Ipopt Tracing Output: Discussion
distribution
Simulation the Posterior Distribution for Random Effects
download
Installing cppad_mixed in Unix: Download
during
Changes and Additions to cppad_mixed During 2015
Changes and Additions to cppad_mixed During 2016
Changes and Additions to cppad_mixed During 2017
Changes and Additions to cppad_mixed During 2018
Changes and Additions to cppad_mixed During 2019
Changes and Additions to cppad_mixed During 2020
Changes and Additions to cppad_mixed During 2021
Changes and Additions to cppad_mixed During 2022
Nan's During Optimization of Random Effects: Example and Test
E
effects
Random Effects Variance May Cause Data Mismatch
Compute the Observed Information For Fixed Effects
Sample From Fixed Effects Posterior: Example and Test
Simulation the Posterior Distribution for Random Effects
Sample Posterior for Fixed Effects Using Conditional Covariance: Theory.Fixed Effects Subset
Sample Posterior for Fixed Effects Using Conditional Covariance
Sample From Fixed Effects Posterior: Example and Test
Sample Posterior for Fixed Effects: Constant Fixed Effects
Sample Posterior for Fixed Effects
Hessian of Random Effects Objective: Example and Test
Compute the Hessian of The Random Effects Objective
Hessian of Fixed Effects Objective: Example and Test
Compute the Hessian of The Fixed Effects Objective
Optimize Fixed Effects
Optimize Random Effects
User Defined Fixed Effects Constraint Function
Laplace Approximation for Mixed Effects Models: Approximate Optimal Random Effects
Laplace Approximation for Mixed Effects Models: Derivative of Optimal Random Effects
Laplace Approximation for Mixed Effects Models: Objective.Fixed Effects Objective, L(theta)
Laplace Approximation for Mixed Effects Models: Optimal Random Effects, u^(theta)
Laplace Approximation for Mixed Effects Models: Random Likelihood, f(theta, u).Random Effects Objective
Laplace Approximation for Mixed Effects Models
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Problem.No Random Effects
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Optimal Random Effects, u^(theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Random Effects, u
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Fixed Effects, theta
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519
effects
:
Nan's During Optimization of Random Effects: Example and Test
Lasso on Fixed Effects: Example and Test
Constraints On Random Effects: Example and Test
No Random Effects: Example and Test
Optimize Fixed Effects: Example and Test
Optimize Random Effects: Example and Test
eigen
bin/run_cmake.sh: User Configuration Options: Eigen Prefix
Installing cppad_mixed in Unix: Special Requirements.eigen
empty
Sparse Matrix Information: Notation.Empty Matrix
end
Types Defined in the CppAD Mixed Namespace: End Namespace
equations
Sample Posterior for Fixed Effects Using Conditional Covariance: Theory.Constraint Equations
error
_
msg
Simulation the Posterior Distribution for Random Effects: error_msg
Sample Posterior for Fixed Effects: error_msg
errorhandler
User Defined Class Derived From cppad_mixed: CppAD ErrorHandler
evaluation
_
method
Optimize Random Effects: options.evaluation_method
example
Warm Starting Optimization: Example and Test
Nan's During Optimization of Random Effects: Example and Test
Lasso on Fixed Effects: Example and Test
Constraints On Random Effects: Example and Test
No Random Effects: Example and Test
Absolute Value In Log-Density: Example and Test
Example Using capture_xam
A Capture Example and Speed Test: Example
A Capture Example and Speed Test
Example Using ar1_xam
A First Order Auto-Regressive Example and Speed Test: Example
A First Order Auto-Regressive Example and Speed Test
Example Programs That are Also Speed and Memory Tests
Manage GSL Random Number Generator: Example and Test
Set, Get, And Free A GSL Random Number Generator: Example
Observed Information Matrix: Example and Test
Compute the Observed Information For Fixed Effects: Example
Sample From Fixed Effects Posterior: Example and Test
Simulation the Posterior Distribution for Random Effects: Example
Sample Posterior for Fixed Effects Using Conditional Covariance: Example
Sample From Fixed Effects Posterior: Example and Test
Sample Posterior for Fixed Effects: Example
Hessian of Random Effects Objective: Example and Test
Compute the Hessian of The Random Effects Objective: Example
Hessian of Fixed Effects Objective: Example and Test
Compute the Hessian of The Fixed Effects Objective: Example
Optimize Fixed Effects: Example and Test
Optimize Fixed Effects: Example
Optimize Fixed Effects: warm_start.Example
Optimize Random Effects: Example and Test
Optimize Random Effects: Example
Initialization After Constructor: Example
Using Constraints: Example and Test
User Defined Fixed Effects Constraint Function: Example
Random Likelihood: Example and Test
User Defined Fixed Likelihood Function: Example
Random Likelihood: Example and Test
User Defined Random Likelihood Function: Example
mixed_cppad Derived Class: Example and Test
User Defined Class Derived From cppad_mixed: Example
Example and Test Using the Installed Version of cppad_mixed: Run Example
Example and Test Using the Installed Version of cppad_mixed
An Example Installation
Installing cppad_mixed in Unix: Example
example
_
file
Example and Test Using the Installed Version of cppad_mixed: example_file
example
_
name
Example and Test Using the Installed Version of cppad_mixed: example_name
examples
CppAD Mixed Wish List: Examples
User API Examples: Programs That are Examples and Speed Tests
User API Examples
exceptions
CppAD Mixed Exceptions
extra
_
cxx
_
flags
bin/run_cmake.sh: User Configuration Options: extra_cxx_flags
F
f
(
theta
Laplace Approximation for Mixed Effects Models: Random Likelihood, f(theta, u)
false
User Defined Class Derived From cppad_mixed: quasi_fixed.false
fatal
_
error
cppad_mixed: Public Declarations: User Defined Functions.fatal_error
features
User API Examples: Demonstrate Specific Features
fields
Initialization After Constructor: size_map.Other Fields
final
_
bytes
A Capture Example and Speed Test: Output.final_bytes
A First Order Auto-Regressive Example and Speed Test: Output.final_bytes
first
A First Order Auto-Regressive Example and Speed Test
Optimize Fixed Effects: Example and Test: First Order Partials
Laplace Approximation for Mixed Effects Models: Approximate Optimal Random Effects.First Order, U(beta, theta, u)
fix
_
con
_
lag
Optimal Solution Returned by optimize_fixed: fix_con_lag
fix
_
constraint
cppad_mixed: Public Declarations: User Defined Functions.fix_constraint
fix
_
constraint
_
lower
Optimize Fixed Effects: fix_constraint_lower
fix
_
constraint
_
upper
Optimize Fixed Effects: fix_constraint_upper
fix
_
like
_
fun
.
size
_
var
Initialization After Constructor: size_map.fix_like_fun.size_var
fix
_
likelihood
cppad_mixed: Public Declarations: User Defined Functions.fix_likelihood
fixed
CppAD Mixed Wish List: Fixed Likelihood Hessian
Lasso on Fixed Effects: Example and Test
Compute the Observed Information For Fixed Effects
Sample From Fixed Effects Posterior: Example and Test
Sample Posterior for Fixed Effects Using Conditional Covariance: Theory.Fixed Effects Subset
Sample Posterior for Fixed Effects Using Conditional Covariance
Sample From Fixed Effects Posterior: Example and Test
Sample Posterior for Fixed Effects: Constant Fixed Effects
Sample Posterior for Fixed Effects
Hessian of Fixed Effects Objective: Example and Test
Compute the Hessian of The Fixed Effects Objective
Optimize Fixed Effects: Example and Test
Optimize Fixed Effects
User Defined Fixed Effects Constraint Function
User Defined Fixed Likelihood Function
Laplace Approximation for Mixed Effects Models: Objective.Fixed Effects Objective, L(theta)
Laplace Approximation for Mixed Effects Models: Fixed Likelihood, g(theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Problem.Fixed Constraints, c
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Fixed Constraint Function, c(theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Fixed Data Density, p(z|theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Fixed Prior Density, p(theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Fixed Effects, theta
fixed
_
in
Optimize Fixed Effects: fixed_in
fixed
_
ipopt
_
options
Optimize Fixed Effects: fixed_ipopt_options
fixed
_
lag
Optimal Solution Returned by optimize_fixed: fixed_lag
fixed
_
lower
Sample Posterior for Fixed Effects Using Conditional Covariance: fixed_lower
Sample Posterior for Fixed Effects: fixed_lower
Optimize Fixed Effects: fixed_lower
fixed
_
opt
Optimal Solution Returned by optimize_fixed: fixed_opt
fixed
_
scale
Optimize Fixed Effects: fixed_scale
fixed
_
upper
Sample Posterior for Fixed Effects Using Conditional Covariance: fixed_upper
Sample Posterior for Fixed Effects: fixed_upper
Optimize Fixed Effects: fixed_upper
fixed
_
vec
Simulation the Posterior Distribution for Random Effects: fixed_vec
Compute the Hessian of The Random Effects Objective: fixed_vec
Compute the Hessian of The Fixed Effects Objective: fixed_vec
Optimize Random Effects: fixed_vec
Initialization After Constructor: fixed_vec
User Defined Fixed Effects Constraint Function: fixed_vec
User Defined Fixed Likelihood Function: fixed_vec
User Defined Random Likelihood Function: fixed_vec
for
_
hes
_
sparsity
bin/run_cmake.sh: User Configuration Options: for_hes_sparsity
format
An Ipopt Options Argument: Format
fortran
Installing cppad_mixed in Unix: System Requirements.Fortran Compiler
free
Set, Get, And Free A GSL Random Number Generator
free
_
gsl
_
rng
Set, Get, And Free A GSL Random Number Generator: free_gsl_rng
from
Sample From Fixed Effects Posterior: Example and Test
Sample From Fixed Effects Posterior: Example and Test
User Defined Class Derived From cppad_mixed
function
User Defined Fixed Effects Constraint Function: Virtual Function
User Defined Fixed Effects Constraint Function
User Defined Fixed Likelihood Function: Virtual Function
User Defined Fixed Likelihood Function
User Defined Random Likelihood Function: Virtual Function
User Defined Random Likelihood Function
Laplace Approximation for Mixed Effects Models: Approximate Random Constraint Function, B(beta, theta, u)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Random Constraint Function, A*u^(theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Fixed Constraint Function, c(theta)
functions
User API Examples: Functions Defined by cppad_mixed and Called by User
User API Examples: Functions Defined by User and Called by cppad_mixed
cppad_mixed: Public Declarations: User Defined Functions
G
g
Mathematical Notation: g
g
(
theta
)
Laplace Approximation for Mixed Effects Models: Fixed Likelihood, g(theta)
g
_
info
Ipopt Warm Start Information: g_info
generator
Set, Get, And Free A GSL Random Number Generator
generator
:
Manage GSL Random Number Generator: Example and Test
get
Set, Get, And Free A GSL Random Number Generator
get
_
gsl
_
rng
Set, Get, And Free A GSL Random Number Generator: get_gsl_rng
git
Installing cppad_mixed in Unix: System Requirements.git
gsl
Manage GSL Random Number Generator: Example and Test
Set, Get, And Free A GSL Random Number Generator
Installing cppad_mixed in Unix: System Requirements.gsl
gsl
_
libs
Example and Test Using the Installed Version of cppad_mixed: gsl_libs
H
h
Mathematical Notation: H
Mathematical Notation: h
h
(
beta
Laplace Approximation for Mixed Effects Models: Approximate Laplace Objective, H(beta, theta, u)
h
(
theta
Laplace Approximation for Mixed Effects Models: Objective.Laplace Approximation, h(theta, u)
hes
_
fixed
_
obj
cppad_mixed: Public Declarations: hes_fixed_obj
hes
_
fixed
_
obj
_
rcv
Sample Posterior for Fixed Effects: hes_fixed_obj_rcv
Compute the Hessian of The Fixed Effects Objective: hes_fixed_obj_rcv
hes
_
random
_
obj
cppad_mixed: Public Declarations: hes_random_obj
hes
_
random
_
obj
_
rcv
Compute the Hessian of The Random Effects Objective: hes_random_obj_rcv
hessian
CppAD Mixed Wish List: Fixed Likelihood Hessian
Hessian of Random Effects Objective: Example and Test
Compute the Hessian of The Random Effects Objective
Hessian of Fixed Effects Objective: Example and Test
Compute the Hessian of The Fixed Effects Objective
Laplace Approximation for Mixed Effects Models: Hessian of Random Constraints
Laplace Approximation for Mixed Effects Models: Hessian of Laplace Objective
hessian
_
approximation
Optimize Fixed Effects: fixed_ipopt_options.hessian_approximation
hold
_
memory
A Capture Example and Speed Test: Command Arguments.hold_memory
A First Order Auto-Regressive Example and Speed Test: Command Arguments.hold_memory
I
inf
Optimize Fixed Effects: inf
inf
_
du
Ipopt Trace Information: inf_du
Description of Ipopt Tracing Output: inf_du
inf
_
pr
Ipopt Trace Information: inf_pr
Description of Ipopt Tracing Output: inf_pr
information
Ipopt Trace Information
Ipopt Warm Start Information
Sparse Matrix Information
Observed Information Matrix: Example and Test
Compute the Observed Information For Fixed Effects
Laplace Approximation for Mixed Effects Models: Sparse Observed Information
information
_
info
Sample Posterior for Fixed Effects Using Conditional Covariance: information_info
information
_
mat
cppad_mixed: Public Declarations: information_mat, Deprecated 2020-03-22
information
_
mat
_
seconds
A Capture Example and Speed Test: Output.information_mat_seconds
A First Order Auto-Regressive Example and Speed Test: Output.information_mat_seconds
information
_
rcv
Compute the Observed Information For Fixed Effects: information_rcv
initialization
Initialization After Constructor
initialize
cppad_mixed: Public Declarations: initialize
initialize
_
bytes
A Capture Example and Speed Test: Output.initialize_bytes
A First Order Auto-Regressive Example and Speed Test: Output.initialize_bytes
initialize
_
seconds
A Capture Example and Speed Test: Output.initialize_seconds
A First Order Auto-Regressive Example and Speed Test: Output.initialize_seconds
install
CppAD Mixed Wish List: Windows Install
Installing cppad_mixed in Unix: cppad_mixed.Install
installation
An Example Installation
Installing cppad_mixed in Unix: Example.Installation
installed
Example and Test Using the Installed Version of cppad_mixed
installing
Installing cppad_mixed in Unix
integer
An Ipopt Options Argument: Integer
ipopt
Ipopt Trace Information
Ipopt Warm Start Information
Description of Ipopt Tracing Output
An Ipopt Options Argument
Installing cppad_mixed in Unix: Special Requirements.Ipopt
ipopt
_
fixed
Optimize Fixed Effects: ipopt_fixed
ipopt
_
libs
Example and Test Using the Installed Version of cppad_mixed: ipopt_libs
ipopt
_
solve
A Capture Example and Speed Test: Command Arguments.ipopt_solve
A First Order Auto-Regressive Example and Speed Test: Command Arguments.ipopt_solve
iter
Ipopt Trace Information: iter
Description of Ipopt Tracing Output: iter
iterations
Warm Starting Optimization: Example and Test: Maximum Iterations
K
k
Sparse Matrix Information: row.K
L
l
Mathematical Notation: L
l
(
theta
)
Laplace Approximation for Mixed Effects Models: Objective.Fixed Effects Objective, L(theta)
lambda
Ipopt Warm Start Information: g_info.lambda
laplace
Optimize Fixed Effects: Laplace Approximation
Laplace Approximation for Mixed Effects Models: Hessian of Laplace Objective
Laplace Approximation for Mixed Effects Models: Approximate Laplace Objective, H(beta, theta, u)
Laplace Approximation for Mixed Effects Models: Derivative of Laplace Objective
Laplace Approximation for Mixed Effects Models: Objective.Laplace Objective, r(theta)
Laplace Approximation for Mixed Effects Models: Objective.Laplace Approximation, h(theta, u)
Laplace Approximation for Mixed Effects Models
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519
lasso
Lasso on Fixed Effects: Example and Test
ld
_
library
_
path
Example and Test Using the Installed Version of cppad_mixed: LD_LIBRARY_PATH
Installing cppad_mixed in Unix: Paths.LD_LIBRARY_PATH
ldlt
_
cholmod
A Capture Example and Speed Test: Output.ldlt_cholmod
A First Order Auto-Regressive Example and Speed Test: Output.ldlt_cholmod
bin/run_cmake.sh: User Configuration Options: ldlt_cholmod
lg
(
mu
)
Description of Ipopt Tracing Output: lg(mu)
lg
(
rg
)
Description of Ipopt Tracing Output: lg(rg)
license
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: License
likelihood
CppAD Mixed Wish List: Fixed Likelihood Hessian
User Defined Fixed Likelihood Function
User Defined Random Likelihood Function
Laplace Approximation for Mixed Effects Models: Fixed Likelihood, g(theta)
Laplace Approximation for Mixed Effects Models: Random Likelihood, f(theta, u)
Laplace Approximation for Mixed Effects Models: Total Likelihood
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Problem.Maximum Likelihood
likelihood
:
Random Likelihood: Example and Test
Random Likelihood: Example and Test
link
Example and Test Using the Installed Version of cppad_mixed: Compile and Link
linking
Installing cppad_mixed in Unix: Example.Linking
list
CppAD Mixed Wish List
log
-
density
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Negative Log-Density Vector
log
-
density
:
Absolute Value In Log-Density: Example and Test
lower
Sparse Matrix Information: Notation.Lower Triangular
ls
Description of Ipopt Tracing Output: ls
ls
_
trials
Ipopt Trace Information: ls_trials
M
m
_
i
A Capture Example and Speed Test: M_i
main
Example and Test Using the Installed Version of cppad_mixed: main
major
Sparse Matrix Information: Notation.Row Major Order
Sparse Matrix Information: Notation.Column Major Order
manage
Manage GSL Random Number Generator: Example and Test
manage
_
gsl
_
rng
Simulation the Posterior Distribution for Random Effects: manage_gsl_rng
Sample Posterior for Fixed Effects Using Conditional Covariance: manage_gsl_rng
Sample Posterior for Fixed Effects: manage_gsl_rng
massif
Example Using capture_xam: test2run.massif
Example Using ar1_xam: test2run.massif
mathematical
Mathematical Notation
matrix
Sparse Matrix Information: Notation.Empty Matrix
Sparse Matrix Information: Notation.Sparse Matrix
Sparse Matrix Information
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Random Constraint Matrix, A
matrix
:
Observed Information Matrix: Example and Test
max
_
iter
Optimize Fixed Effects: fixed_ipopt_options.max_iter
max
_
population
A Capture Example and Speed Test: Command Arguments.max_population
maximum
Warm Starting Optimization: Example and Test: Maximum Iterations
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Problem.Maximum Likelihood
may
Random Effects Variance May Cause Data Mismatch
mean
_
logit
_
probability
A Capture Example and Speed Test: Command Arguments.mean_logit_probability
mean
_
logit
_
probability
_
estimate
A Capture Example and Speed Test: Output.mean_logit_probability_estimate
mean
_
logit
_
probability
_
ratio
A Capture Example and Speed Test: Output.mean_logit_probability_ratio
mean
_
logit
_
probability
_
std
A Capture Example and Speed Test: Output.mean_logit_probability_std
mean
_
population
A Capture Example and Speed Test: Command Arguments.mean_population
mean
_
population
_
estimate
A Capture Example and Speed Test: Output.mean_population_estimate
mean
_
population
_
ratio
A Capture Example and Speed Test: Output.mean_population_ratio
mean
_
population
_
std
A Capture Example and Speed Test: Output.mean_population_std
memory
Example Programs That are Also Speed and Memory Tests
bin/run_cmake.sh: User Configuration Options: Testing Speed and Memory
method
Sample Posterior for Fixed Effects: Other Method
mismatch
Random Effects Variance May Cause Data Mismatch: Mismatch
Random Effects Variance May Cause Data Mismatch
mixed
CppAD Mixed Wish List
CppAD Mixed Exceptions
Types Defined in the CppAD Mixed Namespace
cppad_mixed: Public Declarations: Cppad Mixed Types
Laplace Approximation for Mixed Effects Models
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519
mixed
_
cppad
mixed_cppad Derived Class: Example and Test
mixed
_
derived
User Defined Class Derived From cppad_mixed: mixed_derived
mixed
_
object
Compute the Observed Information For Fixed Effects: mixed_object
Simulation the Posterior Distribution for Random Effects: mixed_object
Sample Posterior for Fixed Effects Using Conditional Covariance: mixed_object
Sample Posterior for Fixed Effects: mixed_object
Compute the Hessian of The Random Effects Objective: mixed_object
Compute the Hessian of The Fixed Effects Objective: mixed_object
Optimize Fixed Effects: mixed_object
Optimize Random Effects: mixed_object
Initialization After Constructor: mixed_object
User Defined Fixed Effects Constraint Function: mixed_object
User Defined Fixed Likelihood Function: mixed_object
User Defined Random Likelihood Function: mixed_object
User Defined Class Derived From cppad_mixed: mixed_object
model
Warm Starting Optimization: Example and Test: Model
Random Effects Variance May Cause Data Mismatch: Model
Lasso on Fixed Effects: Example and Test: Model
No Random Effects: Example and Test: Model
Absolute Value In Log-Density: Example and Test: Model
Observed Information Matrix: Example and Test: Model
Hessian of Fixed Effects Objective: Example and Test: Model
Optimize Fixed Effects: Example and Test: Model
Using Constraints: Example and Test: Model
models
Laplace Approximation for Mixed Effects Models
models
:
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519
mu
Ipopt Trace Information: mu
Ipopt Warm Start Information: mu
multi
-
threading
CppAD Mixed Wish List: Multi-Threading and Statistics
N
n
_
fixed
Initialization After Constructor: size_map.n_fixed
User Defined Class Derived From cppad_mixed: n_fixed
n
_
random
Initialization After Constructor: size_map.n_random
User Defined Class Derived From cppad_mixed: n_random
namespace
Types Defined in the CppAD Mixed Namespace: End Namespace
Types Defined in the CppAD Mixed Namespace: Begin Namespace
Types Defined in the CppAD Mixed Namespace
The CppAD::mixed Namespace Public Declarations
nan
'
s
Nan's During Optimization of Random Effects: Example and Test
ndebug
_
defined
A Capture Example and Speed Test: Output.ndebug_defined
A First Order Auto-Regressive Example and Speed Test: Output.ndebug_defined
negative
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Negative Log-Density Vector
new
_
gsl
_
rng
Set, Get, And Free A GSL Random Number Generator: new_gsl_rng
nlp
_
scaling
_
method
Optimize Fixed Effects: fixed_ipopt_options.nlp_scaling_method
no
No Random Effects: Example and Test
Optimize Fixed Effects: warm_start.No Warm Start
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Problem.No Random Effects
normal
Example Using capture_xam: test2run.normal
Example Using ar1_xam: test2run.normal
notation
Mathematical Notation
A Capture Example and Speed Test: Notation
Sparse Matrix Information: Notation
Sample Posterior for Fixed Effects Using Conditional Covariance: Theory.Notation
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation
number
Manage GSL Random Number Generator: Example and Test
Set, Get, And Free A GSL Random Number Generator
number
_
fixed
_
samples
A Capture Example and Speed Test: Command Arguments.number_fixed_samples
number
_
locations
A Capture Example and Speed Test: Command Arguments.number_locations
number
_
random
A Capture Example and Speed Test: Command Arguments.number_random
A First Order Auto-Regressive Example and Speed Test: Command Arguments.number_random
numeric
An Ipopt Options Argument: Numeric
O
obj
_
value
Ipopt Trace Information: obj_value
objective
Random Effects Variance May Cause Data Mismatch: Objective
Compute the Hessian of The Random Effects Objective
Compute the Hessian of The Fixed Effects Objective
Description of Ipopt Tracing Output: objective
Optimize Fixed Effects: Example and Test: Objective
Laplace Approximation for Mixed Effects Models: Hessian of Laplace Objective
Laplace Approximation for Mixed Effects Models: Approximate Laplace Objective, H(beta, theta, u)
Laplace Approximation for Mixed Effects Models: Derivative of Laplace Objective
Laplace Approximation for Mixed Effects Models: Objective.Fixed Effects Objective, L(theta)
Laplace Approximation for Mixed Effects Models: Objective.Laplace Objective, r(theta)
Laplace Approximation for Mixed Effects Models: Objective
Laplace Approximation for Mixed Effects Models: Random Likelihood, f(theta, u).Random Effects Objective
objective
:
Hessian of Random Effects Objective: Example and Test
Hessian of Fixed Effects Objective: Example and Test
observed
Observed Information Matrix: Example and Test
Compute the Observed Information For Fixed Effects
Laplace Approximation for Mixed Effects Models: Sparse Observed Information
on
Lasso on Fixed Effects: Example and Test
Constraints On Random Effects: Example and Test
optimal
Optimal Solution Returned by optimize_fixed
Laplace Approximation for Mixed Effects Models: Approximate Optimal Random Effects
Laplace Approximation for Mixed Effects Models: Derivative of Optimal Random Effects
Laplace Approximation for Mixed Effects Models: Optimal Random Effects, u^(theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Optimal Random Effects, u^(theta)
optimization
CppAD Mixed Wish List: Aborting Optimization
Nan's During Optimization of Random Effects: Example and Test
optimization
:
Warm Starting Optimization: Example and Test
optimize
Optimize Fixed Effects: Example and Test
Optimize Fixed Effects
Optimize Random Effects: Example and Test
Optimize Random Effects
optimize
_
cppad
_
function
A Capture Example and Speed Test: Output.optimize_cppad_function
A First Order Auto-Regressive Example and Speed Test: Output.optimize_cppad_function
bin/run_cmake.sh: User Configuration Options: optimize_cppad_function
optimize
_
fixed
Changes and Additions to cppad_mixed During 2016: 06-03.optimize_fixed
Optimal Solution Returned by optimize_fixed
cppad_mixed: Public Declarations: optimize_fixed
optimize
_
fixed
_
seconds
A Capture Example and Speed Test: Output.optimize_fixed_seconds
A First Order Auto-Regressive Example and Speed Test: Output.optimize_fixed_seconds
optimize
_
random
Changes and Additions to cppad_mixed During 2016: 06-03.optimize_random
cppad_mixed: Public Declarations: optimize_random
optimize
_
random
_
seconds
A Capture Example and Speed Test: Output.optimize_random_seconds
A First Order Auto-Regressive Example and Speed Test: Output.optimize_random_seconds
optimizer
Warm Starting Optimization: Example and Test: Optimizer Trace
Optimize Fixed Effects: Example and Test: Optimizer Warm Start
Optimize Fixed Effects: Example and Test: Optimizer Trace
options
An Ipopt Options Argument
Optimize Random Effects: options
bin/run_cmake.sh: User Configuration Options
order
A First Order Auto-Regressive Example and Speed Test
Sparse Matrix Information: Notation.Row Major Order
Sparse Matrix Information: Notation.Column Major Order
Optimize Fixed Effects: Example and Test: First Order Partials
Laplace Approximation for Mixed Effects Models: Approximate Optimal Random Effects.Second Order, W(beta, theta, u)
Laplace Approximation for Mixed Effects Models: Approximate Optimal Random Effects.First Order, U(beta, theta, u)
other
Sample Posterior for Fixed Effects: Other Method
Initialization After Constructor: size_map.Other Fields
output
A Capture Example and Speed Test: Output
A First Order Auto-Regressive Example and Speed Test: Output
Description of Ipopt Tracing Output
P
p
Mathematical Notation: p
p
(
A First Order Auto-Regressive Example and Speed Test: Problem.p( u | theta )
A First Order Auto-Regressive Example and Speed Test: Problem.p( y_t | u , theta )
p
(
n
_
i
|
theta
)
A Capture Example and Speed Test: p(N_i|theta)
p
(
theta
)
A Capture Example and Speed Test: p(theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Fixed Prior Density, p(theta)
p
(
u
|
theta
)
A Capture Example and Speed Test: p(u|theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Random Prior Density, p(u|theta)
p
(
y
_
it
|
n
_
i
q
_
t
)
A Capture Example and Speed Test: p(y_it|N_i,q_t)
p
(
y
_
i
|
theta
u
)
A Capture Example and Speed Test: p(y_i|theta,u)
p
(
y
|
theta
u
)
A Capture Example and Speed Test: p(y|theta,u)
u
)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Random Data Density, p(y|theta,u)
p
(
z
|
theta
)
A Capture Example and Speed Test: p(z|theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Fixed Data Density, p(z|theta)
partials
Optimize Fixed Effects: Example and Test: First Order Partials
paths
Installing cppad_mixed in Unix: Paths
pattern
Sparse Matrix Information: Notation.Sparsity Pattern
pkg
-
config
Installing cppad_mixed in Unix: System Requirements.pkg-config
pkg
_
config
_
path
Example and Test Using the Installed Version of cppad_mixed: PKG_CONFIG_PATH
Installing cppad_mixed in Unix: Paths.PKG_CONFIG_PATH
posterior
Simulation the Posterior Distribution for Random Effects
Sample Posterior for Fixed Effects Using Conditional Covariance
Sample Posterior for Fixed Effects
posterior
:
Sample From Fixed Effects Posterior: Example and Test
Sample From Fixed Effects Posterior: Example and Test
prefix
bin/run_cmake.sh: User Configuration Options: Eigen Prefix
prefixes
Example and Test Using the Installed Version of cppad_mixed: Prefixes
previous
Changes and Additions to cppad_mixed: Previous Years
prior
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Random Prior Density, p(u|theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Fixed Prior Density, p(theta)
problem
A First Order Auto-Regressive Example and Speed Test: Problem
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Problem
programs
Example Programs That are Also Speed and Memory Tests
User API Examples: Programs That are Examples and Speed Tests
prototype
Ipopt Trace Information: Prototype
Ipopt Warm Start Information: Prototype
Optimal Solution Returned by optimize_fixed: Prototype
Simulation the Posterior Distribution for Random Effects: Prototype
Sample Posterior for Fixed Effects Using Conditional Covariance: Prototype
Sample Posterior for Fixed Effects: Prototype
Compute the Hessian of The Random Effects Objective: Prototype
Compute the Hessian of The Fixed Effects Objective: Prototype
An Ipopt Options Argument: Prototype
User Defined Class Derived From cppad_mixed: Prototype
public
Ipopt Warm Start Information: Public
The CppAD::mixed Namespace Public Declarations
Initialization After Constructor: Public
cppad_mixed: Public Declarations
purpose
Example Programs That are Also Speed and Memory Tests: Purpose
Sparse Matrix Information: Purpose
Set, Get, And Free A GSL Random Number Generator: Purpose
Compute the Observed Information For Fixed Effects: Purpose
Simulation the Posterior Distribution for Random Effects: Purpose
Sample Posterior for Fixed Effects Using Conditional Covariance: Purpose
Sample Posterior for Fixed Effects: Purpose
Compute the Hessian of The Random Effects Objective: Purpose
Compute the Hessian of The Fixed Effects Objective: Purpose
Optimize Fixed Effects: Purpose
Optimize Random Effects: Purpose
Initialization After Constructor: Purpose
Q
q
_
t
(
theta
u
)
A Capture Example and Speed Test: q_t(theta,u)
quasi
_
fixed
A Capture Example and Speed Test: Command Arguments.quasi_fixed
A First Order Auto-Regressive Example and Speed Test: Command Arguments.quasi_fixed
Initialization After Constructor: size_map.quasi_fixed
User Defined Class Derived From cppad_mixed: quasi_fixed
R
r
(
theta
)
Laplace Approximation for Mixed Effects Models: Objective.Laplace Objective, r(theta)
ran
_
con
_
lag
Optimal Solution Returned by optimize_fixed: ran_con_lag
ran
_
like
_
fun
.
size
_
var
Initialization After Constructor: size_map.ran_like_fun.size_var
ran
_
likelihood
cppad_mixed: Public Declarations: User Defined Functions.ran_likelihood
random
Nan's During Optimization of Random Effects: Example and Test
Random Effects Variance May Cause Data Mismatch
Constraints On Random Effects: Example and Test
No Random Effects: Example and Test
Manage GSL Random Number Generator: Example and Test
Set, Get, And Free A GSL Random Number Generator
Simulation the Posterior Distribution for Random Effects
Hessian of Random Effects Objective: Example and Test
Compute the Hessian of The Random Effects Objective
Optimize Random Effects: Example and Test
Optimize Random Effects
Random Likelihood: Example and Test
Random Likelihood: Example and Test
User Defined Random Likelihood Function
Laplace Approximation for Mixed Effects Models: Hessian of Random Constraints
Laplace Approximation for Mixed Effects Models: Approximate Random Constraint Function, B(beta, theta, u)
Laplace Approximation for Mixed Effects Models: Approximate Optimal Random Effects
Laplace Approximation for Mixed Effects Models: Derivative of Random Constraints
Laplace Approximation for Mixed Effects Models: Derivative of Optimal Random Effects
Laplace Approximation for Mixed Effects Models: Optimal Random Effects, u^(theta)
Laplace Approximation for Mixed Effects Models: Random Likelihood, f(theta, u).Random Effects Objective
Laplace Approximation for Mixed Effects Models: Random Likelihood, f(theta, u)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Problem.Random Constraints
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Problem.No Random Effects
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Random Constraint Function, A*u^(theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Random Constraint Matrix, A
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Optimal Random Effects, u^(theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Random Data Density, p(y|theta,u)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Random Prior Density, p(u|theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Random Effects, u
random
_
constraint
A Capture Example and Speed Test: Command Arguments.random_constraint
random
_
in
Simulation the Posterior Distribution for Random Effects: random_in
Optimize Fixed Effects: random_in
Optimize Random Effects: random_in
random
_
ipopt
_
options
Simulation the Posterior Distribution for Random Effects: random_ipopt_options
Optimize Fixed Effects: random_ipopt_options
random
_
lower
Simulation the Posterior Distribution for Random Effects: random_lower
Optimize Fixed Effects: random_lower
Optimize Random Effects: random_lower
random
_
opt
Compute the Observed Information For Fixed Effects: random_opt
Sample Posterior for Fixed Effects Using Conditional Covariance: random_opt
Compute the Hessian of The Fixed Effects Objective: random_opt
random
_
out
Optimize Random Effects: random_out
random
_
seed
A Capture Example and Speed Test: Command Arguments.random_seed
A First Order Auto-Regressive Example and Speed Test: Command Arguments.random_seed
random
_
upper
Simulation the Posterior Distribution for Random Effects: random_upper
Optimize Fixed Effects: random_upper
Optimize Random Effects: random_upper
random
_
vec
Compute the Hessian of The Random Effects Objective: random_vec
Initialization After Constructor: random_vec
User Defined Random Likelihood Function: random_vec
reference
A Capture Example and Speed Test: Reference
Description of Ipopt Tracing Output: Reference
Laplace Approximation for Mixed Effects Models: Reference
regularization
_
size
Ipopt Trace Information: regularization_size
release
bin/run_cmake.sh: User Configuration Options: Debug and Release
replace
An Example Installation: replace
replaced
Sample Posterior for Fixed Effects Using Conditional Covariance: Replaced
repository
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Source Code Repository
requirements
Installing cppad_mixed in Unix: Special Requirements
Installing cppad_mixed in Unix: System Requirements
resize
Sparse Matrix Information: resize
restoration
Ipopt Trace Information: restoration
returned
Optimal Solution Returned by optimize_fixed
rng
Set, Get, And Free A GSL Random Number Generator: get_gsl_rng.rng
row
Sparse Matrix Information: Notation.Row Major Order
Sparse Matrix Information: row
run
Example and Test Using the Installed Version of cppad_mixed: Run Example
run
_
cmake
.
sh
Installing cppad_mixed in Unix: Special Requirements.run_cmake.sh
run
_
test
An Example Installation: run_test
S
s
_
in
Set, Get, And Free A GSL Random Number Generator: new_gsl_rng.s_in
s
_
out
Set, Get, And Free A GSL Random Number Generator: new_gsl_rng.s_out
s
_
vector
Types Defined in the CppAD Mixed Namespace: Vector Types.s_vector
sample
Sample From Fixed Effects Posterior: Example and Test
Simulation the Posterior Distribution for Random Effects: sample
Sample Posterior for Fixed Effects Using Conditional Covariance: sample
Sample Posterior for Fixed Effects Using Conditional Covariance
Sample From Fixed Effects Posterior: Example and Test
Sample Posterior for Fixed Effects: sample
Sample Posterior for Fixed Effects
sample
_
fixed
cppad_mixed: Public Declarations: sample_fixed
sample
_
fixed
_
seconds
A Capture Example and Speed Test: Output.sample_fixed_seconds
A First Order Auto-Regressive Example and Speed Test: Output.sample_fixed_seconds
sample
_
random
Changes and Additions to cppad_mixed During 2016: 06-03.sample_random
cppad_mixed: Public Declarations: sample_random
scalar
Types Defined in the CppAD Mixed Namespace: Scalar Types
scale
_
f
Ipopt Warm Start Information: scale_f
scale
_
g
Ipopt Warm Start Information: g_info.scale_g
scale
_
x
Ipopt Warm Start Information: scale_x
second
Laplace Approximation for Mixed Effects Models: Approximate Optimal Random Effects.Second Order, W(beta, theta, u)
see
Simulation the Posterior Distribution for Random Effects: See Also
Sample Posterior for Fixed Effects: See Also
User Defined Class Derived From cppad_mixed: See Also
set
Set, Get, And Free A GSL Random Number Generator
simulation
Simulation the Posterior Distribution for Random Effects
size
_
map
Initialization After Constructor: size_map
solution
Optimal Solution Returned by optimize_fixed
Compute the Observed Information For Fixed Effects: solution
Sample Posterior for Fixed Effects Using Conditional Covariance: solution
Sample Posterior for Fixed Effects: solution
Optimize Fixed Effects: solution
source
Example Using capture_xam: test2run.Source Code
A Capture Example and Speed Test: Source Code
Example Using ar1_xam: test2run.Source Code
A First Order Auto-Regressive Example and Speed Test: Source Code
Optimize Fixed Effects: Example and Test: Source Code
An Example Installation: Source
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Source Code Repository
sparse
Sparse Matrix Information: Notation.Sparse Matrix
Sparse Matrix Information
Types Defined in the CppAD Mixed Namespace: Sparse Types
Laplace Approximation for Mixed Effects Models: Sparse Observed Information
sparse
_
rc
Types Defined in the CppAD Mixed Namespace: Sparse Types.sparse_rc
sparsity
Sparse Matrix Information: Notation.Sparsity Pattern
special
Installing cppad_mixed in Unix: Special Requirements
specific
User API Examples: Demonstrate Specific Features
specific
_
compiler
bin/run_cmake.sh: User Configuration Options: specific_compiler
speed
A Capture Example and Speed Test
A First Order Auto-Regressive Example and Speed Test
Example Programs That are Also Speed and Memory Tests
User API Examples: Programs That are Examples and Speed Tests
bin/run_cmake.sh: User Configuration Options: Testing Speed and Memory
Installing cppad_mixed in Unix: cppad_mixed.Speed
start
Ipopt Warm Start Information
Optimize Fixed Effects: Example and Test: Optimizer Warm Start
Optimize Fixed Effects: warm_start.Warm Start
Optimize Fixed Effects: warm_start.No Warm Start
start
_
near
_
solution
A Capture Example and Speed Test: Command Arguments.start_near_solution
A First Order Auto-Regressive Example and Speed Test: Command Arguments.start_near_solution
starting
Warm Starting Optimization: Example and Test
statistics
CppAD Mixed Wish List: Multi-Threading and Statistics
CppAD Mixed Wish List: Better Asymptotic Statistics
std
_
logit
_
probability
A Capture Example and Speed Test: Command Arguments.std_logit_probability
std
_
logit
_
probability
_
estimate
A Capture Example and Speed Test: Output.std_logit_probability_estimate
std
_
logit
_
probability
_
std
A Capture Example and Speed Test: Output.std_logit_probability_std
std
_
probability
_
ratio
A Capture Example and Speed Test: Output.std_probability_ratio
string
An Ipopt Options Argument: String
subset
Sample Posterior for Fixed Effects Using Conditional Covariance: Theory.Unconstrained Subset Covariance
Sample Posterior for Fixed Effects Using Conditional Covariance: Theory.Fixed Effects Subset
suitesparse
Installing cppad_mixed in Unix: System Requirements.suitesparse
suitesparse
_
libs
Example and Test Using the Installed Version of cppad_mixed: suitesparse_libs
sum
_
random
_
effects
A Capture Example and Speed Test: Output.sum_random_effects
syntax
Example Using capture_xam: Syntax
A Capture Example and Speed Test: Syntax
Example Using ar1_xam: Syntax
A First Order Auto-Regressive Example and Speed Test: Syntax
CppAD Mixed Exceptions: Syntax
Ipopt Trace Information: Syntax
Ipopt Warm Start Information: Syntax
Optimal Solution Returned by optimize_fixed: Syntax
Sparse Matrix Information: Syntax
Set, Get, And Free A GSL Random Number Generator: Syntax
Types Defined in the CppAD Mixed Namespace: Syntax
Compute the Observed Information For Fixed Effects: Syntax
Simulation the Posterior Distribution for Random Effects: Syntax
Sample Posterior for Fixed Effects Using Conditional Covariance: Syntax
Sample Posterior for Fixed Effects: Syntax
Compute the Hessian of The Random Effects Objective: Syntax
Compute the Hessian of The Fixed Effects Objective: Syntax
Optimize Fixed Effects: Syntax
Optimize Random Effects: Syntax
Initialization After Constructor: Syntax
User Defined Fixed Effects Constraint Function: Syntax
User Defined Fixed Likelihood Function: Syntax
User Defined Random Likelihood Function: Syntax
User Defined Class Derived From cppad_mixed: Syntax
Example and Test Using the Installed Version of cppad_mixed: Syntax
An Example Installation: Syntax
system
Installing cppad_mixed in Unix: System Requirements
T
temporary
Example and Test Using the Installed Version of cppad_mixed: Create Temporary
test
Warm Starting Optimization: Example and Test
Nan's During Optimization of Random Effects: Example and Test
Lasso on Fixed Effects: Example and Test
Constraints On Random Effects: Example and Test
No Random Effects: Example and Test
Absolute Value In Log-Density: Example and Test
A Capture Example and Speed Test
A First Order Auto-Regressive Example and Speed Test
Manage GSL Random Number Generator: Example and Test
Observed Information Matrix: Example and Test
Sample From Fixed Effects Posterior: Example and Test
Sample From Fixed Effects Posterior: Example and Test
Hessian of Random Effects Objective: Example and Test
Hessian of Fixed Effects Objective: Example and Test
Optimize Fixed Effects: Example and Test
Optimize Random Effects: Example and Test
Using Constraints: Example and Test
Random Likelihood: Example and Test
Random Likelihood: Example and Test
mixed_cppad Derived Class: Example and Test
Example and Test Using the Installed Version of cppad_mixed
test2run
Example Using capture_xam: test2run
Example Using ar1_xam: test2run
testing
bin/run_cmake.sh: User Configuration Options: Testing Speed and Memory
tests
Example Programs That are Also Speed and Memory Tests
User API Examples: Programs That are Examples and Speed Tests
that
Example Programs That are Also Speed and Memory Tests
User API Examples: Programs That are Examples and Speed Tests
the
Types Defined in the CppAD Mixed Namespace
The CppAD::mixed Namespace Public Declarations
Compute the Observed Information For Fixed Effects
Simulation the Posterior Distribution for Random Effects
Compute the Hessian of The Random Effects Objective
Compute the Hessian of The Random Effects Objective
Compute the Hessian of The Fixed Effects Objective
Compute the Hessian of The Fixed Effects Objective
Example and Test Using the Installed Version of cppad_mixed
theory
Random Effects Variance May Cause Data Mismatch: Theory
Sample Posterior for Fixed Effects Using Conditional Covariance: Theory
theta
Mathematical Notation: theta
A First Order Auto-Regressive Example and Speed Test: Problem.p( u | theta )
A First Order Auto-Regressive Example and Speed Test: Problem.p( y_t | u , theta )
Laplace Approximation for Mixed Effects Models: Approximate Random Constraint Function, B(beta, theta, u)
Laplace Approximation for Mixed Effects Models: Approximate Laplace Objective, H(beta, theta, u)
Laplace Approximation for Mixed Effects Models: Approximate Optimal Random Effects.Second Order, W(beta, theta, u)
Laplace Approximation for Mixed Effects Models: Approximate Optimal Random Effects.First Order, U(beta, theta, u)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Fixed Effects, theta
theta
_
0
_
estimate
A First Order Auto-Regressive Example and Speed Test: Output.theta_0_estimate
this
Changes and Additions to cppad_mixed: This Year
thrower
CppAD Mixed Exceptions: thrower
total
Laplace Approximation for Mixed Effects Models: Total Likelihood
trace
Warm Starting Optimization: Example and Test: Optimizer Trace
Ipopt Trace Information
Optimize Fixed Effects: Example and Test: Optimizer Trace
trace
_
init
Hessian of Fixed Effects Objective: Example and Test: trace_init
User Defined Class Derived From cppad_mixed: trace_init
trace
_
optimize
_
fixed
A Capture Example and Speed Test: Command Arguments.trace_optimize_fixed
A First Order Auto-Regressive Example and Speed Test: Command Arguments.trace_optimize_fixed
trace
_
vec
Optimal Solution Returned by optimize_fixed: trace_vec
tracing
Description of Ipopt Tracing Output
triangular
Sparse Matrix Information: Notation.Lower Triangular
true
User Defined Class Derived From cppad_mixed: quasi_fixed.true
types
Types Defined in the CppAD Mixed Namespace: Sparse Types
Types Defined in the CppAD Mixed Namespace: Vector Types
Types Defined in the CppAD Mixed Namespace: Scalar Types
Types Defined in the CppAD Mixed Namespace
cppad_mixed: Public Declarations: Cppad Mixed Types
U
u
Mathematical Notation: U
Mathematical Notation: u
A First Order Auto-Regressive Example and Speed Test: Problem.p( u | theta )
A First Order Auto-Regressive Example and Speed Test: Problem.p( y_t | u , theta )
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Random Effects, u
u
(
beta
Laplace Approximation for Mixed Effects Models: Approximate Optimal Random Effects.First Order, U(beta, theta, u)
u
)
Laplace Approximation for Mixed Effects Models: Approximate Random Constraint Function, B(beta, theta, u)
Laplace Approximation for Mixed Effects Models: Approximate Laplace Objective, H(beta, theta, u)
Laplace Approximation for Mixed Effects Models: Approximate Optimal Random Effects.Second Order, W(beta, theta, u)
Laplace Approximation for Mixed Effects Models: Approximate Optimal Random Effects.First Order, U(beta, theta, u)
Laplace Approximation for Mixed Effects Models: Objective.Laplace Approximation, h(theta, u)
Laplace Approximation for Mixed Effects Models: Random Likelihood, f(theta, u)
u
^(
theta
)
Mathematical Notation: u^(theta)
Laplace Approximation for Mixed Effects Models: Optimal Random Effects, u^(theta)
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Optimal Random Effects, u^(theta)
unconstrained
Sample Posterior for Fixed Effects Using Conditional Covariance: Theory.Unconstrained Subset Covariance
unix
Installing cppad_mixed in Unix
user
User API Examples: Functions Defined by cppad_mixed and Called by User
User API Examples: Functions Defined by User and Called by cppad_mixed
User API Examples
User Defined Fixed Effects Constraint Function
User Defined Fixed Likelihood Function
User Defined Random Likelihood Function
User Defined Class Derived From cppad_mixed
cppad_mixed: Public Declarations: User Defined Functions
bin/run_cmake.sh: User Configuration Options
using
Example Using capture_xam
Example Using ar1_xam
Sample Posterior for Fixed Effects Using Conditional Covariance
Using Constraints: Example and Test
Example and Test Using the Installed Version of cppad_mixed
Installing cppad_mixed in Unix: Example.Using cppad_mixed
V
val
Sparse Matrix Information: val
value
Absolute Value In Log-Density: Example and Test
variance
Random Effects Variance May Cause Data Mismatch
vec
User Defined Fixed Effects Constraint Function: vec
User Defined Fixed Likelihood Function: vec
User Defined Random Likelihood Function: vec
vector
Types Defined in the CppAD Mixed Namespace: Vector Types
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Negative Log-Density Vector
verbose
_
makefile
bin/run_cmake.sh: User Configuration Options: verbose_makefile
version
Example and Test Using the Installed Version of cppad_mixed
virtual
User Defined Fixed Effects Constraint Function: Virtual Function
User Defined Fixed Likelihood Function: Virtual Function
User Defined Random Likelihood Function: Virtual Function
W
w
Mathematical Notation: W
w
(
beta
Laplace Approximation for Mixed Effects Models: Approximate Optimal Random Effects.Second Order, W(beta, theta, u)
warm
Warm Starting Optimization: Example and Test
Ipopt Warm Start Information
Optimize Fixed Effects: Example and Test: Optimizer Warm Start
Optimize Fixed Effects: warm_start.Warm Start
Optimize Fixed Effects: warm_start.No Warm Start
warm
_
start
Optimal Solution Returned by optimize_fixed: warm_start
Optimize Fixed Effects: warm_start
warning
cppad_mixed: Public Declarations: User Defined Functions.warning
wget
Installing cppad_mixed in Unix: System Requirements.wget
windows
CppAD Mixed Wish List: Windows Install
wish
CppAD Mixed Wish List
X
x
Ipopt Warm Start Information: x_info.x
x
_
info
Ipopt Warm Start Information: x_info
Y
y
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Data, y, z
y
_
t
A First Order Auto-Regressive Example and Speed Test: Problem.p( y_t | u , theta )
year
Changes and Additions to cppad_mixed: This Year
years
Changes and Additions to cppad_mixed: Previous Years
Z
z
Mathematical Notation: z
C++ Laplace Approximation of Mixed Effects Models:
cppad_mixed-20220519: Notation.Data, y, z
z
_
l
Ipopt Warm Start Information: x_info.z_L
z
_
u
Ipopt Warm Start Information: x_info.z_U
|
A First Order Auto-Regressive Example and Speed Test: Problem.p( u | theta )
A First Order Auto-Regressive Example and Speed Test: Problem.p( y_t | u , theta )
||
d
||
Description of Ipopt Tracing Output: ||d||