ADMB

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ADMB
Designed by David Fournier
Developer ADMB-Project
Stable release 9.0.363 (August 10, 2009; 480353378 ago)
Influenced by C++
OS Cross-platform
License New BSD License
Website http://admb-project.org/

ADMB or AD Model Builder is a free and open source software suite for non-linear statistical modeling.[1] It was created by David Fournier and now being developed by the ADMB Project, a creation of the non-profit ADMB Foundation. The "AD" in AD Model Builder refers to the automatic differentiation capabilities that come from the AUTODIF Library, a C++ language extension also created by David Fournier, which implements reverse mode automatic differentiation.[2] A related software package, ADMB-RE, provides additional support for modeling random effects.[3]

Features and use

ADMB has been estimated to perform faster at solving complex optimization problems than the numerical programming languages GAUSS, MATLAB, S-PLUS, and R.[4][5] Markov chain Monte Carlo methods are integrated into the ADMB software, making it useful for Bayesian modeling.[6] In addition to Bayesian hierarchical models, ADMB provides support for modeling random effects in a frequentist framework using Laplace approximation and importance sampling.[3]

ADMB is widely used by scientists in academic institutions, government agencies, and international commissions,[7] most commonly for ecological modeling. In particular, many fisheries stock assessment models have been built using this software.[8] ADMB is freely available under the New BSD License,[9] with versions available for Windows, Linux, and Mac OS X operating systems. Source code for ADMB was made publicly available in March, 2009.[10] [11]

See also

References

  1. "admb-project". ADMB Project. http://code.google.com/p/admb-project/. Retrieved 2009-04-01. 
  2. "AUTODIF: A C++ Array Language Extension with Automatic Differentiation For Use in Nonlinear Modeling and Statistics". ADMB Project. http://admb-project.googlecode.com/files/autodif.pdf. Retrieved 2008-12-03. 
  3. 3.0 3.1 "Random effects in AD Model Builder: ADMB-RE user guide". ADMB Project. http://admb-project.googlecode.com/files/admb-re.pdf. Retrieved 2008-12-03. 
  4. Schnute, J.T. Richards, L.J. and Olsen, N (1998). "Statistics, software, and fish stock assessment". Fishery Stock Assessment Models for the 21st Century. Fairbanks, AK: Univ. Alaska Sea Grant Program. pp. 171–184. 
  5. "Comparison between AD Model Builder and other statistical modeling packages". Otter Research Ltd.. http://otter-rsch.com/tresults.htm. Retrieved 2008-12-02. 
  6. "An Introduction to AD MODEL BUILDER Version 9.0.0". ADMB Project. http://admb-project.googlecode.com/files/admb.pdf. Retrieved 2008-12-03. 
  7. "ADMB User Base and Major Applications". ADMB Project. http://admb-project.org/community/user-base. Retrieved 2008-12-02. 
  8. "Bibliography: Stock assessments". ADMB Project. http://admb-project.org/community/bibliography/stock-assessments. Retrieved 2008-12-03. 
  9. "ADMB Downloads". ADMB Project. http://admb-project.org/downloads. Retrieved 2008-12-02. 
  10. "UCSB Press Release: "Fisheries Stock Assessment Software Now Publicly Accessible"". University of California, Santa Barbara. http://www.ia.ucsb.edu/pa/display.aspx?pkey=1896. Retrieved 2008-12-09. 
  11. "ADMB Source Code Available". ADMB Project. http://admb-project.org/news/admb-source-code-available. Retrieved 2009-05-14. 

External links

Template:Numerical analysis software Template:Statistical software

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