Examples using AD
These examples include the users TPL file (that
is the template), the CPP file (C++ source code) produced from the template, the compiled
executable and the DAT file (data input to the model). These files are in PKZIP format.
They have been compiled with the DJGPP v2 C++ compiler for DOS. They are DPMI32 compatible
and will run in a window under Windows 95 or NT. To run them in DOS you will need to
download the zip file CWSDPMI.ZIP
and extract the file CWSDPMI.EXE from it (and put it in a directory on your path).
Examples for other platforms can be supplied. Contact us.
Click on DOCS for an online description of the
example or on the file name to download the example file. Some trouble with reading the
DOCS with Internet Explorer has been reported. We recommend using NETSCAPE.
- DOCS SIMPLE.ZIP -- a very simple example to
illustrate the idea.
- DOCS TRUNCREG.ZIP-- a
truncated linear regression.
BUSCYCLE.ZIP -- an implementation of the
domain switching model described in Hamilton (1989). We have implemented the fourth order
autoregressive model described in the paper as well as extending the model to a fifth
order autoregressive process in accordance with the author's remarks on page 372 to
illustrate the flexibility of the AD Model Builder modeling package.
Hamilton, James D. 1989. A new approach to the economic analysis of nonstationary
time series and the business cycle. Econometrica, 57(2): 357-384.
- DOCS CATAGE.ZIP -- a catch at age model for
- NEW !! DOCS VOL.ZIP -- a stochastic volatility model
using a generalized Kalman filter.
- DOCS FINANCE.ZIP -- a simple GARCH model
used in financial modeling.
- DOCS ROBREG.ZIP -- illustrates the use of
robust nonlinear regression.
- DOCS PELLA-T.ZIP -- another model used in
- DOCS CHEM-ENG.ZIP -- a chemical
engineering model using a system of ODE's.
- DOCS FOREST.ZIP -- A forestry model to estimate
parameters which influence the size distribution of wildfires. This model illustrates the
use of numerical integration within the parameter estimation process.
Download zipped PDF file adm.zip for AD Model Builder DOCUMENTATION There is also a zipped pdf aut.zip for AUTODIF DOCUMENTATION
upon which AD Model Builder is based.
(NOTE: AD Model builder and AUTODIF take a somewhat different point of view about
how to build models for nonlinear parameter estimation so that it is better to read the AD
Model Builder documentation first.)
NOTE: These are ZIP files not EXE's. Some browsers want to name them incorrectly.
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Phone : 250-655-3364
Updated February 2001
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