gsm.tar

GSM implements a methodology proposed by Gallant and McCulloch
for the statistical analysis of models derived from scientific
considerations that exhibit five characteristics: (1) a likelihood is
not available; (2) the model can be simulated; (3) prior information
is available; (3) a portion of the prior information is expressed in
terms of functionals of the model that are not easily converted into
an analytic prior on model parameters but can be computed from a
simulation of the model; and (5) a parametric statistical model for
the data, determined without reference to the scientific model, is
either known from the literature or can be determined.  

Their proposal is a computationally intensive Bayesian MCMC modeling
strategy for estimation and inference together with methods for
assessing model adequacy.  An important adjunct to the method is that
the implied map from the parameters of the scientific model to the
parameters of the statistical model and to functionals of both the
scientific and statistical models becomes available.  This map is a
powerful tool for eliciting the properties of the scientific model and
understanding the reasons for model success or failure.

Be warned: This software is hard to use.  It is meant for serious
scientific work where there is nothing else available that can
convincingly determine a model and assess its adequacy.  It requires
careful tuning and run times are long. 

The package is written in C++.  It includes a parallelized 
version that uses MPI, a user's guide, examples, and necessary 
libraries.

gsm.tar can be unpacked by using unzip on Microsoft Windows or
tar -xf gsm.tar on a Unix machine.

GSM user code written prior to December 2006 will need to be
modified to relect the substitution of libscl for libcpp in this
release.  The line "#include libcpp.h" should be replaced by
"#include libscl.h" at every occurance.  User header files will
need to replace the names realmat, intvec, and kronprd by
scl:realmat, scl::intvec, and scl::kronprd, respectively.
Similarly, for source files unless the statement "using
namespace scl;" is added after the line "#include libscl.h".

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License as
published by the Free Software Foundation; either version 2 of
the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public
License along with this program; if not, write to the Free
Software Foundation, Inc., 51 Franklin Street, Fifth Floor,
Boston, MA 02110-1301 USA.