Parameter estimates not consistent with MARK and RMark

Hello, I'm using the Robust design model with heterogeneity in RMark. My data consist of 4 primary periods with 5, 5, 4, and 5 secondary periods. There is a 2 year split between primary period 2 and 3. A sample of the first 10 capture histories are below.
ch freq
1101111111111111111 1
1111111110011110101 1
1011000000010011000 1
0000000000000101111 1
1110101110000011110 1
0000000010001011100 1
0000000000001100000 1
0000000000000000100 1
0000000000110010001 1
0000001101000000100 1
When I run my code (see below) in RMark, I get almost identical estimates for pi, c, p, and N with MARK. AICc values only differ in the 3rd decimal place. However, estimates for S, GammaPrime and GammaDoublePrime are very different from MARK. In this example, I want to specify a time-dependent Markovian movement model where survival is constant, and I group primary sampling periods 1&2 together and 3&4 together to estimate N, pi, and p=c by grouped time periods.
The AICc reported in MARK is: 191.8709 and RMark is: 191.8769
The other parameters are as follows:
In RMark:
S g1 c1 c1 a0 o1 t1 9.927333e-01 0.0293293000
Gamma'' g1 c1 c1 a0 o1 t1 2.157970e-01 0.0729394000
Gamma'' g1 c1 c1 a1 o1 t2 1.840292e-01 0.3454631000
Gamma'' g1 c1 c1 a3 o1 t4 3.288992e-07 0.0003206970
Gamma' g1 c1 c1 a1 o1 t2 9.999998e-01 0.0003856607
Gamma' g1 c1 c1 a3 o1 t4 2.854886e-01 0.2978024000
pi g1 s1 m1 6.199513e-01 0.0614868000
pi g1 s3 m1 5.813655e-01 0.0596263000
p g1 s1 t0 m1 2.711172e-01 0.0438924000
p g1 s1 t0 m2 9.119680e-01 0.0324548000
p g1 s3 t0 m1 2.472691e-01 0.0443117000
p g1 s3 t0 m2 8.825655e-01 0.0328258000
N g1 s1 4.610950e+01 2.6460150000
N g1 s3 4.515872e+01 3.5727229000
In MARK:
1:S 0.9992556 0.0028447
2:Gamma'' 0.8435642 0.0312655
3:Gamma'' 0.8487641 0.1626942
4:Gamma'' 0.0039405 0.5197709E-016
5:Gamma' 1.0000000 0.1576207E-007
6:Gamma' 0.8701440 0.0966590
7:pi Session 1 0.6199450 0.0614881
8:pi Session 3 0.5814658 0.0596010
9:p Session 1 0.2711412 0.0438883
10:p Session 1 0.9119739 0.0324533
11:p Session 3 0.2469610 0.0440815
12:p Session 3 0.8824972 0.0328083
13:N Session 1 46.108368 2.6454333
14:N Session 3 45.179637 3.5689497
Does any one know why the estimates for S and Gamma's are so far off? I suspect it has to do with differences in DM's for MARK and RMARK.
ch freq
1101111111111111111 1
1111111110011110101 1
1011000000010011000 1
0000000000000101111 1
1110101110000011110 1
0000000010001011100 1
0000000000001100000 1
0000000000000000100 1
0000000000110010001 1
0000001101000000100 1
When I run my code (see below) in RMark, I get almost identical estimates for pi, c, p, and N with MARK. AICc values only differ in the 3rd decimal place. However, estimates for S, GammaPrime and GammaDoublePrime are very different from MARK. In this example, I want to specify a time-dependent Markovian movement model where survival is constant, and I group primary sampling periods 1&2 together and 3&4 together to estimate N, pi, and p=c by grouped time periods.
- Code: Select all
#MyRcode
#### Markovian movement with time.
library(RMark)
TradsRD= convert.inp("C:/Users/Chris/Documents/TradS_RD_format.inp", use.comments=TRUE)
trads.process= process.data(TradsRD,model= "RDHet",
time.intervals=c(0,0,0,0,1,0,0,0,0,2,0,0,0,1,0,0,0,0))
trads.ddl=make.design.data(trads.process,
parameters=list(GammaDoublePrime=list(time.bins=c(0,1,2,3,4)),
GammaPrime=list(time.bins=c(0,2,4))),right=TRUE)
trads.ddl$p$period=0
trads.ddl$p$period[trads.ddl$p$session==1|trads.ddl$p$session==2]=1
trads.ddl$c$period=0
trads.ddl$c$period[trads.ddl$c$session==1|trads.ddl$c$session==2]=1
trads.ddl$N$period=0
trads.ddl$N$period[trads.ddl$N$session==1|trads.ddl$N$session==2]=1
trads.ddl$pi$period=0
trads.ddl$pi$period[trads.ddl$pi$session==1|trads.ddl$pi$session==2]=1
S.dot=list(formula=~1)
p.session=list(formula=~period*mixture,share=TRUE)
c.session=list(formula=~period*mixture,share=TRUE)
GammaDoublePrime.random=list(formula=~time)
GammaPrime.random=list(formula=~time)
pi.dot=list(formula= ~period)
N.period=list(formula=~period)
model1=mark(data=trads.process,trads.ddl,
model.parameters=list(S=S.dot,
GammaDoublePrime=GammaDoublePrime.random,
GammaPrime=GammaPrime.random,
p=p.session,pi=pi.dot, N=N.period))
The AICc reported in MARK is: 191.8709 and RMark is: 191.8769
The other parameters are as follows:
In RMark:
S g1 c1 c1 a0 o1 t1 9.927333e-01 0.0293293000
Gamma'' g1 c1 c1 a0 o1 t1 2.157970e-01 0.0729394000
Gamma'' g1 c1 c1 a1 o1 t2 1.840292e-01 0.3454631000
Gamma'' g1 c1 c1 a3 o1 t4 3.288992e-07 0.0003206970
Gamma' g1 c1 c1 a1 o1 t2 9.999998e-01 0.0003856607
Gamma' g1 c1 c1 a3 o1 t4 2.854886e-01 0.2978024000
pi g1 s1 m1 6.199513e-01 0.0614868000
pi g1 s3 m1 5.813655e-01 0.0596263000
p g1 s1 t0 m1 2.711172e-01 0.0438924000
p g1 s1 t0 m2 9.119680e-01 0.0324548000
p g1 s3 t0 m1 2.472691e-01 0.0443117000
p g1 s3 t0 m2 8.825655e-01 0.0328258000
N g1 s1 4.610950e+01 2.6460150000
N g1 s3 4.515872e+01 3.5727229000
In MARK:
1:S 0.9992556 0.0028447
2:Gamma'' 0.8435642 0.0312655
3:Gamma'' 0.8487641 0.1626942
4:Gamma'' 0.0039405 0.5197709E-016
5:Gamma' 1.0000000 0.1576207E-007
6:Gamma' 0.8701440 0.0966590
7:pi Session 1 0.6199450 0.0614881
8:pi Session 3 0.5814658 0.0596010
9:p Session 1 0.2711412 0.0438883
10:p Session 1 0.9119739 0.0324533
11:p Session 3 0.2469610 0.0440815
12:p Session 3 0.8824972 0.0328083
13:N Session 1 46.108368 2.6454333
14:N Session 3 45.179637 3.5689497
Does any one know why the estimates for S and Gamma's are so far off? I suspect it has to do with differences in DM's for MARK and RMARK.